# EDGAR Filing Document

**Accession Number:** 0000736054
**File Stem:** 0001752724-25-163079
**Filing Date:** 2025-6
**Character Count:** 4461923
**Document Hash:** 9d42328e13bdd7b905096f4cf42bf80d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-163079.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-163079

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250630

**DATE AS OF CHANGE**: 20250630

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD STAR FUNDS
- **CENTRAL INDEX KEY:** 0000736054

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03919
- **FILM NUMBER:** 251090708

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD STAR FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD SPECIAL TAX ADVANTAGED RETIREMENT FUND
- **DATE OF NAME CHANGE:** 19850318

## Series and Classes Contracts Data

### Vanguard STAR Core-Plus Bond Fund (Series ID: S000090502)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000257760 | Institutional Shares | VCPSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD STAR FUNDS

- **b. Investment Company Act file number:** 811-03919

- **c. CIK number of Registrant:** 0000736054

- **d. LEI of Registrant:** 5493005RYBM6XD8JKF03

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD STAR CORE-PLUS BOND FUND

- **b. EDGAR series identifier (if any):** S000090502

- **c. LEI of Series:** 529900AUA36TVNWN3965

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10067137585.97

**Total Liabilities:** $2150128079.02

**Net Assets:** $7917009506.95

**Delayed Delivery Securities:** $935208027.68

**Cash Not Reported:** $2973359.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8418.17118268 | **1-Year:** -264518.40249641 | **5-Year:** -654768.99971800 | **10-Year:** -1195424.88699487 | **30-Year:** -564566.68763940

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

- **3-Month:** -1528.31407021 | **1-Year:** -45813.79677838 | **5-Year:** -95758.66445143 | **10-Year:** -54789.52750576 | **30-Year:** -14243.49969924

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257760 |  | 0.53%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $3661336.60              | $28119724.97                               |
| Month 3  | $8004763.48              | $-2048063.48                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Universal Bond Index

- **Index Identifier:** I00037

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ginnie Mae I Pool                                                                | GN 666149                          | CUSIP: 36295CBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3965 | PA      | $4167.34       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609580                          | CUSIP: 36202UFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10498 | PA      | $10604.91      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655211                          | CUSIP: 36294N3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3214 | PA      | $3290.56       | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2513000 | PA      | $2343169.44    | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628107                          | CUSIP: 36291GYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3769 | PA      | $3812.01       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $11209687.44   | 0.14%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612529                          | CUSIP: 36202XPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7196 | PA      | $7372.21       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645697                          | CUSIP: 36292DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24699 | PA      | $24546.20      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88265.38      | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572176                          | CUSIP: 36200TT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8882 | PA      | $9076.15       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610864                          | CUSIP: 36202VTV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20209 | PA      | $20663.57      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544452                          | CUSIP: 36212UZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1752 | PA      | $1805.51       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743132                          | CUSIP: 3620AXSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4286 | PA      | $4249.31       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613780                          | CUSIP: 36290N2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64081 | PA      | $64765.08      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674282                          | CUSIP: 36295MCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21486 | PA      | $21296.40      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562286                          | CUSIP: 36213RUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52458 | PA      | $54339.43      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580405                          | CUSIP: 36201DYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26675 | PA      | $26978.93      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600212                          | CUSIP: 36200FYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9500 | PA      | $9679.62       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                     | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     2549000 | PA      | $2832352.70    | 0.04%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737285                          | CUSIP: 3620ARCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10510 | PA      | $10181.22      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604064                          | CUSIP: 36200MB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8479 | PA      | $8641.79       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473134                          | CUSIP: 36209JSX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1397 | PA      | $1428.01       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608410                          | CUSIP: 36202S3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3405 | PA      | $3482.17       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 660060                          | CUSIP: 36294UJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12268 | PA      | $12820.58      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7373                          | CUSIP: 3617BBFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71927 | PA      | $65896.85      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756928                          | CUSIP: 36230RVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8017 | PA      | $7540.64       | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0932                          | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1271576 | PA      | $1129893.70    | 0.01%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786579                          | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7079826 | PA      | $7125345.53    | 0.09%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457842                          | CUSIP: 36208QS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2068 | PA      | $2113.97       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433954                          | CUSIP: 36207KBX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1757 | PA      | $1795.77       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574777                          | CUSIP: 36200WQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2382 | PA      | $2410.09       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544193                          | CUSIP: 36212URN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1594 | PA      | $1612.09       | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649248                          | CUSIP: 36292HHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25137 | PA      | $25790.34      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733429                          | CUSIP: 3620ALY24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120382 | PA      | $107918.62     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602819                          | CUSIP: 36200JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1371 | PA      | $1410.59       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      244000 | PA      | $246616.70     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633211                          | CUSIP: 36291NN49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5032 | PA      | $5093.53       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 665902                          | CUSIP: 36295BX73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6800 | PA      | $6987.35       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666427                          | CUSIP: 36295CLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12674 | PA      | $11861.32      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4542                          | CUSIP: 36180GBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86684 | PA      | $79035.97      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594111                          | CUSIP: 36201VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28686 | PA      | $29016.98      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553925                          | CUSIP: 36213GLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1420 | PA      | $1464.97       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649247                          | CUSIP: 36292HHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5376 | PA      | $5443.50       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678543                          | CUSIP: 36295RZG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15812 | PA      | $16017.66      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645719                          | CUSIP: 36292DK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11571 | PA      | $11517.38      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641398                          | CUSIP: 36291XRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7153 | PA      | $7283.39       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466552                          | CUSIP: 36209BH50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4289 | PA      | $4360.16       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619595                          | CUSIP: 36290WKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6036 | PA      | $6104.95       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE3135                          | CUSIP: 36180VPU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18262 | PA      | $16556.08      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683120                          | CUSIP: 36295W4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67608 | PA      | $68480.40      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                          | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28373090 | PA      | $27269606.86   | 0.34%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486948                          | CUSIP: 36210A5H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1298 | PA      | $1327.15       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1269000 | PA      | $1188686.28    | 0.02%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611534                          | CUSIP: 36202WLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17807 | PA      | $18136.16      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-78157.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620582                          | CUSIP: 36290XM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8049 | PA      | $8140.76       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1903                          | CUSIP: 36180UDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9726 | PA      | $8841.50       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0691                          | CUSIP: 3132DMXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7001511 | PA      | $5881272.98    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711811                          | CUSIP: 36297GYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25651 | PA      | $23292.32      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1723000 | PA      | $1654338.58    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635880                          | CUSIP: 36291RM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24176 | PA      | $24766.97      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757048                          | CUSIP: 36230RZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8775 | PA      | $8916.81       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2927200 | PA      | $2694624.80    | 0.03%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616886                          | CUSIP: 36290TJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2013 | PA      | $2035.80       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2861                          | CUSIP: 36179CFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5132 | PA      | $4647.00       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720181                          | CUSIP: 3620A6CS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10320 | PA      | $10016.87      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      384000 | PA      | $391093.74     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631559                          | CUSIP: 36291LTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3171 | PA      | $3246.69       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      523000 | PA      | $504041.51     | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554704                          | CUSIP: 36213HGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1131 | PA      | $1162.19       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778977                          | CUSIP: 36176XFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10085 | PA      | $9717.89       | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AX8692                          | CUSIP: 36196LUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44788 | PA      | $41172.78      | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701090                          | CUSIP: 36296T2X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9296 | PA      | $9592.04       | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677235                          | CUSIP: 36295QLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163659 | PA      | $162153.27     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4506                          | CUSIP: 36179TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12317 | PA      | $9949.51       | 0.00%             | 2044-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CI        |     8250000 | PA      | $7710935.10    | 0.10%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555992                          | CUSIP: 36213JUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2306 | PA      | $2382.57       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3616000 | PA      | $3654883.48    | 0.05%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782373                          | CUSIP: 36241KT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9872 | PA      | $10384.58      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614596                          | CUSIP: 36290QXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7443 | PA      | $7520.54       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433931                          | CUSIP: 36207KA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1663 | PA      | $1700.50       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575815                          | CUSIP: 36200XVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2060 | PA      | $2081.00       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621403                          | CUSIP: 36290YKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4954 | PA      | $5074.41       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1712                          | CUSIP: 36182V3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25721 | PA      | $23077.68      | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604002                          | CUSIP: 36200MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7820 | PA      | $7975.03       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719261                          | CUSIP: 3620A5B65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46132 | PA      | $45721.78      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593270                          | CUSIP: 36201UCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12585 | PA      | $12842.25      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF9693                          | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      369538 | PA      | $347309.93     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602888                          | CUSIP: 36200JXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9130 | PA      | $9361.05       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF6718                          | CUSIP: 36181NPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6951 | PA      | $6860.07       | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6873                          | CUSIP: 36198TT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34844 | PA      | $31205.34      | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9893                          | CUSIP: 36181D7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51221 | PA      | $49251.71      | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487382                          | CUSIP: 36210BM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1685 | PA      | $1715.39       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-1                                                 | KCOT 2023-1A A4                    | CUSIP: 50117KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189000 | PA      | $190653.54     | 0.00%             | 2029-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $81156.00      | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                          | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51594652 | PA      | $49604161.01   | 0.63%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566480                          | CUSIP: 36213WJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7050 | PA      | $7106.05       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618843                          | CUSIP: 36290VP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3818 | PA      | $3880.46       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610195                          | CUSIP: 36202U3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1976 | PA      | $2046.00       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723433                          | CUSIP: 3620A9V24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1826 | PA      | $1849.29       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663447                          | CUSIP: 36294YBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17574 | PA      | $18052.46      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7333                          | CUSIP: 36180KEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25285 | PA      | $23533.98      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21719                          | CUSIP: 3132JN4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5373 | PA      | $5296.32       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490914                          | CUSIP: 36210FK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1324 | PA      | $1345.78       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC                   | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     2607000 | PA      | $2732126.61    | 0.03%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4007                            | CUSIP: 36202ENY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1537 | PA      | $1622.03       | 0.00%             | 2037-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8995                          | CUSIP: 36180M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10533 | PA      | $9503.87       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07068                          | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49916 | PA      | $50655.19      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 367088                          | CUSIP: 36204DXR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128163 | PA      | $123875.48     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3452                          | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34919 | PA      | $30525.83      | 0.00%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477544                          | CUSIP: 36209PP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2336 | PA      | $2387.90       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475339                          | CUSIP: 36209MBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34452 | PA      | $33153.26      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505755                          | CUSIP: 36210XZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1411 | PA      | $1442.75       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9408                          | CUSIP: 36180NNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      383414 | PA      | $349584.41     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639117                          | CUSIP: 36291VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17787 | PA      | $18189.45      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      342000 | PA      | $345039.70     | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54530800 | PA      | $50406908.25   | 0.64%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496221                          | CUSIP: 36210MG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1448 | PA      | $1476.78       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593851                          | CUSIP: 36201UWL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6140 | PA      | $6276.24       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636922                          | CUSIP: 36291SSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12799 | PA      | $13118.01      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742401                          | CUSIP: 3620AWX62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2122 | PA      | $2101.18       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580971                          | CUSIP: 36201EMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2886 | PA      | $2973.78       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588137                          | CUSIP: 36201NLS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17233 | PA      | $17573.55      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613815                          | CUSIP: 36290N3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1021 | PA      | $1044.65       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA3588                          | CUSIP: 36178A6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24462 | PA      | $22969.17      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738235                          | CUSIP: 3620ASEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70448 | PA      | $68220.95      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582429                          | CUSIP: 36201GA62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10940 | PA      | $11104.17      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                          | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76587 | PA      | $75591.94      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771330                          | CUSIP: 36176NVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107967 | PA      | $101434.65     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593835                          | CUSIP: 36201UV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3346 | PA      | $3416.89       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781603                          | CUSIP: 36225BX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62418 | PA      | $63084.86      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539286                          | CUSIP: 36212PCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40671 | PA      | $37991.16      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615393                          | CUSIP: 36290RUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3804 | PA      | $3848.06       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568027                          | CUSIP: 36213YA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4249 | PA      | $4397.38       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779912                          | CUSIP: 36177HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2862 | PA      | $2709.69       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631765                          | CUSIP: 36291LZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9402 | PA      | $9599.50       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781905                          | CUSIP: 36241KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1565 | PA      | $1583.68       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      848000 | PA      | $873850.26     | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685831                          | CUSIP: 36296A4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5628 | PA      | $5568.93       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                        | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      487000 | PA      | $540930.63     | 0.01%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                         | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733000 | PA      | $760160.27     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8379                          | CUSIP: 36178VJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51640 | PA      | $46087.75      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7402                          | CUSIP: 3133KPGK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47152 | PA      | $42773.76      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    12075000 | PA      | $7450021.33    | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616892                          | CUSIP: 36290TKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15813 | PA      | $16002.46      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     2940000 | PA      | $2985011.49    | 0.04%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2710                          | CUSIP: 31329LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2233 | PA      | $2204.70       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577655                          | CUSIP: 36201AWQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8713 | PA      | $9008.63       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633688                          | CUSIP: 36291N6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1279 | PA      | $1310.98       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC3808                          | CUSIP: 3617B7GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116045 | PA      | $106316.02     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584198                          | CUSIP: 36201H7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4151 | PA      | $4229.33       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473675                          | CUSIP: 36209KFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1275 | PA      | $1303.18       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546754                          | CUSIP: 36212XMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8323 | PA      | $8430.83       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769888                          | CUSIP: 36176MCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30815 | PA      | $30525.50      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464501                          | CUSIP: 36208YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1233 | PA      | $1260.85       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4470                            | CUSIP: 36202E6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10015 | PA      | $10367.82      | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622477                          | CUSIP: 36291AQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7563 | PA      | $7646.95       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628091                          | CUSIP: 36291GXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10860 | PA      | $11266.11      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649403                          | CUSIP: 36292HNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1210 | PA      | $1241.67       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614106                          | CUSIP: 36290QGP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1206 | PA      | $1219.88       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709549                          | CUSIP: 36297EH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33002 | PA      | $31963.11      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585052                          | CUSIP: 36201J5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42865 | PA      | $43766.00      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       46000 | PA      | $45683.30      | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615519                          | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1074 | PA      | $1069.48       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742402                          | CUSIP: 3620AWX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3176 | PA      | $3217.56       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618960                          | CUSIP: 36290VTR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3604 | PA      | $3630.19       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0102                          | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7253146 | PA      | $7289002.56    | 0.09%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424988                          | CUSIP: 36206YCZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3816 | PA      | $3944.43       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637750                          | CUSIP: 36291TQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5079 | PA      | $5194.38       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778686                          | CUSIP: 36176W2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30959 | PA      | $30662.74      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     1282000 | PA      | $1253755.60    | 0.02%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 A                   | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      905151 | PA      | $881659.34     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24101000 | PA      | $24872985.16   | 0.31%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA1922                          | CUSIP: 36177YD37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20517 | PA      | $19130.66      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560146                          | CUSIP: 36213PHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2070 | PA      | $2132.08       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602389                          | CUSIP: 36200JF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8742 | PA      | $8843.35       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600772                          | CUSIP: 36200GMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14183 | PA      | $14520.54      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 437480                          | CUSIP: 36207N6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1375 | PA      | $1398.00       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.578300 18-JUN-2035 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    21830000 | NC      | $647414.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644790                          | CUSIP: 36292CKB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2418 | PA      | $2480.30       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605118                          | CUSIP: 36200NG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1711 | PA      | $1727.79       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462198                          | CUSIP: 36208VNP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1333 | PA      | $1362.72       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1478337.83    | 0.02%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783247                          | CUSIP: 36241LTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116228 | PA      | $112498.18     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701809                          | CUSIP: 36296UVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33670 | PA      | $33388.01      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563674                          | CUSIP: 36213TFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14052 | PA      | $14458.81      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475955                          | CUSIP: 36209MWQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2263 | PA      | $2313.06       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                          | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      985000 | PA      | $965750.33     | 0.01%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6664                          | CUSIP: 36181AMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17869 | PA      | $16245.61      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6177                          | CUSIP: 36178D2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13540 | PA      | $12047.90      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629971                          | CUSIP: 36291J2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2167 | PA      | $2192.62       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646920                          | CUSIP: 36292EVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31741 | PA      | $32133.86      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520824                          | CUSIP: 36211RSM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5835 | PA      | $5804.31       | 0.00%             | 2035-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780770                          | CUSIP: 36225A2B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4775 | PA      | $4832.38       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673303                          | CUSIP: 36295LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66968 | PA      | $60034.38      | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537474                          | CUSIP: 36212MCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1828 | PA      | $1879.64       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714036                          | CUSIP: 36297KHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8005 | PA      | $8106.38       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1071                          | CUSIP: 36181GFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      464070 | PA      | $420555.53     | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT            | INDO ASA/MINERAL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     1296000 | PA      | $1294696.09    | 0.02%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628097                          | CUSIP: 36291GX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8889 | PA      | $9090.54       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03487                          | CUSIP: 31292K2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5055 | PA      | $5130.46       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4309000 | PA      | $4278333.33    | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523161                          | CUSIP: 36211UFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6895 | PA      | $6977.97       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582031                          | CUSIP: 36201FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13765 | PA      | $14122.28      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13380000 | PA      | $13804930.65   | 0.17%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694186                          | CUSIP: 36296LF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3783 | PA      | $3987.09       | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613875                          | CUSIP: 36290N6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17989 | PA      | $18385.39      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535749                          | CUSIP: 36212KEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4537 | PA      | $4639.49       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637292                          | CUSIP: 36291S7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1562 | PA      | $1599.46       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473541                          | CUSIP: 36209KBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2044 | PA      | $2089.16       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | CAS 2025-R01 1A1                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500593 | PA      | $497783.85     | 0.01%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731537                          | CUSIP: 3620AJV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9445 | PA      | $9346.50       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06620                          | CUSIP: 3128M8VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22174 | PA      | $21976.69      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768387                          | CUSIP: 36176KNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15968 | PA      | $15436.66      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626250                          | CUSIP: 36291EWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2067 | PA      | $2092.13       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782442                          | CUSIP: 36241KWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1454 | PA      | $1472.34       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A B                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249000 | PA      | $254965.34     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1233000 | PA      | $1198157.64    | 0.02%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2934                          | CUSIP: 36178AHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12547 | PA      | $11517.80      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1833107.03    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615962                          | CUSIP: 36290SJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1029 | PA      | $1066.16       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650358                          | CUSIP: 36292JQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19507 | PA      | $20284.13      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627109                          | CUSIP: 36291FVA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3619 | PA      | $3709.25       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                     | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3402000 | PA      | $3167139.46    | 0.04%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2024-1 A                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219000 | PA      | $218871.07     | 0.00%             | 2028-10-16      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25069                          | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21720 | PA      | $21370.80      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609352                          | CUSIP: 36202T5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1852 | PA      | $1894.06       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1088                          | CUSIP: 36179NF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61653 | PA      | $54675.10      | 0.00%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567993                          | CUSIP: 36213X7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1324 | PA      | $1370.75       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1986000 | PA      | $2020109.59    | 0.03%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480219                          | CUSIP: 36209SPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7465 | PA      | $7581.27       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510400                          | CUSIP: 36211D7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5849 | PA      | $5990.38       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780734                          | CUSIP: 36225AY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         968 | PA      | $989.21        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434294                          | CUSIP: 36207KNK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1022 | PA      | $1040.74       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |       72000 | PA      | $72678.56      | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK7857                          | CUSIP: 36183RWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22345 | PA      | $21413.78      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627861                          | CUSIP: 36291GQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9911 | PA      | $10161.85      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      477000 | PA      | $457938.08     | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603872                          | CUSIP: 36200K2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2429 | PA      | $2474.94       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753184                          | CUSIP: 36230MRD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95256 | PA      | $89074.64      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1167017.35    | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487071                          | CUSIP: 36210BCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6630 | PA      | $6778.11       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1571                          | CUSIP: 3140XGW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20640294 | PA      | $16405019.53   | 0.21%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476529                          | CUSIP: 36209NLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6223 | PA      | $6361.89       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                     | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1371000 | PA      | $1286173.49    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585199                          | CUSIP: 36201KDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3265 | PA      | $3337.29       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712010                          | CUSIP: 36297HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45714 | PA      | $46306.69      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728954                          | CUSIP: 3620AFZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4476 | PA      | $4432.74       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674497                          | CUSIP: 36295MKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27660 | PA      | $28856.39      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0996                          | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      468291 | PA      | $416465.89     | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541503                          | CUSIP: 36212RRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7035 | PA      | $7277.59       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3733                          | CUSIP: 36179DEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80276 | PA      | $71717.97      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602246                          | CUSIP: 36200JBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1163 | PA      | $1189.79       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6403                          | CUSIP: 36178EDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140891 | PA      | $127730.48     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457871                          | CUSIP: 36208QT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1430 | PA      | $1462.21       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650080                          | CUSIP: 36292JFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9005 | PA      | $9115.99       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      464000 | PA      | $442809.20     | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750297                          | CUSIP: 3620C6RS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7438 | PA      | $7355.87       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     1234000 | PA      | $1374989.77    | 0.02%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4644                          | CUSIP: 3617BLER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22126 | PA      | $20278.30      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 755096                          | CUSIP: 36230PUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2817 | PA      | $2566.28       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541587                          | CUSIP: 36212RUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1290 | PA      | $1305.18       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $3930142.28    | 0.05%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2158000 | PA      | $2131610.74    | 0.03%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566496                          | CUSIP: 36213WKH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1676 | PA      | $1695.36       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2050000 | PA      | $2086541.72    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3331000 | PA      | $2436704.58    | 0.03%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607516                          | CUSIP: 36201Y3Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11545 | PA      | $11684.93      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4911                          | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2591 | PA      | $2559.39       | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721203                          | CUSIP: 3620A7GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42830 | PA      | $43385.60      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578001                          | CUSIP: 36201BDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7202 | PA      | $7351.90       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      851000 | PA      | $800196.95     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599416                          | CUSIP: 36200E3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1883 | PA      | $1920.20       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | EARTHSTONE NRGY                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1675045.01    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751247                          | CUSIP: 36230KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2682 | PA      | $2596.13       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487134                          | CUSIP: 36210BEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34800 | PA      | $35213.51      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6543                          | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      772425 | PA      | $729341.10     | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 450367                          | CUSIP: 36208GJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2644 | PA      | $2702.52       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499817                          | CUSIP: 36210RG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2134 | PA      | $2196.47       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     3251000 | PA      | $2972687.31    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691588                          | CUSIP: 36296HJ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11514 | PA      | $12119.92      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644749                          | CUSIP: 36292CH23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2075 | PA      | $2099.86       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25500000 | PA      | $25846640.63   | 0.33%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720097                          | CUSIP: 3620A57J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      294312 | PA      | $291869.26     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610202                          | CUSIP: 36202U3K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3282 | PA      | $3372.89       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | L BRANDS INC                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2080226.38    | 0.03%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721337                          | CUSIP: 3620A7LS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97135 | PA      | $96124.60      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2410301.67    | 0.03%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7501                          | CUSIP: 36181BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118393 | PA      | $110920.78     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590111                          | CUSIP: 36201QR88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3156 | PA      | $3194.17       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     8500000 | PA      | $9036275.62    | 0.11%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616691                          | CUSIP: 36290TC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14058 | PA      | $14381.99      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559743                          | CUSIP: 36213NZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2458 | PA      | $2537.30       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643570                          | CUSIP: 36292A6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5470 | PA      | $5527.73       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553063                          | CUSIP: 36213FML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2048 | PA      | $2070.07       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723847                          | CUSIP: 3620AAEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27965 | PA      | $28327.95      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI3113                          | CUSIP: 36198PN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31139 | PA      | $30523.81      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733733                          | CUSIP: 3620AMEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47528 | PA      | $48144.33      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724825                          | CUSIP: 3620ABHA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1917 | PA      | $1909.52       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697852                          | CUSIP: 36296QH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1462 | PA      | $1481.44       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | PA      | $36662.39      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                          | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      183561 | PA      | $181198.45     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592928                          | CUSIP: 36201TVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42871 | PA      | $43421.42      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2266000 | PA      | $2258463.06    | 0.03%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644587                          | CUSIP: 36292CCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9030 | PA      | $9140.42       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553918                          | CUSIP: 36213GK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4273 | PA      | $4405.54       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483842                          | CUSIP: 36209WP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1720 | PA      | $1749.61       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBF3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2295261.95    | 0.03%             | 2026-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600734                          | CUSIP: 36200GLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2345 | PA      | $2419.49       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78757.11      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604485                          | CUSIP: 36200MRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7825 | PA      | $8064.25       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08559                          | CUSIP: 3128MJTR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45584 | PA      | $45001.64      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633365                          | CUSIP: 36291NTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6200 | PA      | $6361.74       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      149000 | PA      | $143248.52     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702082                          | CUSIP: 36296U6T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10218 | PA      | $10124.59      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 798083                          | CUSIP: 36177S6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26273 | PA      | $25320.49      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479494                          | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47027 | PA      | $45406.47      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567320                          | CUSIP: 36213XG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2131 | PA      | $2204.90       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560149                          | CUSIP: 36213PH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6492 | PA      | $6640.41       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781046                          | CUSIP: 36225BET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34203 | PA      | $34751.12      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598226                          | CUSIP: 36200DSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4523 | PA      | $4620.96       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737904                          | CUSIP: 3620ARX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50665 | PA      | $47680.94      | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93643                          | CUSIP: 312942BL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2189 | PA      | $2110.99       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635505                          | CUSIP: 36291RAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6994 | PA      | $7261.82       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614192                          | CUSIP: 36290QKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33786 | PA      | $34135.15      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781635                          | CUSIP: 36225BY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62543 | PA      | $64515.39      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738520                          | CUSIP: 3620ASPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35111 | PA      | $34743.60      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 B                     | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658000 | PA      | $654892.92     | 0.01%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793027                          | CUSIP: 36177MLH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      162790 | PA      | $157234.92     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555361                          | CUSIP: 36213H5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1037 | PA      | $1070.60       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602891                          | CUSIP: 36200JXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23085 | PA      | $23670.45      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782935                          | CUSIP: 36241LHL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44840 | PA      | $44441.95      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684159                          | CUSIP: 36295YB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21035 | PA      | $21307.91      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                    | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      318000 | PA      | $311017.57     | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756823                          | CUSIP: 36230RSL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5404 | PA      | $5473.41       | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613829                          | CUSIP: 36290N4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5776 | PA      | $5841.34       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623598                          | CUSIP: 36291BX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1178 | PA      | $1205.58       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584199                          | CUSIP: 36201H7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8144 | PA      | $8313.52       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603942                          | CUSIP: 36200K5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16424 | PA      | $16785.98      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639027                          | CUSIP: 36291U4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17397 | PA      | $17816.48      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649265                          | CUSIP: 36292HJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5028 | PA      | $5090.59       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $343036.37     | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758473                          | CUSIP: 36230TMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1716 | PA      | $1657.55       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463868                          | CUSIP: 36208XJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1988 | PA      | $2032.82       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706806                          | CUSIP: 36297BGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26915 | PA      | $26530.43      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620202                          | CUSIP: 36290XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1233 | PA      | $1262.24       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438567                          | CUSIP: 36207QFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32469 | PA      | $32888.78      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752989                          | CUSIP: 36230MKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7045 | PA      | $6829.79       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749695                          | CUSIP: 3620C53C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6797 | PA      | $6586.49       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740470                          | CUSIP: 3620AUT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20028 | PA      | $19846.37      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676517                          | CUSIP: 36295PSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40373 | PA      | $42433.37      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6078000 | PA      | $4852665.72    | 0.06%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | SBSN INDO III                      | CUSIP: 71567TAD4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     1219000 | PA      | $1235013.82    | 0.02%             | 2030-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745908                          | CUSIP: 3620C1U95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38560 | PA      | $37263.76      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7690                          | CUSIP: 36181BRK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34287 | PA      | $31072.41      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769523                          | CUSIP: 36176LVQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9706 | PA      | $9380.13       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      365000 | PA      | $361219.28     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 C                      | CUSIP: 92348KDD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      297000 | PA      | $302703.17     | 0.00%             | 2032-06-21      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3964                          | CUSIP: 36180FMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8697 | PA      | $8094.85       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD4756                          | CUSIP: 3140FCJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22445 | PA      | $19267.40      | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553960                          | CUSIP: 36213GMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1743 | PA      | $1805.37       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723739                          | CUSIP: 3620AABG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101130 | PA      | $97867.62      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588355                          | CUSIP: 36201NTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2758 | PA      | $2787.05       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -109 | NC      | $-86382.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753313                          | CUSIP: 36230MVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65852 | PA      | $63808.65      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633720                          | CUSIP: 36291PAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23952 | PA      | $24520.86      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4703                          | CUSIP: 3617BLGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108905 | PA      | $99774.55      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645419                          | CUSIP: 36292DAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10002 | PA      | $10258.75      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478072                          | CUSIP: 36209QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1565 | PA      | $1599.54       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1933000 | PA      | $1642913.55    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626677                          | CUSIP: 36291FFS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5164 | PA      | $5276.26       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614639                          | CUSIP: 36290QZC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25015 | PA      | $25302.77      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      933000 | PA      | $873903.74     | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK4653                          | CUSIP: 36183NE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132935 | PA      | $119171.85     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562697                          | CUSIP: 36213SDA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13587 | PA      | $13878.31      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711579                          | CUSIP: 36297GQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66665 | PA      | $65641.03      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621256                          | CUSIP: 36290YE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1633 | PA      | $1693.62       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9015                          | CUSIP: 36180NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22487 | PA      | $20419.13      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764836                          | CUSIP: 36176FPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1167 | PA      | $1129.07       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574671                          | CUSIP: 36200WMU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2743 | PA      | $2776.32       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609511                          | CUSIP: 36202UDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6717 | PA      | $6969.38       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 681601                          | CUSIP: 36295VGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17694 | PA      | $17923.97      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717795                          | CUSIP: 3620A3NL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89135 | PA      | $86557.91      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553915                          | CUSIP: 36213GK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3280 | PA      | $3392.69       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4220                            | CUSIP: 36202EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16644 | PA      | $16915.44      | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611457                          | CUSIP: 36202WJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1996 | PA      | $2055.69       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95582                          | CUSIP: 312944FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2632 | PA      | $2541.32       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738792                          | CUSIP: 3620ASXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13516 | PA      | $13369.10      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541497                          | CUSIP: 36212RRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3779 | PA      | $3891.45       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625057                          | CUSIP: 36291DME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37032 | PA      | $37889.45      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671030                          | CUSIP: 36295HPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11913 | PA      | $12449.58      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607631                          | CUSIP: 36202SA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10982 | PA      | $11328.60      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      400000 | PA      | $412145.10     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783361                          | CUSIP: 36241LWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      199981 | PA      | $193392.35     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8260                          | CUSIP: 36178GE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33348 | PA      | $30356.01      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494505                          | CUSIP: 36210KKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4241 | PA      | $4335.97       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2148                          | CUSIP: 36178ML58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      127486 | PA      | $119310.02     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643373                          | CUSIP: 36292AXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6441 | PA      | $6521.32       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7030000 | PA      | $6892507.79    | 0.09%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586312                          | CUSIP: 36201LKZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18729 | PA      | $19152.84      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                          | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      307922 | PA      | $308385.42     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN                   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $205137.37     | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471630                          | CUSIP: 36209G4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4114 | PA      | $4181.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2015-18 ZC                     | CUSIP: 3136AM3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3289057 | PA      | $3054074.07    | 0.04%             | 2040-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626479                          | CUSIP: 36291E6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4670 | PA      | $4836.01       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1937136.95    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3863                            | CUSIP: 36202EJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72430 | PA      | $73535.45      | 0.00%             | 2036-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764183                          | CUSIP: 36176EXL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76352 | PA      | $75543.08      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492132                          | CUSIP: 36210GVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1785 | PA      | $1808.54       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486630                          | CUSIP: 36210AST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2683 | PA      | $2743.01       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618958                          | CUSIP: 36290VTP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6251 | PA      | $6402.54       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619840                          | CUSIP: 36290WS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4617 | PA      | $4696.07       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2107384.86    | 0.03%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 547917                          | CUSIP: 36212YVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3017 | PA      | $3084.74       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87580                          | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21328 | PA      | $21647.14      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614643                          | CUSIP: 36290QZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17423 | PA      | $17819.35      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737663                          | CUSIP: 3620ARQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6426 | PA      | $6223.54       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624388                          | CUSIP: 36291CUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5947 | PA      | $6089.67       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3500                            | CUSIP: 36202D3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      466782 | PA      | $480330.86     | 0.01%             | 2034-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4287                          | CUSIP: 36179DXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      423742 | PA      | $379871.42     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723432                          | CUSIP: 3620A9VZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10416 | PA      | $10550.59      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5801                          | CUSIP: 36178SNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86423 | PA      | $80665.94      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614548                          | CUSIP: 36290QWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28313 | PA      | $28625.29      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2385535.10    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1364000 | PA      | $1391113.00    | 0.02%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457067                          | CUSIP: 36208PW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5629 | PA      | $5727.39       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670994                          | CUSIP: 36295HNK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2764 | PA      | $2901.84       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770445                          | CUSIP: 36176MWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28075 | PA      | $27130.74      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737702                          | CUSIP: 3620ARRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60549 | PA      | $58724.54      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598252                          | CUSIP: 36200DTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8946 | PA      | $9236.24       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494526                          | CUSIP: 36210KLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2543 | PA      | $2585.03       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1298303.11    | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      934000 | PA      | $939799.34     | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737991                          | CUSIP: 3620AR2Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38720 | PA      | $37501.10      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493626                          | CUSIP: 36210JLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4001 | PA      | $4063.38       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686467                          | CUSIP: 36296BTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3156 | PA      | $3244.94       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748374                          | CUSIP: 3620C4MX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10799 | PA      | $10133.77      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      551000 | PA      | $534722.67     | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603493                          | CUSIP: 36200KNJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6350 | PA      | $6467.58       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN6687                          | CUSIP: 36186PNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112309 | PA      | $100681.29     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535778                          | CUSIP: 36212KFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1453 | PA      | $1501.04       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 C                      | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      317000 | PA      | $312421.98     | 0.00%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      113000 | PA      | $103926.54     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615892                          | CUSIP: 36290SF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52722 | PA      | $53302.57      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0323                          | CUSIP: 3138LQLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4080 | PA      | $4025.42       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742217                          | CUSIP: 3620AWSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7983 | PA      | $7910.42       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460323                          | CUSIP: 36208TLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         974 | PA      | $995.77        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644640                          | CUSIP: 36292CEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4621 | PA      | $4804.99       | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3257000 | PA      | $3323598.58    | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599801                          | CUSIP: 36200FKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2337 | PA      | $2384.37       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641635                          | CUSIP: 36291XY86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29369 | PA      | $30102.20      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562699                          | CUSIP: 36213SDC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14219 | PA      | $14499.89      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710832                          | CUSIP: 36297FVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37640 | PA      | $36499.74      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4205508.59    | 0.05%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565823                          | CUSIP: 36213VSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4621 | PA      | $4751.47       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613872                          | CUSIP: 36290N6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8592 | PA      | $8682.63       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618478                          | CUSIP: 36290VCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12528 | PA      | $12818.10      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563688                          | CUSIP: 36213TF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2691 | PA      | $2741.27       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3829                            | CUSIP: 36202EHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15959 | PA      | $16202.69      | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642233                          | CUSIP: 36291YPS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2474 | PA      | $2535.01       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588402                          | CUSIP: 36201NU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8435 | PA      | $8531.44       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726000                          | CUSIP: 3620ACRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3598 | PA      | $3567.01       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 512616                          | CUSIP: 36211GN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1677 | PA      | $1715.78       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616362                          | CUSIP: 36290SWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19490 | PA      | $19715.43      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572257                          | CUSIP: 36200TWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15734 | PA      | $16112.87      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8635                          | CUSIP: 36178GSY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132041 | PA      | $119851.53     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487602                          | CUSIP: 36210BU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3911 | PA      | $3998.38       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598687                          | CUSIP: 36200ECY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28226 | PA      | $28875.79      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      369000 | PA      | $348832.86     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600031                          | CUSIP: 36200FSU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1463 | PA      | $1487.85       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791615                          | CUSIP: 36177KYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8667 | PA      | $8355.60       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1968000 | PA      | $1924820.98    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637995                          | CUSIP: 36291TXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8990 | PA      | $9219.22       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592376                          | CUSIP: 36201TCM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6890 | PA      | $7037.78       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658181                          | CUSIP: 36294SFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10350 | PA      | $10621.17      | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738890                          | CUSIP: 3620AS2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3510 | PA      | $3401.01       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599610                          | CUSIP: 36200FDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2859 | PA      | $2893.78       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615459                          | CUSIP: 36290RWU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5614 | PA      | $5671.81       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563500                          | CUSIP: 36213S7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7827 | PA      | $8006.78       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8058                          | CUSIP: 36178U5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96656 | PA      | $90432.46      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ4685                          | CUSIP: 36183AF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39338 | PA      | $36479.55      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      196000 | PA      | $196776.88     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583166                          | CUSIP: 36201GZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5551 | PA      | $5665.27       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE4274                          | CUSIP: 36180WXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49399 | PA      | $44574.54      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640146                          | CUSIP: 36291WET4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16274 | PA      | $16646.42      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606859                          | CUSIP: 36201YE85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16321 | PA      | $16511.12      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494272                          | CUSIP: 36210KCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1119 | PA      | $1138.70       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612859                          | CUSIP: 36202XZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4699 | PA      | $4802.48       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471623                          | CUSIP: 36209G4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2028 | PA      | $2062.55       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577706                          | CUSIP: 36201AYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9474 | PA      | $9766.40       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588174                          | CUSIP: 36201NMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4982 | PA      | $5068.43       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622293                          | CUSIP: 36291AKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1257 | PA      | $1271.56       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 5/25                        | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -129500000 | PA      | $-120632280.30 | -1.52%            | 2025-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1004148.86    | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661923                          | CUSIP: 36294WLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22363 | PA      | $23467.56      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07665                          | CUSIP: 3128M9Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21053 | PA      | $21369.38      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648503                          | CUSIP: 36292GNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57995 | PA      | $59387.00      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2291683.57    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719472                          | CUSIP: 3620A5JR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1826 | PA      | $1765.02       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1732                          | CUSIP: 36180C4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      736866 | PA      | $657638.82     | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620088                          | CUSIP: 36290W2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2412 | PA      | $2500.16       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                          | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5085620 | PA      | $4889420.22    | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 459014                          | CUSIP: 36208R3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4056 | PA      | $4111.20       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590497                          | CUSIP: 36201Q7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38255 | PA      | $39412.90      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668651                          | CUSIP: 36295EZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1606 | PA      | $1626.06       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781562                          | CUSIP: 36225BWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28522 | PA      | $29442.12      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670940                          | CUSIP: 36295HLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5681 | PA      | $5972.29       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481402                          | CUSIP: 36209TX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1819 | PA      | $1839.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5906                          | CUSIP: 36178DR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66473 | PA      | $62093.83      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608138                          | CUSIP: 36202SS33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6009 | PA      | $6136.85       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6867                          | CUSIP: 36178TTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75725 | PA      | $70792.42      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573994                          | CUSIP: 36200VUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2619 | PA      | $2698.68       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616685                          | CUSIP: 36290TCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29233 | PA      | $29938.00      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653560                          | CUSIP: 36292NB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1320 | PA      | $1369.34       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2524                          | CUSIP: 36180UYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47946 | PA      | $45175.28      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8901                          | CUSIP: 36180M3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58038 | PA      | $52637.79      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639489                          | CUSIP: 36291VNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5373 | PA      | $5502.73       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608426                          | CUSIP: 36202S4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6403 | PA      | $6523.83       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642303                          | CUSIP: 36291YRY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5897 | PA      | $6046.93       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 ASB                   | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147087 | PA      | $145183.34     | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606654                          | CUSIP: 36201X5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3236 | PA      | $3305.94       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564751                          | CUSIP: 36213UL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5058 | PA      | $5192.17       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727901                          | CUSIP: 3620AEU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88912 | PA      | $85907.22      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609590                          | CUSIP: 36202UF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19505 | PA      | $19839.67      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1532000 | PA      | $1493821.50    | 0.02%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776803                          | CUSIP: 36176UX83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50410 | PA      | $48574.60      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635985                          | CUSIP: 36291RRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6034 | PA      | $6103.18       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609659                          | CUSIP: 36202UJC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16488 | PA      | $16661.78      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635533                          | CUSIP: 36291RBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17888 | PA      | $18314.81      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487547                          | CUSIP: 36210BTC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1116 | PA      | $1141.09       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A B                     | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      142769 | PA      | $143746.69     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611881                          | CUSIP: 36202WXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4296 | PA      | $4345.46       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1432                          | CUSIP: 36178LSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6553 | PA      | $6115.15       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710747                          | CUSIP: 36297FTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      316435 | PA      | $306898.15     | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492692                          | CUSIP: 36210HKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2337 | PA      | $2381.18       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644576                          | CUSIP: 36292CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2990 | PA      | $3089.93       | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      953000 | PA      | $888972.58     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614435                          | CUSIP: 36290QSY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6590 | PA      | $6742.17       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5122000 | PA      | $4939143.05    | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782494                          | CUSIP: 36241KXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45514 | PA      | $47837.26      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4453                          | CUSIP: 36178B5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25093 | PA      | $24195.81      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598088                          | CUSIP: 36200DND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1323 | PA      | $1345.58       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20404.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622483                          | CUSIP: 36291ARC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2474 | PA      | $2501.50       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612975                          | CUSIP: 36202X6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1050 | PA      | $1063.21       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465574                          | CUSIP: 36209AFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1448 | PA      | $1480.37       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607813                          | CUSIP: 36202SGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1474 | PA      | $1505.81       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AC0186                          | CUSIP: 36178YF34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      339730 | PA      | $317679.85     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499538                          | CUSIP: 36210Q4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2364 | PA      | $2403.85       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3890000 | PA      | $2214659.08    | 0.03%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4                  | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242051 | PA      | $237456.53     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8273350 | PA      | $7105766.85    | 0.09%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0321                          | CUSIP: 36198KLA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      193773 | PA      | $173986.32     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24338                          | CUSIP: 3132M4PX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8967 | PA      | $8589.71       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6567                          | CUSIP: 36181AJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21910 | PA      | $19832.28      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643735                          | CUSIP: 36292BEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14046 | PA      | $14398.46      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628067                          | CUSIP: 36291GW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1180 | PA      | $1208.80       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629475                          | CUSIP: 36291JJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13413 | PA      | $13566.04      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722112                          | CUSIP: 3620A8GV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6603 | PA      | $6543.04       | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-3 B                      | CUSIP: 92348KBQ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1099011.03    | 0.01%             | 2031-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554967                          | CUSIP: 36213HQU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3722 | PA      | $3848.26       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724859                          | CUSIP: 3620ABJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33519 | PA      | $31245.66      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483213                          | CUSIP: 36209VYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1677 | PA      | $1713.92       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1595686.97    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490408                          | CUSIP: 36210EYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1114 | PA      | $1136.12       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508694                          | CUSIP: 36211CC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3099 | PA      | $3159.89       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486447                          | CUSIP: 36210AL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3634 | PA      | $3714.97       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ0710                          | CUSIP: 36182UYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21241 | PA      | $20350.14      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733356                          | CUSIP: 3620ALWR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8247 | PA      | $8475.76       | 0.00%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774597                          | CUSIP: 36176SKJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11450 | PA      | $11059.27      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55052                          | CUSIP: 3132XXTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35579 | PA      | $32637.51      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774605                          | CUSIP: 36176SKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15202 | PA      | $15064.97      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583174                          | CUSIP: 36201G2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3194 | PA      | $3210.14       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652549                          | CUSIP: 36292L5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2048 | PA      | $2100.92       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700064                          | CUSIP: 36296SWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1778 | PA      | $1873.38       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28665000 | PA      | $29003157.28   | 0.37%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3903000 | PA      | $3345242.16    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612807                          | CUSIP: 36202XYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6020 | PA      | $6145.37       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB0622                          | CUSIP: 36178KVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17095 | PA      | $15567.49      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583668                          | CUSIP: 36201HMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15312 | PA      | $15664.39      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662509                          | CUSIP: 36294XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3449 | PA      | $3619.34       | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05262                          | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3104 | PA      | $3083.73       | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487060                          | CUSIP: 36210BB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6598 | PA      | $6720.32       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661854                          | CUSIP: 36294WH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4439 | PA      | $4658.77       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 689673                          | CUSIP: 36296FFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1103 | PA      | $1142.83       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612888                          | CUSIP: 36202X2V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2766 | PA      | $2815.73       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1887000 | PA      | $1926478.62    | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456623                          | CUSIP: 36208PG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         987 | PA      | $1009.29       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620118                          | CUSIP: 36290W4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1158 | PA      | $1172.68       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782466                          | CUSIP: 36241KW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26627 | PA      | $28056.50      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781538                          | CUSIP: 36225BV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2675 | PA      | $2760.94       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                    | CHAOT 2024-5A C                    | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195776 | PA      | $194074.10     | 0.00%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574679                          | CUSIP: 36200WM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18024 | PA      | $18406.71      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483862                          | CUSIP: 36209WQP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1926 | PA      | $1956.38       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791813                          | CUSIP: 36177LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57400 | PA      | $53520.98      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553122                          | CUSIP: 36213FPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6880 | PA      | $7020.18       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475690                          | CUSIP: 36209MNF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2022 | PA      | $2046.48       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652778                          | CUSIP: 36292MFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4309 | PA      | $4359.53       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474047                          | CUSIP: 36209KTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2049 | PA      | $2095.10       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2270000 | PA      | $2124180.88    | 0.03%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618327                          | CUSIP: 36290U4L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26916 | PA      | $27910.02      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493012                          | CUSIP: 36210HVD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1228 | PA      | $1255.47       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                          | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86427 | PA      | $85232.38      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606311                          | CUSIP: 36201XR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45898 | PA      | $47734.65      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4640                            | CUSIP: 36202FEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         550 | PA      | $571.81        | 0.00%             | 2040-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3208000 | PA      | $3116158.84    | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666679                          | CUSIP: 36295CUC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8788 | PA      | $9234.90       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614524                          | CUSIP: 36290QVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44963 | PA      | $45484.02      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |      312795 | PA      | $305358.24     | 0.00%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.640000 30-JUN-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    94200000 | NC      | $1379869.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      247000 | PA      | $185498.06     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637427                          | CUSIP: 36291TD88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17473 | PA      | $17903.65      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 5/25                        | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50000000 | PA      | $43367190.00   | 0.55%             | 2025-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562467                          | CUSIP: 36213RZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1331 | PA      | $1343.39       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760038                          | CUSIP: 36176AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12566 | PA      | $12436.91      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191658 | PA      | $177547.97     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-SA2 Trust                                                      | RFMSI 2006-SA2 2A1                 | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250274 | PA      | $174047.65     | 0.00%             | 2036-08-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675381                          | CUSIP: 36295NJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7156 | PA      | $7354.64       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620425                          | CUSIP: 36290XHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3156 | PA      | $3206.89       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611282                          | CUSIP: 36202WCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23796 | PA      | $23700.98      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0424                          | CUSIP: 36177WPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5864 | PA      | $5442.11       | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577633                          | CUSIP: 36201AV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21946 | PA      | $22552.93      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581618                          | CUSIP: 36201FDX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13193 | PA      | $13419.43      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706800                          | CUSIP: 36297BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28819 | PA      | $28410.66      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483905                          | CUSIP: 36209WR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1816 | PA      | $1856.86       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705911                          | CUSIP: 36297AGU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      473259 | PA      | $457268.00     | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1105                          | CUSIP: 36178LGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79491 | PA      | $74353.20      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594167                          | CUSIP: 36201VCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         990 | PA      | $1001.06       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1194770.02    | 0.02%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469786                          | CUSIP: 36209E2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         983 | PA      | $1005.03       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606128                          | CUSIP: 36201XLH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2957 | PA      | $2992.19       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1290509.06    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590352                          | CUSIP: 36201QZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6644 | PA      | $6773.09       | 0.00%             | 2032-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486850                          | CUSIP: 36210AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1833 | PA      | $1873.60       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618953                          | CUSIP: 36290VTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19038 | PA      | $19476.39      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490264                          | CUSIP: 36210ETV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3274 | PA      | $3329.31       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747929                          | CUSIP: 3620C34N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      426977 | PA      | $412909.91     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772090                          | CUSIP: 36176PRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97441 | PA      | $91093.51      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489216                          | CUSIP: 36210DN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1960 | PA      | $1990.89       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501457                          | CUSIP: 36210TB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5520 | PA      | $5613.72       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546094                          | CUSIP: 36212WUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4573 | PA      | $4545.18       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7514                          | CUSIP: 36181BK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      477652 | PA      | $432520.38     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      825000 | PA      | $833226.16     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      662000 | PA      | $666148.96     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615193                          | CUSIP: 36290RNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2638 | PA      | $2697.76       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604747                          | CUSIP: 36200MZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1831 | PA      | $1852.79       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $279800.37     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0967                          | CUSIP: 3140W1CD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8326196 | PA      | $7773457.70    | 0.10%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8428                          | CUSIP: 36178VLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      275771 | PA      | $244884.26     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627288                          | CUSIP: 36291F2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17074 | PA      | $17269.02      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV7449                          | CUSIP: 36195JH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      209129 | PA      | $192248.80     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629577                          | CUSIP: 36291JM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8433 | PA      | $8636.87       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678599                          | CUSIP: 36295R3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4485 | PA      | $4543.19       | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609457                          | CUSIP: 36202UB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14010 | PA      | $14173.30      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619603                          | CUSIP: 36290WKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1125 | PA      | $1146.81       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493708                          | CUSIP: 36210JNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1065 | PA      | $1082.89       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631362                          | CUSIP: 36291LMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6606 | PA      | $6686.93       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83575                          | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72624 | PA      | $73704.88      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609452                          | CUSIP: 36202UBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1916 | PA      | $1879.85       | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890850                          | CUSIP: 31410LWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16311 | PA      | $16086.09      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520136                          | CUSIP: 36211QY96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14721 | PA      | $15045.39      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563471                          | CUSIP: 36213S6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7748 | PA      | $7836.45       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646281                          | CUSIP: 36292D6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6779 | PA      | $6953.70       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612872                          | CUSIP: 36202X2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41579 | PA      | $42041.88      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749378                          | CUSIP: 3620C5Q75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41938 | PA      | $41465.18      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621975                          | CUSIP: 36290Y6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13302 | PA      | $13459.96      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765881                          | CUSIP: 36176GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15973 | PA      | $15800.77      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614570                          | CUSIP: 36290QW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3587 | PA      | $3626.94       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622232                          | CUSIP: 36291AHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30336 | PA      | $31067.67      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486631                          | CUSIP: 36210ASU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1192 | PA      | $1218.39       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318618.93     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749037                          | CUSIP: 3620C5EJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9085 | PA      | $9049.86       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611602                          | CUSIP: 36202WNT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10653 | PA      | $10870.84      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2766000 | PA      | $2818431.60    | 0.04%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488220                          | CUSIP: 36210CK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7623 | PA      | $7745.15       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749680                          | CUSIP: 3620C52M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8427 | PA      | $8347.17       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696619                          | CUSIP: 36296N4C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28080 | PA      | $29491.20      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487710                          | CUSIP: 36210BYF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16942 | PA      | $16804.55      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3                   | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353415 | PA      | $345789.89     | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729511                          | CUSIP: 3620AGN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133701 | PA      | $132496.73     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623500                          | CUSIP: 36291BUZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39467 | PA      | $40375.92      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621673                          | CUSIP: 36290YT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4419 | PA      | $4526.93       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467113                          | CUSIP: 36209B3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1509 | PA      | $1542.30       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605799                          | CUSIP: 36200N7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5183 | PA      | $5307.54       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG3574                          | CUSIP: 36181W6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33380 | PA      | $31164.29      | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 576281                          | CUSIP: 36200YFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15937 | PA      | $16255.23      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604443                          | CUSIP: 36200MP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22751 | PA      | $23495.88      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613876                          | CUSIP: 36290N6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5873 | PA      | $5998.50       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2667633.39    | 0.03%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4048                          | CUSIP: 3138ELQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3288 | PA      | $3239.97       | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473642                          | CUSIP: 36209KEP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6651 | PA      | $6773.87       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464432                          | CUSIP: 36208X4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3579 | PA      | $3658.85       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571920                          | CUSIP: 36200TK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2197 | PA      | $2270.33       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 A4                     | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244000 | PA      | $249342.38     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565158                          | CUSIP: 36213UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2002 | PA      | $2022.47       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486759                          | CUSIP: 36210AWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7705 | PA      | $7813.69       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703183                          | CUSIP: 36296WFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1794 | PA      | $1777.73       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1361000 | PA      | $1394053.52    | 0.02%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1449101.87    | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696488                          | CUSIP: 36296NXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15932 | PA      | $16761.58      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647306                          | CUSIP: 36292FDK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2933 | PA      | $3004.83       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720786                          | CUSIP: 3620A6XP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6063 | PA      | $6011.48       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.750000 12-MAY-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    94200000 | NC      | $1151561.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613025                          | CUSIP: 36290NA28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2843 | PA      | $2832.61       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37384.70      | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38000000 | PA      | $38259765.72   | 0.48%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744371                          | CUSIP: 3620AY6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97589 | PA      | $94373.64      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $65357.49      | 0.00%             | 2033-06-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2830                          | CUSIP: 36179CEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36867 | PA      | $34375.42      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585194                          | CUSIP: 36201KC79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4962 | PA      | $5067.66       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670978                          | CUSIP: 36295HM31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9357 | PA      | $9843.11       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2013-169 ZK                    | CUSIP: 38378YJZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3328301 | PA      | $2879808.39    | 0.04%             | 2043-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782493                          | CUSIP: 36241KXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6675 | PA      | $6759.29       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2748000 | PA      | $2678087.70    | 0.03%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0855                          | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1907 | PA      | $1938.38       | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602904                          | CUSIP: 36200JX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1081 | PA      | $1102.56       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622161                          | CUSIP: 36291AFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11484 | PA      | $11616.76      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1582000 | PA      | $1248812.32    | 0.02%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783237                          | CUSIP: 36241LS23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2592504 | PA      | $2508424.24    | 0.03%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621936                          | CUSIP: 36290Y4V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1881 | PA      | $1902.86       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776731                          | CUSIP: 36176UVY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15476 | PA      | $14907.96      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734670                          | CUSIP: 3620ANFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3564 | PA      | $3530.82       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572144                          | CUSIP: 36200TS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74210 | PA      | $75123.41      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1               | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6655000 | PA      | $4747300.33    | 0.06%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604661                          | CUSIP: 36200MWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25859 | PA      | $26147.17      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753596                          | CUSIP: 36230M7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95878 | PA      | $93120.75      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610422                          | CUSIP: 36202VD32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3622 | PA      | $3660.02       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626551                          | CUSIP: 36291FBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8576 | PA      | $8676.14       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      334000 | PA      | $324665.10     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606244                          | CUSIP: 36201XP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3079 | PA      | $3152.07       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 576282                          | CUSIP: 36200YFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4861 | PA      | $4963.98       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705125                          | CUSIP: 36296YLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29214 | PA      | $28950.57      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580836                          | CUSIP: 36201EHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3697 | PA      | $3736.43       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670362                          | CUSIP: 36295GWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3054 | PA      | $3093.95       | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1002350.69    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587441                          | CUSIP: 36201MS60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38742 | PA      | $39500.09      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11582118 | PA      | $11454808.09   | 0.14%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5012048.92    | 0.06%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608509                          | CUSIP: 36202TAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23690 | PA      | $24916.46      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753764                          | CUSIP: 36230NFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83157 | PA      | $80459.81      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603571                          | CUSIP: 36200KQY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3466 | PA      | $3540.11       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692479                          | CUSIP: 36296JJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2192 | PA      | $2220.36       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $2635318.17    | 0.03%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704473                          | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6406 | PA      | $6236.42       | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2595                          | CUSIP: 36177Y3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53785 | PA      | $50035.90      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8783                          | CUSIP: 36180MXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      234555 | PA      | $212987.42     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490212                          | CUSIP: 36210ER92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1629 | PA      | $1663.30       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589530                          | CUSIP: 36201P4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         956 | PA      | $954.92        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719227                          | CUSIP: 3620A5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102836 | PA      | $101909.79     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0690                          | CUSIP: 3140W0XU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9387803 | PA      | $8225761.56    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628895                          | CUSIP: 36291HUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28813 | PA      | $29150.97      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620282                          | CUSIP: 36290XCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5751 | PA      | $5971.30       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3747                            | CUSIP: 36202EEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      169676 | PA      | $172221.36     | 0.00%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3093000 | PA      | $3156167.75    | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                        | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      734000 | PA      | $680608.16     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644974                          | CUSIP: 36292CQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3381 | PA      | $3419.98       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782135                          | CUSIP: 36241KLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2211 | PA      | $2267.66       | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709517                          | CUSIP: 36297EG25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4102 | PA      | $4059.34       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530170                          | CUSIP: 36212C6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1865 | PA      | $1906.55       | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91335                          | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2249 | PA      | $2236.58       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10678166.69   | 0.13%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518987                          | CUSIP: 36211PRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1529 | PA      | $1563.13       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1768341.41    | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1239.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620972                          | CUSIP: 36290X2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1374 | PA      | $1367.77       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | RAIZEN FUELS                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    10000000 | PA      | $9922316.02    | 0.13%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4 5/25                        | CUSIP: 21H040657<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -30500000 | PA      | $-28393233.85  | -0.36%            | 2025-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668877                          | CUSIP: 36295FCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34452 | PA      | $34900.93      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597773                          | CUSIP: 36200DCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1425 | PA      | $1451.95       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566517                          | CUSIP: 36213WK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8754 | PA      | $8850.08       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786690                          | CUSIP: 3622ACKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6399153 | PA      | $6440295.72    | 0.08%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603224                          | CUSIP: 36200KD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9875 | PA      | $10082.98      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A B                     | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      451000 | PA      | $460537.03     | 0.01%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619281                          | CUSIP: 36290V6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6789 | PA      | $6951.93       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                  | AMCAR 2023-2 C                     | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $536826.68     | 0.01%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631220                          | CUSIP: 36291LG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2591 | PA      | $2622.84       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3127136.47    | 0.04%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720929                          | CUSIP: 3620A64N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26390 | PA      | $26138.88      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541622                          | CUSIP: 36212RVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15223 | PA      | $15406.21      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6188                          | CUSIP: 36178D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33198 | PA      | $31052.38      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                          | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2907 | PA      | $2808.77       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620616                          | CUSIP: 36290XN97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25891 | PA      | $26480.48      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749102                          | CUSIP: 3620C5GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13764 | PA      | $13650.95      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722533                          | CUSIP: 3620A8V26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27712 | PA      | $27446.17      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615205                          | CUSIP: 36290RNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6801 | PA      | $6874.47       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07034                          | CUSIP: 3128M9EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36730 | PA      | $37274.44      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610228                          | CUSIP: 36202U4M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16893 | PA      | $17261.92      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1354                          | CUSIP: 36178LQF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51354 | PA      | $47983.51      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 C                     | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $187439.55     | 0.00%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496474                          | CUSIP: 36210MQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1067 | PA      | $1076.94       | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453438                          | CUSIP: 36208KV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2873 | PA      | $2921.39       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580363                          | CUSIP: 36201DWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2736 | PA      | $2793.25       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633661                          | CUSIP: 36291N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6159 | PA      | $6310.73       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574574                          | CUSIP: 36200WJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3155 | PA      | $3267.91       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606982                          | CUSIP: 36201YJ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2692 | PA      | $2754.17       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609672                          | CUSIP: 36202UJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26316 | PA      | $26617.35      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462444                          | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1172 | PA      | $1197.82       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613856                          | CUSIP: 36290N5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9240 | PA      | $9348.09       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649260                          | CUSIP: 36292HJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5633 | PA      | $5800.23       | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619584                          | CUSIP: 36290WJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4222 | PA      | $4205.63       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770637                          | CUSIP: 36176M4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6213 | PA      | $5997.35       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590097                          | CUSIP: 36201QRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2802 | PA      | $2857.53       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666283                          | CUSIP: 36295CFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51412 | PA      | $46895.08      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 C                     | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      738000 | PA      | $749004.47     | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486598                          | CUSIP: 36210ART6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1665 | PA      | $1701.97       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648120                          | CUSIP: 36292GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2841 | PA      | $2915.94       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701942                          | CUSIP: 36296UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25118 | PA      | $25442.44      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A D                    | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $147020.82     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91668                          | CUSIP: 312939Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8918 | PA      | $9052.19       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1772780.74    | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615895                          | CUSIP: 36290SGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1408 | PA      | $1423.65       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697840                          | CUSIP: 36296QHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10195 | PA      | $10113.34      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598726                          | CUSIP: 36200ED73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72426 | PA      | $73232.19      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620566                          | CUSIP: 36290XMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1903 | PA      | $1966.67       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606717                          | CUSIP: 36201YAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5843 | PA      | $5990.00       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630148                          | CUSIP: 36291KBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8037 | PA      | $8230.29       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584107                          | CUSIP: 36201H3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9096 | PA      | $9274.27       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    43309000 | PA      | $39444888.65   | 0.50%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG3587                          | CUSIP: 36181W6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11255 | PA      | $10462.89      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650399                          | CUSIP: 36292JRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11853 | PA      | $11996.70      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 795204                          | CUSIP: 36177PYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16804 | PA      | $15791.90      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772032                          | CUSIP: 36176PPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20872 | PA      | $20149.50      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615496                          | CUSIP: 36290RXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3393 | PA      | $3379.60       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772367                          | CUSIP: 36176PZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13523 | PA      | $13059.26      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1470138.77    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670262                          | CUSIP: 36295GTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63022 | PA      | $65896.35      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487044                          | CUSIP: 36210BBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11627 | PA      | $11910.93      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325ES0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     5540000 | PA      | $5627781.54    | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM0476                          | CUSIP: 36184KQ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41490 | PA      | $37423.49      | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591926                          | CUSIP: 36201SSP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33285 | PA      | $33985.05      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      801000 | PA      | $791562.85     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683566                          | CUSIP: 36295XMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4628 | PA      | $4858.39       | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6092                          | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2961593 | PA      | $2879729.34    | 0.04%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647759                          | CUSIP: 36292FTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2815 | PA      | $2849.07       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698479                          | CUSIP: 36296Q6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2748 | PA      | $2667.98       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487492                          | CUSIP: 36210BRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3256 | PA      | $3315.91       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625560                          | CUSIP: 36291D5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2545 | PA      | $2574.68       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598205                          | CUSIP: 36200DR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4741 | PA      | $4870.60       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564978                          | CUSIP: 36213UUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1755 | PA      | $1808.41       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648347                          | CUSIP: 36292GHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39539 | PA      | $40026.95      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                     | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |      300000 | PA      | $307121.93     | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      700000 | PA      | $772765.14     | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      467000 | PA      | $621838.15     | 0.01%             | 2030-08-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668680                          | CUSIP: 36295E2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22749 | PA      | $23937.08      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601417                          | CUSIP: 36200HDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5586 | PA      | $5562.26       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594082                          | CUSIP: 36201U6T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1545 | PA      | $1561.91       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                    | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $304988.02     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460727                          | CUSIP: 36208TYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1589 | PA      | $1607.02       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592954                          | CUSIP: 36201TWP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9615 | PA      | $9871.55       | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429680                          | CUSIP: 36207EJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6359 | PA      | $6471.18       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640911                          | CUSIP: 36291XAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4402 | PA      | $4506.96       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2871                          | CUSIP: 36178NFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33297 | PA      | $30284.39      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-3                                                    | BSARM 2007-3 1A1                   | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169344 | PA      | $149275.96     | 0.00%             | 2047-05-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0108                          | CUSIP: 36180BDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66012 | PA      | $61456.54      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO3555                          | CUSIP: 3617A35Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105180 | PA      | $94290.34      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737551                          | CUSIP: 3620ARL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8556 | PA      | $8304.68       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625629                          | CUSIP: 36291EA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20551 | PA      | $20957.98      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                 | DLLST 2024-1A A4                   | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56952 | PA      | $57409.26      | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557670                          | CUSIP: 36213LQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4997 | PA      | $5156.15       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583070                          | CUSIP: 36201GW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6546 | PA      | $6710.31       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4097                            | CUSIP: 36202ERS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1058 | PA      | $1075.37       | 0.00%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632189                          | CUSIP: 36291MKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11824 | PA      | $12119.25      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2020-93 ZC                     | CUSIP: 3136BDUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1219857 | PA      | $702885.45     | 0.01%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623459                          | CUSIP: 36291BTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15074 | PA      | $15413.14      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475654                          | CUSIP: 36209MMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1442 | PA      | $1461.91       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613874                          | CUSIP: 36290N6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2650 | PA      | $2678.36       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2171711.44    | 0.03%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599730                          | CUSIP: 36200FHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1939 | PA      | $2004.38       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                            | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5692 | PA      | $5787.30       | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603329                          | CUSIP: 36200KHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2233 | PA      | $2310.39       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741688                          | CUSIP: 3620AV6Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26352 | PA      | $26060.15      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721234                          | CUSIP: 3620A7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16504 | PA      | $16717.84      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783931                          | CUSIP: 3622A2LL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108756 | PA      | $110170.50     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643845                          | CUSIP: 36292BHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8064 | PA      | $8267.41       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566492                          | CUSIP: 36213WKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15853 | PA      | $16222.64      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610977                          | CUSIP: 36202VXE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28878 | PA      | $29208.80      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503560                          | CUSIP: 36210VMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1456 | PA      | $1473.09       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INT                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $486554.88     | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597748                          | CUSIP: 36200DBR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5685 | PA      | $5868.06       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                    | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $2969572.35    | 0.04%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687378                          | CUSIP: 36296CUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2923 | PA      | $2960.81       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA7680                          | CUSIP: 36178FQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4879 | PA      | $4549.43       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4893213.44    | 0.06%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705311                          | CUSIP: 36296YR87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39181 | PA      | $38793.21      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647734                          | CUSIP: 36292FSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21617 | PA      | $21884.06      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457105                          | CUSIP: 36208PYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4531 | PA      | $4606.32       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590459                          | CUSIP: 36201Q5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14843 | PA      | $15273.33      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606980                          | CUSIP: 36201YJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5607 | PA      | $5806.68       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |     7650000 | PA      | $7763770.04    | 0.10%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3948000 | PA      | $4030753.41    | 0.05%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A C                    | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       87971 | PA      | $89696.03      | 0.00%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671071                          | CUSIP: 36295HQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25892 | PA      | $27193.09      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569710                          | CUSIP: 36200Q3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1685 | PA      | $1716.27       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727815                          | CUSIP: 3620AESC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10455 | PA      | $10345.22      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2250151.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9312                          | CUSIP: 36180NKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23908 | PA      | $21648.63      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1852000 | PA      | $1690932.06    | 0.02%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750523                          | CUSIP: 3620C6YU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10104 | PA      | $9790.17       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586904                          | CUSIP: 36201MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12050 | PA      | $12407.01      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731026                          | CUSIP: 3620AJD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4972 | PA      | $4926.13       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635403                          | CUSIP: 36291Q3L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30692 | PA      | $31481.75      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $497924.62     | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604585                          | CUSIP: 36200MUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17497 | PA      | $17429.69      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $3018606.94    | 0.04%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      267000 | PA      | $279889.73     | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1995719.23    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633775                          | CUSIP: 36291PCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7382 | PA      | $7564.21       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670883                          | CUSIP: 36295HJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11559 | PA      | $12160.68      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591919                          | CUSIP: 36201SSG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1600 | PA      | $1630.56       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-332.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603824                          | CUSIP: 36200KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1389 | PA      | $1435.41       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767041                          | CUSIP: 36176H5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      316663 | PA      | $286516.51     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583086                          | CUSIP: 36201GXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5444 | PA      | $5532.73       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610295                          | CUSIP: 36202U7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92055 | PA      | $93113.45      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489825                          | CUSIP: 36210ED63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1307 | PA      | $1337.24       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563641                          | CUSIP: 36213TEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2793 | PA      | $2841.47       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553184                          | CUSIP: 36213FRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12737 | PA      | $12865.17      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                               | SCCU 2023-1A A4                    | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59000 | PA      | $60727.61      | 0.00%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453456                          | CUSIP: 36208KWR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2812 | PA      | $2860.26       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1308700.28    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610246                          | CUSIP: 36202U5F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21777 | PA      | $22270.38      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      495000 | PA      | $495540.09     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0127                          | CUSIP: 36181FD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133889 | PA      | $125167.63     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9627                          | CUSIP: 36179KVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122130 | PA      | $113905.14     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521328                          | CUSIP: 36211SD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12986 | PA      | $13478.65      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770446                          | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19185 | PA      | $18980.32      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      111000 | PA      | $113881.92     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07828                          | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      213539 | PA      | $210101.52     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605301                          | CUSIP: 36200NNS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11924 | PA      | $12201.44      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592838                          | CUSIP: 36201TS32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10651 | PA      | $10925.67      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544164                          | CUSIP: 36212UQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62711 | PA      | $63468.99      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615181                          | CUSIP: 36290RM67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7025 | PA      | $7182.29       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                                           | CITZN 2024-1 A4                    | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $186126.08     | 0.00%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686101                          | CUSIP: 36296BGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1973 | PA      | $1998.00       | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-D                                         | WOART 2022-D A4                    | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $335947.56     | 0.00%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645029                          | CUSIP: 36292CSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44678 | PA      | $45783.97      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603465                          | CUSIP: 36200KMN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50273 | PA      | $51288.25      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    15000000 | PA      | $11539501.25   | 0.15%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787397                          | CUSIP: 3622ADDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14871957 | PA      | $14972222.27   | 0.19%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494311                          | CUSIP: 36210KDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1214 | PA      | $1241.05       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781659                          | CUSIP: 36225BZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3291 | PA      | $3407.13       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580306                          | CUSIP: 36201DU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1358 | PA      | $1393.26       | 0.00%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2006027.53    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486515                          | CUSIP: 36210AN86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1547 | PA      | $1567.20       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677004                          | CUSIP: 36295QDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2467 | PA      | $2498.80       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5660                          | CUSIP: 36178DJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73344 | PA      | $68493.58      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626208                          | CUSIP: 36291EU90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2950 | PA      | $2987.76       | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593463                          | CUSIP: 36201UJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1277 | PA      | $1305.50       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07387                          | CUSIP: 3128M9RG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1910 | PA      | $1843.29       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3033000 | PA      | $3028583.61    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 AS                     | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181029 | PA      | $177300.62     | 0.00%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550648                          | CUSIP: 36213CWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1271 | PA      | $1286.59       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      950000 | PA      | $608366.72     | 0.01%             | 2025-05-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687189                          | CUSIP: 36296CNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18801 | PA      | $19041.41      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624188                          | CUSIP: 36291CND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1532 | PA      | $1566.96       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742235                          | CUSIP: 3620AWSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14427 | PA      | $13966.69      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704511                          | CUSIP: 36296XVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5748 | PA      | $5701.51       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1919                          | CUSIP: 36180UDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43874 | PA      | $39823.93      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2443000 | PA      | $2476141.53    | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733600                          | CUSIP: 3620AL7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6014 | PA      | $6092.57       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575388                          | CUSIP: 36200XF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1729 | PA      | $1789.15       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728721                          | CUSIP: 3620AFSJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71803 | PA      | $71042.64      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782044                          | CUSIP: 36241KHV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21152 | PA      | $21623.67      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3441000 | PA      | $3400880.47    | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AU0764                          | CUSIP: 36194MZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      269778 | PA      | $248003.04     | 0.00%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589552                          | CUSIP: 36201P5M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1638 | PA      | $1692.73       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675124                          | CUSIP: 36295NAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3990 | PA      | $4099.79       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610843                          | CUSIP: 36202VS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1963 | PA      | $2033.14       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653747                          | CUSIP: 36292NHY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26940 | PA      | $27998.41      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606849                          | CUSIP: 36201YEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1238 | PA      | $1232.75       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606675                          | CUSIP: 36201X6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15305 | PA      | $15647.33      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670380                          | CUSIP: 36295GXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107635 | PA      | $109031.68     | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6175                          | CUSIP: 36178D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85960 | PA      | $80382.01      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712974                          | CUSIP: 36297JCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12136 | PA      | $12293.10      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685697                          | CUSIP: 36296AX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13656 | PA      | $13832.38      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2352905.35    | 0.03%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620558                          | CUSIP: 36290XMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15877 | PA      | $16058.20      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706920                          | CUSIP: 36297BK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      181574 | PA      | $175347.99     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574668                          | CUSIP: 36200WMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6094 | PA      | $6167.18       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480922                          | CUSIP: 36209TG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1920 | PA      | $1962.85       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633553                          | CUSIP: 36291NZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8285 | PA      | $8479.41       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606946                          | CUSIP: 36201YHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8241 | PA      | $8411.10       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599400                          | CUSIP: 36200E3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15958 | PA      | $16112.15      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1934140.67    | 0.02%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487242                          | CUSIP: 36210BHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2762 | PA      | $2824.36       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624371                          | CUSIP: 36291CT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12616 | PA      | $13025.92      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2893                          | CUSIP: 3140FNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140618 | PA      | $135512.88     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2231000 | PA      | $2248842.64    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619177                          | CUSIP: 36290V2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34733 | PA      | $35558.21      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482802                          | CUSIP: 36209VKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1177 | PA      | $1203.39       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649520                          | CUSIP: 36292HSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26483 | PA      | $26811.53      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734180                          | CUSIP: 3620AMUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19861 | PA      | $19206.48      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531047                          | CUSIP: 36212D5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3827 | PA      | $3902.21       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389793                          | CUSIP: 36205F7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33189 | PA      | $33893.98      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778960                          | CUSIP: 36176XE96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132815 | PA      | $124604.65     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF2661                          | CUSIP: 36181H5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7785 | PA      | $7016.57       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 5.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44200000 | NC      | $-159962.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647858                          | CUSIP: 36292FWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46022 | PA      | $47787.17      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623481                          | CUSIP: 36291BUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14978 | PA      | $15342.67      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737905                          | CUSIP: 3620ARYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35843 | PA      | $34710.24      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495742                          | CUSIP: 36210LWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2019 | PA      | $2050.96       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658360                          | CUSIP: 36294SMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1370 | PA      | $1387.27       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737320                          | CUSIP: 3620ARDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43789 | PA      | $42368.59      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3110000 | PA      | $2937893.98    | 0.04%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767263                          | CUSIP: 36176JFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13098 | PA      | $12648.45      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3822.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0690                          | CUSIP: 36177WXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20899 | PA      | $19501.82      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617299                          | CUSIP: 36290TX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5861 | PA      | $6151.81       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI2465                          | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17540 | PA      | $17219.31      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599928                          | CUSIP: 36200FPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2389 | PA      | $2414.48       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662557                          | CUSIP: 36294XB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51984 | PA      | $54552.40      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711059                          | CUSIP: 36297F5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15566 | PA      | $15768.87      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733225                          | CUSIP: 3620ALSN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109625 | PA      | $108498.13     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711067                          | CUSIP: 36297F6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1852 | PA      | $1875.75       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762946                          | CUSIP: 36176DL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19530 | PA      | $19782.62      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494210                          | CUSIP: 36210KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1025 | PA      | $1047.75       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553920                          | CUSIP: 36213GK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1071 | PA      | $1108.41       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608766                          | CUSIP: 36202TJK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5268 | PA      | $5383.27       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758068                          | CUSIP: 36230S6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53270 | PA      | $49800.56      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |     1002000 | PA      | $1350060.70    | 0.02%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 B                   | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      392453 | PA      | $348694.39     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9632                          | CUSIP: 36179KVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      137293 | PA      | $124718.72     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      231000 | PA      | $178456.45     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                          | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12608807 | PA      | $11905523.15   | 0.15%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740131                          | CUSIP: 3620AUHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2276 | PA      | $2251.67       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                   | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     2346000 | PA      | $2343860.98    | 0.03%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |     1640000 | PA      | $1020594.94    | 0.01%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766875                          | CUSIP: 36176HXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9816 | PA      | $9502.60       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605559                          | CUSIP: 36200NWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34687 | PA      | $35989.34      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV7450                          | CUSIP: 36195JH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      264392 | PA      | $243051.72     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606094                          | CUSIP: 36201XKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17160 | PA      | $17359.38      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732293                          | CUSIP: 3620AKRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31671 | PA      | $32081.26      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1258270.27    | 0.02%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610323                          | CUSIP: 36202VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5328 | PA      | $5390.74       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720208                          | CUSIP: 3620A6DM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5080 | PA      | $5036.34       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567249                          | CUSIP: 36213XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6050 | PA      | $6252.27       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738507                          | CUSIP: 3620ASNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25377 | PA      | $24593.20      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473817                          | CUSIP: 36209KK64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2987 | PA      | $3036.69       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0711                          | CUSIP: 36181FYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44171 | PA      | $41239.59      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490518                          | CUSIP: 36210E4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5990 | PA      | $6123.45       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                                | NAVMT 2024-1 A                     | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      246000 | PA      | $248040.13     | 0.00%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506690                          | CUSIP: 36210Y2X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1417 | PA      | $1440.97       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714127                          | CUSIP: 36297KLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6878 | PA      | $6818.49       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE8313                          | CUSIP: 36181CGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10469 | PA      | $10211.97      | 0.00%             | 2044-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672886                          | CUSIP: 36295KRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42112 | PA      | $38087.83      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $2415223.52    | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7455                          | CUSIP: 3133B5H88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      313170 | PA      | $283992.44     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782813                          | CUSIP: 36241LDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2760 | PA      | $2795.68       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619476                          | CUSIP: 36290WFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15255 | PA      | $15425.16      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                         | MSC 2014-150E A                    | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      404000 | PA      | $358335.64     | 0.00%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621369                          | CUSIP: 36290YJN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5161 | PA      | $5279.22       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1588                          | CUSIP: 36178LXR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84827 | PA      | $79429.59      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566491                          | CUSIP: 36213WKC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10041 | PA      | $10276.40      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482838                          | CUSIP: 36209VLT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         954 | PA      | $964.88        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616368                          | CUSIP: 36290SW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10323 | PA      | $10571.54      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482903                          | CUSIP: 36209VNU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2067 | PA      | $2100.11       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A C                     | CUSIP: 98164RAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $244620.22     | 0.00%             | 2030-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741032                          | CUSIP: 3620AVHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56079 | PA      | $55595.78      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      124000 | PA      | $115350.93     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765127                          | CUSIP: 36176FYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      492494 | PA      | $487339.74     | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AH7372                          | CUSIP: 36182QFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      594592 | PA      | $552188.81     | 0.01%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555965                          | CUSIP: 36213JTW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1271 | PA      | $1309.78       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537473                          | CUSIP: 36212MCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1740 | PA      | $1792.25       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641958                          | CUSIP: 36291YE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10187 | PA      | $10585.28      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620637                          | CUSIP: 36290XPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1705 | PA      | $1722.83       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603715                          | CUSIP: 36200KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6108 | PA      | $6326.53       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740102                          | CUSIP: 3620AUGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2568 | PA      | $2480.38       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     3521000 | PA      | $2726053.14    | 0.03%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM2610                          | CUSIP: 36184M3T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113289 | PA      | $107290.12     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3929                            | CUSIP: 36202ELJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43234 | PA      | $43916.28      | 0.00%             | 2036-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     3151000 | PA      | $4000379.89    | 0.05%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU6200                          | CUSIP: 3140M73J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23920 | PA      | $21744.02      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2913932.83    | 0.04%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502948                          | CUSIP: 36210UWH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4148 | PA      | $4224.87       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 790433                          | CUSIP: 36177JPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52445 | PA      | $50817.66      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764174                          | CUSIP: 36176EXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44259 | PA      | $43776.89      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611569                          | CUSIP: 36202WMS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4069 | PA      | $4159.94       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767101                          | CUSIP: 36176JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71769 | PA      | $66732.51      | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732489                          | CUSIP: 3620AKXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1459 | PA      | $1500.59       | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602630                          | CUSIP: 36200JPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5287 | PA      | $5473.94       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-767.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638049                          | CUSIP: 36291TZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1155 | PA      | $1165.28       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579137                          | CUSIP: 36201CLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1459 | PA      | $1485.17       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0354                          | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27242325 | PA      | $26813054.16   | 0.34%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456740                          | CUSIP: 36208PLV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1448 | PA      | $1480.70       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK4458                          | CUSIP: 3131X75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2364 | PA      | $2330.26       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2093523.86    | 0.03%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658607                          | CUSIP: 36294SU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1671 | PA      | $1716.37       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619012                          | CUSIP: 36290VVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2197 | PA      | $2266.75       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586517                          | CUSIP: 36201LSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5740 | PA      | $5928.43       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672683                          | CUSIP: 36295KJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4944 | PA      | $5187.81       | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566519                          | CUSIP: 36213WK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11341 | PA      | $11470.94      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756943                          | CUSIP: 36230RWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40585 | PA      | $40266.65      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615378                          | CUSIP: 36290RUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14928 | PA      | $15235.67      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                   | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      734000 | PA      | $747488.83     | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2441                          | CUSIP: 36179BWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13704 | PA      | $12499.82      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630959                          | CUSIP: 36291K5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1039 | PA      | $1056.13       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2412000 | PA      | $2444774.01    | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574768                          | CUSIP: 36200WQV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3187 | PA      | $3266.15       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603604                          | CUSIP: 36200KRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5468 | PA      | $5529.31       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610476                          | CUSIP: 36202VFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2147 | PA      | $2213.21       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                     | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      884000 | PA      | $922596.26     | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575918                          | CUSIP: 36200XYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1908 | PA      | $1960.59       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469987                          | CUSIP: 36209FCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2904 | PA      | $2957.92       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 C                     | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $350128.52     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7676                          | CUSIP: 36180KQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88857 | PA      | $82787.99      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564966                          | CUSIP: 36213UTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3413 | PA      | $3517.93       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490995                          | CUSIP: 36210FNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5386 | PA      | $5464.27       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610601                          | CUSIP: 36202VKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9012 | PA      | $9210.05       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758453                          | CUSIP: 36230TMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29612 | PA      | $29283.80      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621834                          | CUSIP: 36290YY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8298 | PA      | $8476.03       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A4                    | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $256710.81     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641919                          | CUSIP: 36291YDY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3647 | PA      | $3689.41       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761212                          | CUSIP: 36176BN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5780 | PA      | $5597.62       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2461864.97    | 0.03%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754387                          | CUSIP: 36230N2U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22805 | PA      | $22507.66      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617343                          | CUSIP: 36290TZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6732 | PA      | $6110.59       | 0.00%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN8980                          | CUSIP: 36186S6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20331 | PA      | $18226.41      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650148                          | CUSIP: 36292JHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2373 | PA      | $2448.80       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563476                          | CUSIP: 36213S6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1317 | PA      | $1343.83       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616069                          | CUSIP: 36290SMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66373 | PA      | $68702.15      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458977                          | CUSIP: 36208R2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2274 | PA      | $2309.80       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.780000 12-MAY-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -22100000 | NC      | $-235826.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1586                          | CUSIP: 36180CXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59764 | PA      | $54334.35      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2335                          | CUSIP: 36180DSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6489 | PA      | $6066.68       | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615382                          | CUSIP: 36290RUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1827 | PA      | $1873.31       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616068                          | CUSIP: 36290SMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15481 | PA      | $15818.66      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721136                          | CUSIP: 3620A7EH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53058 | PA      | $52543.06      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588184                          | CUSIP: 36201NM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6500 | PA      | $6632.85       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571246                          | CUSIP: 36200STB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3168 | PA      | $3262.19       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528620                          | CUSIP: 36212BG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1739 | PA      | $1796.90       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      129000 | PA      | $128464.40     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05255                          | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5182 | PA      | $5259.00       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457421                          | CUSIP: 36208QD29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1913 | PA      | $1956.01       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                     | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     1966000 | PA      | $1991503.71    | 0.03%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422270                          | CUSIP: 36206VCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2535 | PA      | $2593.52       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508543                          | CUSIP: 36211B5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3436 | PA      | $3476.04       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599977                          | CUSIP: 36200FQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10376 | PA      | $10600.19      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613028                          | CUSIP: 36290NA51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6548 | PA      | $6619.72       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621399                          | CUSIP: 36290YKL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17963 | PA      | $18385.90      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615403                          | CUSIP: 36290RU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18264 | PA      | $18193.69      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      509000 | PA      | $495517.18     | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA3450                          | CUSIP: 36178AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35087 | PA      | $31925.18      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615863                          | CUSIP: 36290SFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2554 | PA      | $2611.17       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605366                          | CUSIP: 36200NQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4307 | PA      | $4413.14       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724822                          | CUSIP: 3620ABG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53918 | PA      | $52078.42      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      240000 | PA      | $157260.66     | 0.00%             | 2032-06-07      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758211                          | CUSIP: 36230TDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83394 | PA      | $80520.27      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605061                          | CUSIP: 36200NFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26751 | PA      | $27046.09      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | PT PERTAMINA                       | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      987000 | PA      | $960613.92     | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC6295                          | CUSIP: 36179F7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39908 | PA      | $37229.91      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716067                          | CUSIP: 3620A1QU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4163 | PA      | $4119.42       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584056                          | CUSIP: 36201HZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1666 | PA      | $1710.28       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                    | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     3669000 | PA      | $3747803.46    | 0.05%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590274                          | CUSIP: 36201QXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3630 | PA      | $3713.86       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3154828.88    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |      730000 | PA      | $840230.80     | 0.01%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583059                          | CUSIP: 36201GWU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3898 | PA      | $4050.17       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751764                          | CUSIP: 36230K5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2461 | PA      | $2434.58       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $1050149.31    | 0.01%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3458                            | CUSIP: 36202DZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2177 | PA      | $2205.97       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593460                          | CUSIP: 36201UJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8056 | PA      | $8151.22       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       97000 | PA      | $94149.54      | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2419976.81    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5643                          | CUSIP: 36180HHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44434 | PA      | $42837.40      | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457113                          | CUSIP: 36208PYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7338 | PA      | $7444.87       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640659                          | CUSIP: 36291WWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3319 | PA      | $3360.17       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603607                          | CUSIP: 36200KR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13985 | PA      | $14131.10      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4520                            | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1019 | PA      | $1036.33       | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743708                          | CUSIP: 3620AYGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21676 | PA      | $21957.59      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587549                          | CUSIP: 36201MWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10515 | PA      | $10729.62      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628881                          | CUSIP: 36291HUE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7467 | PA      | $7549.92       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733454                          | CUSIP: 3620ALZT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      213551 | PA      | $206923.99     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225361 | PA      | $217171.18     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638021                          | CUSIP: 36291TYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11062 | PA      | $11345.93      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610350                          | CUSIP: 36202VBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19195 | PA      | $19397.55      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604318                          | CUSIP: 36200MK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7441 | PA      | $7602.99       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621665                          | CUSIP: 36290YTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1291 | PA      | $1306.01       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712341                          | CUSIP: 36297HLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89568 | PA      | $94193.24      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q               | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2355000 | PA      | $1993143.89    | 0.03%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480084                          | CUSIP: 36209SJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1525 | PA      | $1549.83       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE0543                          | CUSIP: 36180SS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29000 | PA      | $26164.46      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759865                          | CUSIP: 36230U6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8255 | PA      | $7976.03       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2351592.92    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5336                          | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18284 | PA      | $18065.39      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $947988.11     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631286                          | CUSIP: 36291LJ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23173 | PA      | $23724.06      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     3001000 | PA      | $2662630.32    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764597                          | CUSIP: 36176FGE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6788 | PA      | $6565.85       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                          | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1161121 | PA      | $1086560.05    | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488483                          | CUSIP: 36210CUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6427 | PA      | $6514.52       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571273                          | CUSIP: 36200ST67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1308 | PA      | $1331.35       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602617                          | CUSIP: 36200JPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1231 | PA      | $1252.75       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741580                          | CUSIP: 3620AV2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41223 | PA      | $39796.02      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593783                          | CUSIP: 36201UUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2910 | PA      | $2944.17       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470460                          | CUSIP: 36209FTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      137230 | PA      | $132546.86     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760067                          | CUSIP: 36176AFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33470 | PA      | $32390.07      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1718                          | CUSIP: 36180C4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49127 | PA      | $44627.54      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $105913.34     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | BOAD                               | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |      424000 | PA      | $415184.91     | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621363                          | CUSIP: 36290YJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8911 | PA      | $9013.68       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497275                          | CUSIP: 36210NMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3092 | PA      | $3143.03       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604089                          | CUSIP: 36200MC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15214 | PA      | $15531.06      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742999                          | CUSIP: 3620AXNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136188 | PA      | $131495.73     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590082                          | CUSIP: 36201QRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1372 | PA      | $1392.59       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735224                          | CUSIP: 3620ANYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13019 | PA      | $12576.55      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666825                          | CUSIP: 36295CYW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10916 | PA      | $11455.04      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638141                          | CUSIP: 36291T5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12670 | PA      | $12988.00      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619717                          | CUSIP: 36290WPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10429 | PA      | $10667.62      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626497                          | CUSIP: 36291E7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5121 | PA      | $5238.17       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473658                          | CUSIP: 36209KE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1354 | PA      | $1375.52       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623418                          | CUSIP: 36291BSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12144 | PA      | $12585.18      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661931                          | CUSIP: 36294WLL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6318 | PA      | $6637.00       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771564                          | CUSIP: 36176N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2763 | PA      | $2676.02       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670957                          | CUSIP: 36295HME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47761 | PA      | $50220.12      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741485                          | CUSIP: 3620AVXN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76055 | PA      | $73729.08      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1897                          | CUSIP: 36180UDA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      148883 | PA      | $134815.10     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464262                          | CUSIP: 36208XWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1556 | PA      | $1590.93       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A4                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292394 | PA      | $282713.97     | 0.00%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513644                          | CUSIP: 36211HS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1047 | PA      | $1070.21       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603347                          | CUSIP: 36200KHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2695 | PA      | $2752.31       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG2293                          | CUSIP: 36181VRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25969 | PA      | $25487.67      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                        | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     8995000 | PA      | $8407820.41    | 0.11%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2019-1A A2                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900480 | PA      | $847309.54     | 0.01%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0415                          | CUSIP: 31427MN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13417078 | PA      | $10764595.11   | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779168                          | CUSIP: 36176XMR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18291 | PA      | $16669.87      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651752                          | CUSIP: 36292LBV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1103 | PA      | $1128.47       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637076                          | CUSIP: 36291SXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15144 | PA      | $15496.74      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474632                          | CUSIP: 36209LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1128 | PA      | $1153.48       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469131                          | CUSIP: 36209EEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6400 | PA      | $6542.57       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593739                          | CUSIP: 36201US47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7509 | PA      | $7685.26       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609673                          | CUSIP: 36202UJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9752 | PA      | $9945.09       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628859                          | CUSIP: 36291HTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11812 | PA      | $12072.47      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729037                          | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58840 | PA      | $59603.50      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647684                          | CUSIP: 36292FRD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9503 | PA      | $9626.49       | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN6805                          | CUSIP: 36186PR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22706 | PA      | $20355.39      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $2726405.14    | 0.03%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585107                          | CUSIP: 36201KAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8297 | PA      | $8462.83       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711538                          | CUSIP: 36297GPX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13917 | PA      | $13721.39      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663159                          | CUSIP: 36294XWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9050 | PA      | $9423.03       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574546                          | CUSIP: 36200WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17572 | PA      | $18249.55      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493627                          | CUSIP: 36210JLG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4801 | PA      | $4865.81       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      269000 | PA      | $260667.94     | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6599                          | CUSIP: 36181AKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      175835 | PA      | $163993.42     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612919                          | CUSIP: 36202X4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13594 | PA      | $13741.73      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      527000 | PA      | $507586.30     | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |      315000 | PA      | $398736.55     | 0.01%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: JPY 0.880200 19-JUN-2027 FTO | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 31584440000 | NC      | $-912339.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743794                          | CUSIP: 3620AYKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47430 | PA      | $46757.93      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521362                          | CUSIP: 36211SFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27711 | PA      | $28394.44      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608148                          | CUSIP: 36202STD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19168 | PA      | $19578.90      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690059                          | CUSIP: 36296FTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4195 | PA      | $4156.35       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521365                          | CUSIP: 36211SFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9699 | PA      | $9816.86       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2996                          | CUSIP: 36183YKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80330 | PA      | $72013.77      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641334                          | CUSIP: 36291XPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4524 | PA      | $4632.71       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733868                          | CUSIP: 3620AMJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13867 | PA      | $14046.31      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2591                          | CUSIP: 36183X2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3635 | PA      | $3251.85       | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569047                          | CUSIP: 36200QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9411 | PA      | $9563.36       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494566                          | CUSIP: 36210KMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1367 | PA      | $1397.85       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499920                          | CUSIP: 36210RK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2272 | PA      | $2322.34       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783625                          | CUSIP: 3622A2A28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74946 | PA      | $68249.16      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                   | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      983000 | PA      | $955449.35     | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570143                          | CUSIP: 36200RLY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2789 | PA      | $2839.07       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779084                          | CUSIP: 36176XJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      160450 | PA      | $146353.39     | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613850                          | CUSIP: 36290N5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4130 | PA      | $4185.86       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622105                          | CUSIP: 36291ADJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28878 | PA      | $29189.18      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598023                          | CUSIP: 36200DLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5889 | PA      | $6018.32       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      121000 | PA      | $117444.56     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197810 | PA      | $193827.89     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2017-D LLC                                        | SOFI 2017-D A2FX                   | CUSIP: 78471CAB5<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-CBDO         | CORP              | US        |       36455 | PA      | $35945.38      | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676945                          | CUSIP: 36295QBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15349 | PA      | $14843.63      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      254000 | PA      | $282862.29     | 0.00%             | 2026-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647294                          | CUSIP: 36292FC70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18284 | PA      | $18704.71      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 5/25                        | CUSIP: 01F050452<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -15000000 | PA      | $-15079687.50  | -0.19%            | 2025-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645867                          | CUSIP: 36292DQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10937 | PA      | $11352.25      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3648                          | CUSIP: 36178QBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64606 | PA      | $60595.21      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      243000 | PA      | $236011.51     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605759                          | CUSIP: 36200N5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64054 | PA      | $66459.41      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9094                          | CUSIP: 36180NC78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22508 | PA      | $20429.82      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464617                          | CUSIP: 36208YDW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1226 | PA      | $1245.37       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      215000 | PA      | $212221.32     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |      177000 | PA      | $199100.90     | 0.00%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580438                          | CUSIP: 36201DZB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13820 | PA      | $14082.03      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603131                          | CUSIP: 36200KA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32631 | PA      | $33808.25      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539576                          | CUSIP: 36212PMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16871 | PA      | $17365.88      | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2482000 | PA      | $2255813.57    | 0.03%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631656                          | CUSIP: 36291LWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13927 | PA      | $14214.43      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723606                          | CUSIP: 3620A93P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      325289 | PA      | $322399.74     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574785                          | CUSIP: 36200WRE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25625 | PA      | $26248.03      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609454                          | CUSIP: 36202UBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4255 | PA      | $4303.82       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662445                          | CUSIP: 36294W5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7121 | PA      | $7312.36       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726195                          | CUSIP: 3620ACXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11361 | PA      | $10952.36      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611162                          | CUSIP: 36202V5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7240 | PA      | $7407.26       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606683                          | CUSIP: 36201X6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15824 | PA      | $16184.47      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570559                          | CUSIP: 36200RZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2315 | PA      | $2390.52       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A C                    | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390536 | PA      | $399830.21     | 0.01%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605330                          | CUSIP: 36200NPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3296 | PA      | $3366.25       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB7047                          | CUSIP: 36178TZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10743 | PA      | $9799.28       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594732                          | CUSIP: 36201VVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8066 | PA      | $8240.83       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23484000 | PA      | $24432533.32   | 0.31%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580606                          | CUSIP: 36201EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40882 | PA      | $41766.01      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9092                          | CUSIP: 36178WC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28933 | PA      | $26188.53      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717938                          | CUSIP: 3620A3S39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13400 | PA      | $13573.91      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497309                          | CUSIP: 36210NN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9764 | PA      | $9910.56       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36746100 | PA      | $37793937.82   | 0.48%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646420                          | CUSIP: 36292EDZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2167 | PA      | $2212.47       | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779101                          | CUSIP: 36176XKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      423162 | PA      | $397447.80     | 0.01%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628018                          | CUSIP: 36291GVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2445 | PA      | $2503.68       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782085                          | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281558 | PA      | $287554.72     | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4879000 | PA      | $4921648.67    | 0.06%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737790                          | CUSIP: 3620ARUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155520 | PA      | $150556.40     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 D                     | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $169993.16     | 0.00%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3661                          | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29179 | PA      | $25446.24      | 0.00%             | 2046-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782310                          | CUSIP: 36241KR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4989 | PA      | $5053.09       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443685                          | CUSIP: 36207V2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         980 | PA      | $1002.23       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782569                          | CUSIP: 36241K2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1035 | PA      | $1064.07       | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711406                          | CUSIP: 36297GKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9515 | PA      | $8679.05       | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atkore Inc                                                                       | ATKORE INC                         | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |       44000 | PA      | $39074.84      | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618985                          | CUSIP: 36290VUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4252 | PA      | $4298.75       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484568                          | CUSIP: 36209XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3046 | PA      | $3113.50       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462707                          | CUSIP: 36208WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1241 | PA      | $1268.66       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616479                          | CUSIP: 36290S2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21990 | PA      | $22484.73      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609413                          | CUSIP: 36202UAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10305 | PA      | $10542.08      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145942 | PA      | $137126.94     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622447                          | CUSIP: 36291AP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11294 | PA      | $11542.65      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                    | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     3404000 | PA      | $3367935.04    | 0.04%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781148                          | CUSIP: 36225BHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24169 | PA      | $24543.95      | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707302                          | CUSIP: 36297BX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31450 | PA      | $31210.10      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776587                          | CUSIP: 36176URG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98926 | PA      | $92408.61      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5434                          | CUSIP: 36180HBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163465 | PA      | $152655.29     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629277                          | CUSIP: 36291JCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1899 | PA      | $1938.70       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00927                          | CUSIP: 3132GEA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21988 | PA      | $22317.91      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615206                          | CUSIP: 36290RNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10671 | PA      | $10794.58      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597953                          | CUSIP: 36200DH63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4660 | PA      | $4761.72       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503433                          | CUSIP: 36210VHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2136 | PA      | $2161.22       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636095                          | CUSIP: 36291RUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17048 | PA      | $17251.04      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674450                          | CUSIP: 36295MH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35484 | PA      | $37255.25      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      973000 | PA      | $986679.12     | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721333                          | CUSIP: 3620A7LN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47615 | PA      | $47113.68      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690408                          | CUSIP: 36296GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3965 | PA      | $4173.84       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q33059                          | CUSIP: 3132QPMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46484 | PA      | $45546.31      | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597947                          | CUSIP: 36200DHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1750 | PA      | $1789.42       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      809000 | PA      | $787058.10     | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584137                          | CUSIP: 36201H4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17818 | PA      | $18143.95      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632241                          | CUSIP: 36291MLW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4507 | PA      | $4632.76       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6618                          | CUSIP: 36178EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48987 | PA      | $45908.02      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     6071000 | PA      | $6167393.52    | 0.08%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627950                          | CUSIP: 36291GTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12013 | PA      | $12279.86      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK6974                          | CUSIP: 36183QXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26515 | PA      | $25584.27      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK8147                          | CUSIP: 36183SBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66494 | PA      | $59907.17      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780914                          | CUSIP: 36225BAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10055 | PA      | $10196.72      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626541                          | CUSIP: 36291FBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1393 | PA      | $1427.09       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                             | PROG 2024-SFR5 A                   | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1113997 | PA      | $1042048.06    | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605821                          | CUSIP: 36201XAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10501 | PA      | $10756.46      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603482                          | CUSIP: 36200KM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37805 | PA      | $38568.60      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605772                          | CUSIP: 36200N6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1335 | PA      | $1329.96       | 0.00%             | 2034-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555018                          | CUSIP: 36213HSF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4598 | PA      | $4760.92       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618881                          | CUSIP: 36290VRA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2012 | PA      | $2057.04       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610344                          | CUSIP: 36202VBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10781 | PA      | $10884.85      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593653                          | CUSIP: 36201UQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3505 | PA      | $3584.15       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463975                          | CUSIP: 36208XMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1247 | PA      | $1264.85       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2535835.17    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615286                          | CUSIP: 36290RRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14909 | PA      | $15234.49      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782200                          | CUSIP: 36241KNR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60712 | PA      | $61481.49      | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613854                          | CUSIP: 36290N5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2338 | PA      | $2365.29       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $159686.22     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615201                          | CUSIP: 36290RNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3959 | PA      | $4004.29       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849361                          | CUSIP: 31300MMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      423905 | PA      | $437342.21     | 0.01%             | 2043-08-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO4548                          | CUSIP: 3617A5BR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16491 | PA      | $14783.52      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1946                          | CUSIP: 36180DET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7298 | PA      | $6621.68       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494949                          | CUSIP: 36210KZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1511 | PA      | $1544.64       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2456701.93    | 0.03%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609542                          | CUSIP: 36202UEP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1875 | PA      | $1918.96       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      639000 | PA      | $582759.11     | 0.01%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614635                          | CUSIP: 36290QY82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21355 | PA      | $21816.92      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458321                          | CUSIP: 36208RD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1017 | PA      | $1039.95       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                   | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3081954.30    | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677602                          | CUSIP: 36295QX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4880 | PA      | $4942.67       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551273                          | CUSIP: 36213DMW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1112 | PA      | $1149.18       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606289                          | CUSIP: 36201XRJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11651 | PA      | $11948.39      | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF3826                          | CUSIP: 36181KHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43140 | PA      | $39173.36      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669069                          | CUSIP: 36295FJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5094 | PA      | $5353.64       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629894                          | CUSIP: 36291JXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5730 | PA      | $5957.67       | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546330                          | CUSIP: 36212W4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5705 | PA      | $5763.10       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4619                            | CUSIP: 36202FDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136340 | PA      | $141251.40     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574786                          | CUSIP: 36200WRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2079 | PA      | $2125.75       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615885                          | CUSIP: 36290SF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9623 | PA      | $9585.73       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550613                          | CUSIP: 36213CVE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87650 | PA      | $88717.75      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $1831728.77    | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783882                          | CUSIP: 3622A2J37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      725869 | PA      | $676464.10     | 0.01%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620442                          | CUSIP: 36290XHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5884 | PA      | $6008.21       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1096594.21    | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2625                          | CUSIP: 36180U4J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128237 | PA      | $119948.33     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5228635.09    | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A B                     | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      248000 | PA      | $253089.63     | 0.00%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603126                          | CUSIP: 36200KA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31645 | PA      | $32005.90      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618037                          | CUSIP: 36290US23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15783 | PA      | $15314.24      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676006                          | CUSIP: 36295PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2654 | PA      | $2767.28       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                          | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19381206 | PA      | $19374055.81   | 0.24%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5667                          | CUSIP: 36178SJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117647 | PA      | $109612.03     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574951                          | CUSIP: 36200WWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15013 | PA      | $15463.07      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615657                          | CUSIP: 36290R5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9043 | PA      | $9141.62       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678558                          | CUSIP: 36295RZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7610 | PA      | $7709.35       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778875                          | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112182 | PA      | $105217.63     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469690                          | CUSIP: 36209EXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1661 | PA      | $1688.03       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1392                          | CUSIP: 36178LRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7270 | PA      | $7179.35       | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712905                          | CUSIP: 36297JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2876 | PA      | $2858.91       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480501                          | CUSIP: 36209SX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3137 | PA      | $3185.36       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      445000 | PA      | $412219.45     | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93671                          | CUSIP: 312942CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2154 | PA      | $2186.39       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620575                          | CUSIP: 36290XMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12905 | PA      | $13050.45      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4651                          | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4262840 | PA      | $3819487.60    | 0.05%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764852                          | CUSIP: 36176FQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5668 | PA      | $5476.71       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772932                          | CUSIP: 36176QPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33893 | PA      | $31634.99      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606663                          | CUSIP: 36201X5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1185 | PA      | $1205.89       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457942                          | CUSIP: 36208QWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2444 | PA      | $2482.80       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573863                          | CUSIP: 36200VQQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5349 | PA      | $5435.82       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668028                          | CUSIP: 36295ED95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      712647 | PA      | $641322.56     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586756                          | CUSIP: 36201LZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9715 | PA      | $9898.82       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486589                          | CUSIP: 36210ARJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8017 | PA      | $8115.50       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                    | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     6645000 | PA      | $5412324.75    | 0.07%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733873                          | CUSIP: 3620AMJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41934 | PA      | $42477.84      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      504000 | PA      | $485575.00     | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762216                          | CUSIP: 36176CSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17801 | PA      | $17611.34      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613047                          | CUSIP: 36290NBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2013 | PA      | $2036.50       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2858000 | PA      | $2826896.32    | 0.04%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2553873.77    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8118                          | CUSIP: 36179JAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30325 | PA      | $27558.63      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649441                          | CUSIP: 36292HP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6842 | PA      | $6925.78       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1216000 | PA      | $1202193.64    | 0.02%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4019                          | CUSIP: 36180FPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66193 | PA      | $61897.85      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 556533                          | CUSIP: 36213KHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1604 | PA      | $1649.39       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 459007                          | CUSIP: 36208R3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1383 | PA      | $1406.84       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9843                          | CUSIP: 36181D5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17451 | PA      | $16226.07      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2073893.64    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7937                          | CUSIP: 3132A8ZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3925 | PA      | $3870.51       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623031                          | CUSIP: 36291BEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3879 | PA      | $3959.53       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550690                          | CUSIP: 36213CXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12673 | PA      | $12825.99      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782619                          | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39211 | PA      | $39718.39      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6087                          | CUSIP: 36178DXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71173 | PA      | $66699.33      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                          | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14579399 | PA      | $11014878.58   | 0.14%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651681                          | CUSIP: 36292K6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6362 | PA      | $6612.70       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 718398                          | CUSIP: 3620A4DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8761 | PA      | $7949.04       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      183000 | PA      | $194446.77     | 0.00%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612648                          | CUSIP: 36202XTD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2769 | PA      | $2835.42       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      187000 | PA      | $194673.97     | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 5/25                      | CUSIP: 21H052652<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -13000000 | PA      | $-12986721.80  | -0.16%            | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566534                          | CUSIP: 36213WLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6954 | PA      | $7109.23       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $887727.24     | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586771                          | CUSIP: 36201L2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2374 | PA      | $2428.04       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3226000 | PA      | $2760963.10    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40054                          | CUSIP: 3132FCBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6164 | PA      | $5958.36       | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606707                          | CUSIP: 36201YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11444 | PA      | $11698.54      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639016                          | CUSIP: 36291U3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5715 | PA      | $5847.76       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471312                          | CUSIP: 36209GR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1753 | PA      | $1808.90       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609648                          | CUSIP: 36202UHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14988 | PA      | $15318.23      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2038000 | PA      | $2062386.86    | 0.03%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1126                          | CUSIP: 36178LHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93682 | PA      | $87418.66      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778880                          | CUSIP: 36176XCR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35632 | PA      | $34574.47      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4210                          | CUSIP: 36178QVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73029 | PA      | $68345.65      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630703                          | CUSIP: 36291KU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11374 | PA      | $11579.45      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    15000000 | PA      | $14637249.89   | 0.18%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629346                          | CUSIP: 36291JET3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7715 | PA      | $7888.03       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL1535                          | CUSIP: 36183WV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6080 | PA      | $5624.64       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778608                          | CUSIP: 36176WYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1932 | PA      | $1813.63       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                          | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19316565 | PA      | $17180800.28   | 0.22%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1285307.72    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713732                          | CUSIP: 36297J4R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8376 | PA      | $8124.95       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  Jun25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        -131 | NC      | $-16375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0667                          | CUSIP: 3132DMW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25814641 | PA      | $21647605.18   | 0.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23586.85      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603494                          | CUSIP: 36200KNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24856 | PA      | $25315.71      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588093                          | CUSIP: 36201NKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13416 | PA      | $13851.08      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332566 | PA      | $318825.34     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3669000 | PA      | $3707745.98    | 0.05%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                     | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     6353000 | PA      | $6456042.21    | 0.08%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7636                          | CUSIP: 36179HPV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12979 | PA      | $11766.37      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745053                          | CUSIP: 3620C0WN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26230 | PA      | $26570.34      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743762                          | CUSIP: 3620AYJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11006 | PA      | $10909.94      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475562                          | CUSIP: 36209MJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1442 | PA      | $1474.00       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494825                          | CUSIP: 36210KVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2319 | PA      | $2372.49       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620436                          | CUSIP: 36290XHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3786 | PA      | $3867.76       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572139                          | CUSIP: 36200TS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5689 | PA      | $5831.13       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712699                          | CUSIP: 36297HX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      220483 | PA      | $218653.34     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471661                          | CUSIP: 36209G5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2570 | PA      | $2627.01       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM9858                          | CUSIP: 36185C5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62520 | PA      | $59209.16      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548263                          | CUSIP: 36213AB86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2769 | PA      | $2824.46       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757604                          | CUSIP: 36230SNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20525 | PA      | $20345.75      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621374                          | CUSIP: 36290YJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2005 | PA      | $2028.37       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618748                          | CUSIP: 36290VL51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1320 | PA      | $1368.39       | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599658                          | CUSIP: 36200FE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7006 | PA      | $7163.36       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 795393                          | CUSIP: 36177P7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30480 | PA      | $28726.86      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611195                          | CUSIP: 36202V7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4805 | PA      | $4909.60       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 695846                          | CUSIP: 36296NBP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5167 | PA      | $5426.94       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8336                          | CUSIP: 36178GHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      264222 | PA      | $240316.21     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740931                          | CUSIP: 3620AVEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4998 | PA      | $4833.68       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631054                          | CUSIP: 36291LBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4158 | PA      | $4317.67       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661048                          | CUSIP: 36294VL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28736 | PA      | $30014.12      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605423                          | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5118 | PA      | $5173.89       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3286                          | CUSIP: 31418CUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15965 | PA      | $15729.77      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465948                          | CUSIP: 36209ATD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1848 | PA      | $1889.30       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523092                          | CUSIP: 36211UC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1172 | PA      | $1186.86       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631871                          | CUSIP: 36291L6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3786 | PA      | $3824.08       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668642                          | CUSIP: 36295EZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25983 | PA      | $27324.33      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 430355                          | CUSIP: 36207FBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12468 | PA      | $12629.33      | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781692                          | CUSIP: 36225B2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3710 | PA      | $3695.22       | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604370                          | CUSIP: 36200MMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11727 | PA      | $11980.52      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706626                          | CUSIP: 36297BA35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6369 | PA      | $6317.36       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487407                          | CUSIP: 36210BNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1310 | PA      | $1333.95       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600707                          | CUSIP: 36200GKU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18584 | PA      | $19000.17      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7247                          | CUSIP: 36181BBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27934 | PA      | $25986.78      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 660042                          | CUSIP: 36294UHT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5071 | PA      | $5304.23       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605393                          | CUSIP: 36200NRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15871 | PA      | $16051.91      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573950                          | CUSIP: 36200VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7303 | PA      | $7528.70       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD6058                          | CUSIP: 3617BMWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      137201 | PA      | $125698.31     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616415                          | CUSIP: 36290SYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3675 | PA      | $3716.30       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594755 | PA      | $571162.97     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615213                          | CUSIP: 36290RN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12659 | PA      | $12797.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4885249.82    | 0.06%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588354                          | CUSIP: 36201NTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1070 | PA      | $1065.95       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403456                          | CUSIP: 36205XE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4215 | PA      | $4257.29       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489583                          | CUSIP: 36210D2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4273 | PA      | $4344.04       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE8924                          | CUSIP: 36181C4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42491 | PA      | $38568.51      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631530                          | CUSIP: 36291LST3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4825 | PA      | $4876.13       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5708                          | CUSIP: 36178SKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96710 | PA      | $90680.89      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658940                          | CUSIP: 36294TBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2866 | PA      | $3010.25       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2438880.93    | 0.03%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604476                          | CUSIP: 36200MQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8131 | PA      | $8397.12       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5887173.56    | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0638                          | CUSIP: 31427MV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16000000 | PA      | $13440007.93   | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609406                          | CUSIP: 36202UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4955 | PA      | $5045.92       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603354                          | CUSIP: 36200KH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5761 | PA      | $5937.60       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558919                          | CUSIP: 36213M4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5857 | PA      | $5984.53       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                          | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31151 | PA      | $30933.94      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781766                          | CUSIP: 36225B6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26596 | PA      | $26903.22      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723419                          | CUSIP: 3620A9VL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      200209 | PA      | $202801.64     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620161                          | CUSIP: 36290W5W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5016 | PA      | $5131.98       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2175                          | CUSIP: 36180UMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23805 | PA      | $21556.02      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732016                          | CUSIP: 3620AKGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8822 | PA      | $8729.54       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495729                          | CUSIP: 36210LVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3608 | PA      | $3688.90       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     4000000 | PA      | $4320333.15    | 0.05%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774506                          | CUSIP: 36176SGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47424 | PA      | $46957.45      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634240                          | CUSIP: 36291PS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2055 | PA      | $2091.61       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621823                          | CUSIP: 36290YYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14796 | PA      | $15121.44      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      271000 | PA      | $265258.90     | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565264                          | CUSIP: 36213U5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9096 | PA      | $9564.19       | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701354                          | CUSIP: 36296UE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1351 | PA      | $1368.75       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486935                          | CUSIP: 36210A4U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1201 | PA      | $1227.95       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A B                    | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      536000 | PA      | $542257.59     | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617645                          | CUSIP: 36290UES1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46234 | PA      | $46833.88      | 0.00%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637874                          | CUSIP: 36291TT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5953 | PA      | $6103.85       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6488.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $1904546.13    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580653                          | CUSIP: 36201EBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18642 | PA      | $18860.44      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781527                          | CUSIP: 36225BVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      454961 | PA      | $469448.15     | 0.01%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774603                          | CUSIP: 36176SKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9107 | PA      | $8796.51       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766489                          | CUSIP: 36176HKA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46727 | PA      | $45212.00      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TURKEY)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -5650000 | NC      | $-633038.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 665279                          | CUSIP: 36295BCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11481 | PA      | $11787.47      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594347                          | CUSIP: 36201VHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4608 | PA      | $4661.38       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632866                          | CUSIP: 36291NCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7164 | PA      | $7332.09       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI8443                          | CUSIP: 36198VLY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97997 | PA      | $90898.86      | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782956                          | CUSIP: 36241LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3509 | PA      | $3478.42       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638237                          | CUSIP: 36291UBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26329 | PA      | $26954.93      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759958                          | CUSIP: 36176AB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3552 | PA      | $3432.76       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490963                          | CUSIP: 36210FML7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1025 | PA      | $1042.24       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442419                          | CUSIP: 36207UPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45701 | PA      | $44262.39      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2302                          | CUSIP: 36183XRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125463 | PA      | $112443.48     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1482                          | CUSIP: 36178LUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91766 | PA      | $85857.17      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761747                          | CUSIP: 36176CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28552 | PA      | $27615.87      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587579                          | CUSIP: 36201MXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3647 | PA      | $3730.85       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741700                          | CUSIP: 3620AV7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77511 | PA      | $74918.38      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769795                          | CUSIP: 36176L7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13430 | PA      | $12939.30      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634628                          | CUSIP: 36291QA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16032 | PA      | $16418.43      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3082000 | PA      | $3141119.07    | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750298                          | CUSIP: 3620C6RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62171 | PA      | $61590.91      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618835                          | CUSIP: 36290VPU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4248 | PA      | $4346.33       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493898                          | CUSIP: 36210JUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2136 | PA      | $2183.33       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481321                          | CUSIP: 36209TVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1381 | PA      | $1411.84       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633473                          | CUSIP: 36291NXA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1181 | PA      | $1182.59       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572241                          | CUSIP: 36200TWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19408 | PA      | $19844.41      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3005                          | CUSIP: 3140KNKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26376823 | PA      | $22065874.19   | 0.28%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487468                          | CUSIP: 36210BQV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1104 | PA      | $1124.01       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494563                          | CUSIP: 36210KML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1620 | PA      | $1639.53       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                          | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31305158 | PA      | $28715257.43   | 0.36%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                    | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663607 | PA      | $686746.25     | 0.01%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627712                          | CUSIP: 36291GKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23931 | PA      | $25133.51      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C C                     | CUSIP: 344940AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633000 | PA      | $658351.02     | 0.01%             | 2031-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849418                          | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      339893 | PA      | $350478.22     | 0.00%             | 2044-04-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 367103                          | CUSIP: 36204DX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7690 | PA      | $7789.55       | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753286                          | CUSIP: 36230MUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19817 | PA      | $19238.26      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600103                          | CUSIP: 36200FU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6976 | PA      | $7202.34       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612732                          | CUSIP: 36202XVZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7650 | PA      | $7799.76       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716737                          | CUSIP: 3620A2HN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39232 | PA      | $38893.48      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646779                          | CUSIP: 36292EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7342 | PA      | $7431.29       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 430615                          | CUSIP: 36207FK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3978 | PA      | $4028.48       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4142                            | CUSIP: 36202ES75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7195 | PA      | $7157.33       | 0.00%             | 2038-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                 | DLLAA 2023-1A A4                   | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138823 | PA      | $143124.83     | 0.00%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781594                          | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6066 | PA      | $6268.20       | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI2470                          | CUSIP: 36198NW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5729 | PA      | $5613.41       | 0.00%             | 2029-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497573                          | CUSIP: 36210NXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1909 | PA      | $1935.00       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617515                          | CUSIP: 36290UAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2403 | PA      | $2460.46       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651738                          | CUSIP: 36292LBF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2880 | PA      | $2984.76       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763557                          | CUSIP: 36176EB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12939 | PA      | $12801.04      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627334                          | CUSIP: 36291F4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3392 | PA      | $3430.87       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594824                          | CUSIP: 36201VYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2352 | PA      | $2424.03       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475841                          | CUSIP: 36209MS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1385 | PA      | $1416.34       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403404                          | CUSIP: 36205XDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1370 | PA      | $1384.85       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678547                          | CUSIP: 36295RZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7069 | PA      | $7150.52       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM5580                          | CUSIP: 36184VFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39321 | PA      | $37239.22      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596748                          | CUSIP: 36200B5H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8267 | PA      | $8432.33       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503552                          | CUSIP: 36210VL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2534 | PA      | $2590.60       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI5195                          | CUSIP: 36198RXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      189058 | PA      | $169627.25     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647942                          | CUSIP: 36292FZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4109 | PA      | $4213.48       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                | IRON MOUNTAIN                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       74000 | PA      | $73843.45      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741348                          | CUSIP: 3620AVTD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23626 | PA      | $23381.30      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                        | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     1666000 | PA      | $1599155.02    | 0.02%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619093                          | CUSIP: 36290VXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2993 | PA      | $3061.48       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623351                          | CUSIP: 36291BQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9745 | PA      | $9964.84       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580409                          | CUSIP: 36201DYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2776 | PA      | $2807.84       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494907                          | CUSIP: 36210KYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8570 | PA      | $8760.73       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484221                          | CUSIP: 36209W4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2567 | PA      | $2624.36       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735223                          | CUSIP: 3620ANYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9459 | PA      | $9136.00       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7716                          | CUSIP: 3138E0SE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1909 | PA      | $1886.47       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618968                          | CUSIP: 36290VTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4219 | PA      | $4318.47       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2485                          | CUSIP: 36178MXN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4944 | PA      | $4559.87       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4340000 | PA      | $3544777.75    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $2868365.97    | 0.04%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509237                          | CUSIP: 36211CV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1974 | PA      | $2024.54       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769889                          | CUSIP: 36176MC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26558 | PA      | $26297.09      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625958                          | CUSIP: 36291EMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6274 | PA      | $6415.69       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6174                          | CUSIP: 36178D2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130542 | PA      | $122038.72     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759186                          | CUSIP: 36230UF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57661 | PA      | $57119.85      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541281                          | CUSIP: 36212RJ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2703 | PA      | $2782.25       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737181                          | CUSIP: 3620AQ6S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4805 | PA      | $4937.95       | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595026                          | CUSIP: 36200AA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38163 | PA      | $39424.64      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598638                          | CUSIP: 36200EBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6316 | PA      | $6458.41       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2221805.55    | 0.03%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492710                          | CUSIP: 36210HKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1418 | PA      | $1441.91       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750329                          | CUSIP: 3620C6SS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2202 | PA      | $2133.01       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502989                          | CUSIP: 36210UXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3346 | PA      | $3385.28       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      585000 | PA      | $484549.68     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                          | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56562 | PA      | $50396.78      | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1398497.12    | 0.02%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB5919                          | CUSIP: 3617AWSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18470 | PA      | $16927.44      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737535                          | CUSIP: 3620ARLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      275430 | PA      | $267170.93     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743009                          | CUSIP: 3620AXN20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92188 | PA      | $88995.83      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796071                          | CUSIP: 36177QW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2874 | PA      | $2775.85       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739860                          | CUSIP: 3620AT5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16325 | PA      | $15764.83      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595180                          | CUSIP: 36200AFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2787 | PA      | $2876.06       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 5/25                      | CUSIP: 01F062655<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2000000 | PA      | $-2059609.40   | -0.03%            | 2025-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2421                          | CUSIP: 36178MVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47614 | PA      | $43030.27      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650471                          | CUSIP: 36292JT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3839 | PA      | $3938.75       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 441972                          | CUSIP: 36207T6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8919 | PA      | $9213.57       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677023                          | CUSIP: 36295QD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11403 | PA      | $11549.99      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-1A B                    | CUSIP: 361886DC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      364000 | PA      | $367901.32     | 0.00%             | 2029-03-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4060000 | PA      | $3032312.50    | 0.04%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773458                          | CUSIP: 36176RB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43890 | PA      | $43554.97      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496465                          | CUSIP: 36210MQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1123 | PA      | $1147.57       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1177987.36    | 0.01%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     9399000 | PA      | $5546737.07    | 0.07%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622492                          | CUSIP: 36291ARM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1729 | PA      | $1769.77       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493499                          | CUSIP: 36210JGG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2577 | PA      | $2633.20       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    37201749 | PA      | $43390294.19   | 0.55%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649517                          | CUSIP: 36292HSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1959 | PA      | $2008.19       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461130                          | CUSIP: 36208UHF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3736 | PA      | $3779.53       | 0.00%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42566.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     6119000 | PA      | $5069488.23    | 0.06%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AX8693                          | CUSIP: 36196LUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16099 | PA      | $14799.47      | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594085                          | CUSIP: 36201U6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8905 | PA      | $9083.00       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781104                          | CUSIP: 36225BGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1050 | PA      | $1073.25       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 391137                          | CUSIP: 36205HPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1758 | PA      | $1778.38       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631203                          | CUSIP: 36291LGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6224 | PA      | $6381.72       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558808                          | CUSIP: 36213MYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48273 | PA      | $49366.12      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698264                          | CUSIP: 36296QWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2688 | PA      | $2722.51       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595652                          | CUSIP: 36200AWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4363 | PA      | $4413.84       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628044                          | CUSIP: 36291GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8858 | PA      | $9049.66       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634810                          | CUSIP: 36291QGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14956 | PA      | $15143.49      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535807                          | CUSIP: 36212KGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8848 | PA      | $9080.74       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91386                          | CUSIP: 312939RF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5982 | PA      | $5935.99       | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754193                          | CUSIP: 36230NUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3106 | PA      | $3082.60       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                      | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      171469 | PA      | $149227.50     | 0.00%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606763                          | CUSIP: 36201YB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3724 | PA      | $3806.33       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      393000 | PA      | $380821.66     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07970                          | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7231 | PA      | $7338.80       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389797                          | CUSIP: 36205F7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10505 | PA      | $10842.45      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1094                          | CUSIP: 36178LGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70924 | PA      | $66447.84      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434143                          | CUSIP: 36207KHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4739 | PA      | $4810.64       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462244                          | CUSIP: 36208VP58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3519 | PA      | $3568.49       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732871                          | CUSIP: 3620ALFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288164 | PA      | $278670.60     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604325                          | CUSIP: 36200MLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3138 | PA      | $3243.12       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610907                          | CUSIP: 36202VU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4291 | PA      | $4382.91       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3388000 | PA      | $3271133.89    | 0.04%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745086                          | CUSIP: 3620C0XP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14953 | PA      | $14818.20      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619485                          | CUSIP: 36290WF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41694 | PA      | $42500.65      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      516000 | PA      | $521516.38     | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B              | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2379242 | PA      | $2637925.75    | 0.03%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592740                          | CUSIP: 36201TPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48776 | PA      | $49867.79      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709550                          | CUSIP: 36297EH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12744 | PA      | $12611.04      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6409                          | CUSIP: 36178EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24506 | PA      | $22173.29      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671541                          | CUSIP: 36295JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17370 | PA      | $18243.00      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 5/25                        | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   187500000 | PA      | $174660637.50  | 2.21%             | 2025-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605231                          | CUSIP: 36200NLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44422 | PA      | $44932.28      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629431                          | CUSIP: 36291JHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3853 | PA      | $3897.84       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4771                          | CUSIP: 36178CJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131613 | PA      | $122974.46     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638140                          | CUSIP: 36291T4Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3212 | PA      | $3251.05       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                          | STACR 2024-DNA3 A1                 | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |      105007 | PA      | $104646.13     | 0.00%             | 2044-10-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667667                          | CUSIP: 36295DW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4057 | PA      | $4273.63       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438104                          | CUSIP: 36207PU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2221 | PA      | $2270.08       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673636                          | CUSIP: 36295LLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18184 | PA      | $19128.49      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496117                          | CUSIP: 36210MDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1526 | PA      | $1559.92       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                         | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     8180000 | PA      | $4907838.29    | 0.06%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.206440 31-AUG-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    53200000 | NC      | $234787.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1716                          | CUSIP: 36180C3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131587 | PA      | $119439.80     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                     | INTELSAT JACKSON                   | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |       45000 | PA      | $44395.93      | 0.00%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6019                          | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5823402 | PA      | $4873462.36    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592084                          | CUSIP: 36201SXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89750 | PA      | $90687.99      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615267                          | CUSIP: 36290RQU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8356 | PA      | $8547.10       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637322                          | CUSIP: 36291TAX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9694 | PA      | $9935.60       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      600000 | PA      | $681729.76     | 0.01%             | 2036-05-22      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615296                          | CUSIP: 36290RRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22169 | PA      | $22392.84      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04668                          | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13631 | PA      | $13832.77      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN                   | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     1258000 | PA      | $1321542.21    | 0.02%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      797000 | PA      | $814332.97     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746066                          | CUSIP: 3620C1Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7223 | PA      | $7144.24       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17000000 | PA      | $10899257.77   | 0.14%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531085                          | CUSIP: 36212D6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1897 | PA      | $1938.05       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587128                          | CUSIP: 36201MHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1526 | PA      | $1574.81       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574560                          | CUSIP: 36200WJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17814 | PA      | $18017.55      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                          | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133090 | PA      | $119123.73     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599829                          | CUSIP: 36200FLJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5653 | PA      | $5771.09       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676015                          | CUSIP: 36295PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3148 | PA      | $3316.08       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783238                          | CUSIP: 36241LS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      433532 | PA      | $419889.25     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605584                          | CUSIP: 36200NXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28893 | PA      | $29247.57      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597579                          | CUSIP: 36200C2L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9259 | PA      | $9207.16       | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562208                          | CUSIP: 36213RR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8784 | PA      | $8999.02       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630093                          | CUSIP: 36291J7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7684 | PA      | $7872.69       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690636                          | CUSIP: 36296GHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12729 | PA      | $12635.43      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721411                          | CUSIP: 3620A7N43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10986 | PA      | $10899.05      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598223                          | CUSIP: 36200DSL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1593 | PA      | $1620.52       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708756                          | CUSIP: 36297DMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1506 | PA      | $1548.89       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1082                          | CUSIP: 36181GFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23820 | PA      | $22256.65      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483016                          | CUSIP: 36209VSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3145 | PA      | $3215.44       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721228                          | CUSIP: 3620A7HD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3724 | PA      | $3772.38       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575980                          | CUSIP: 36200X2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2870 | PA      | $2974.44       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                        | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $2743422.78    | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO9616                          | CUSIP: 3617AAVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      355234 | PA      | $318456.33     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648490                          | CUSIP: 36292GNF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16507 | PA      | $16712.13      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712346                          | CUSIP: 36297HL30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7980 | PA      | $8083.67       | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446715                          | CUSIP: 36208CGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2643 | PA      | $2674.89       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501355                          | CUSIP: 36210S5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1707 | PA      | $1736.78       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5005000 | PA      | $4916860.68    | 0.06%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609506                          | CUSIP: 36202UDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2430 | PA      | $2486.54       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741262                          | CUSIP: 3620AVQP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2061 | PA      | $2040.78       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487068                          | CUSIP: 36210BCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1484 | PA      | $1517.35       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613810                          | CUSIP: 36290N3T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3145 | PA      | $3181.56       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      951000 | PA      | $957183.72     | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB7645                          | CUSIP: 36178UP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27703 | PA      | $25961.25      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473088                          | CUSIP: 36209JRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1569 | PA      | $1587.28       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734166                          | CUSIP: 3620AMTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34728 | PA      | $33548.31      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550727                          | CUSIP: 36213CYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158847 | PA      | $160776.89     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752424                          | CUSIP: 36230LVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23308 | PA      | $23062.15      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                                           | MTBAT 2024-1A A4                   | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      416000 | PA      | $425856.29     | 0.01%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627833                          | CUSIP: 36291GPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14696 | PA      | $15036.62      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO3587                          | CUSIP: 3617A36Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59232 | PA      | $53099.26      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/ZAR FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $720508.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704750                          | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42101 | PA      | $41727.36      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $1144101.36    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $3054556.55    | 0.04%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                     | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     4151000 | PA      | $3931016.83    | 0.05%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657612                          | CUSIP: 36294RR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5917 | PA      | $6192.76       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782213                          | CUSIP: 36241KN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1596 | PA      | $1615.37       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760334                          | CUSIP: 36176APT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110205 | PA      | $106371.78     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474656                          | CUSIP: 36209LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1953 | PA      | $1983.91       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451467                          | CUSIP: 36208HQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1505 | PA      | $1538.59       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610577                          | CUSIP: 36202VJW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3709 | PA      | $3815.42       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2531119.98    | 0.03%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565929                          | CUSIP: 36213VVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1101 | PA      | $1135.32       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636721                          | CUSIP: 36291SLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2744 | PA      | $2800.63       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704756                          | CUSIP: 36296X5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      235285 | PA      | $238337.61     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774491                          | CUSIP: 36176SF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20250 | PA      | $20054.80      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592478                          | CUSIP: 36201TFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13212 | PA      | $13479.36      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1723                          | CUSIP: 36179A4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      127257 | PA      | $115696.38     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743727                          | CUSIP: 3620AYHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8931 | PA      | $8848.48       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707757                          | CUSIP: 36297CJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47923 | PA      | $47518.77      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 556242                          | CUSIP: 36213J5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12098 | PA      | $12497.80      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711688                          | CUSIP: 36297GUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1993884 | PA      | $1813482.95    | 0.02%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96388                          | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44817 | PA      | $44421.00      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592085                          | CUSIP: 36201SXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17780 | PA      | $17967.60      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1901000 | PA      | $1859538.54    | 0.02%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575858                          | CUSIP: 36200XWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11500 | PA      | $11852.26      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37619                          | CUSIP: 31297TPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26015 | PA      | $25912.38      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      810000 | PA      | $782538.51     | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5681                          | CUSIP: 36184CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69418 | PA      | $62306.57      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548919                          | CUSIP: 36213AYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1180 | PA      | $1193.71       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 695742                          | CUSIP: 36296M5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13165 | PA      | $13855.56      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1613                          | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8460 | PA      | $7550.77       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702875                          | CUSIP: 36296V2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112952 | PA      | $109531.19     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475374                          | CUSIP: 36209MCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5315 | PA      | $5397.97       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553080                          | CUSIP: 36213FM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24348 | PA      | $24829.14      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458871                          | CUSIP: 36208RW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2010 | PA      | $2054.56       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DL6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     1952000 | PA      | $1905173.12    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745746                          | CUSIP: 3620C1P75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35122 | PA      | $33940.89      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      291000 | PA      | $284785.33     | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737458                          | CUSIP: 3620ARJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4232 | PA      | $4287.16       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636822                          | CUSIP: 36291SPF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13452 | PA      | $13756.78      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429705                          | CUSIP: 36207EKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5022 | PA      | $4926.73       | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2022-5A C                    | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      156113 | PA      | $156333.06     | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628020                          | CUSIP: 36291GVM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2349 | PA      | $2372.64       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717344                          | CUSIP: 3620A25D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28277 | PA      | $26406.91      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625199                          | CUSIP: 36291DRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4493 | PA      | $4536.49       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550685                          | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18594 | PA      | $18822.55      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636250                          | CUSIP: 36291RZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9525 | PA      | $9907.81       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736670                          | CUSIP: 3620AQMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6717 | PA      | $6803.84       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM3943                          | CUSIP: 36184QLY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98215 | PA      | $94205.64      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bond                                        | REPUBLIC OF AZER                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AZ        |     1988000 | PA      | $1950228.00    | 0.02%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2368000 | PA      | $1973369.17    | 0.02%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710995                          | CUSIP: 36297F3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7805 | PA      | $7906.12       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763620                          | CUSIP: 36176EDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36267 | PA      | $35883.37      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748083                          | CUSIP: 3620C4CU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59214 | PA      | $58576.10      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM7297                          | CUSIP: 36184YDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14227 | PA      | $12753.70      | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467342                          | CUSIP: 36209CEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12751 | PA      | $12917.51      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565036                          | CUSIP: 36213UV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2928 | PA      | $3011.83       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723759                          | CUSIP: 3620AAB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80056 | PA      | $77595.36      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637317                          | CUSIP: 36291TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2805 | PA      | $2874.34       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM0403                          | CUSIP: 36184KNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      413754 | PA      | $396508.70     | 0.01%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670519                          | CUSIP: 36295G4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7329 | PA      | $7660.98       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      659000 | PA      | $685707.05     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745645                          | CUSIP: 3620C1L20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50657 | PA      | $48920.38      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492385                          | CUSIP: 36210G6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4735 | PA      | $4808.61       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777847                          | CUSIP: 36176V5G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27417 | PA      | $26414.39      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8372                          | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1106590 | PA      | $1105490.60    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464826                          | CUSIP: 36208YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2329 | PA      | $2361.05       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480649                          | CUSIP: 36209S5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1438 | PA      | $1454.41       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1306.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                             | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      499000 | PA      | $482993.93     | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507848                          | CUSIP: 36211BEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1309 | PA      | $1327.73       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540352                          | CUSIP: 36212QH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6023 | PA      | $6203.57       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548480                          | CUSIP: 36213AJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3724 | PA      | $3846.82       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: PLN 4.404000 18-JUN-2035 WIB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48000000 | NC      | $-156522.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473631                          | CUSIP: 36209KEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7368 | PA      | $7486.54       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646844                          | CUSIP: 36292ES92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70761 | PA      | $72520.02      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611470                          | CUSIP: 36202WJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3165 | PA      | $3225.82       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738287                          | CUSIP: 3620ASF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18996 | PA      | $18426.82      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735196                          | CUSIP: 3620ANXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      149663 | PA      | $144783.53     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86313                          | CUSIP: 312933AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23600 | PA      | $23951.52      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728922                          | CUSIP: 3620AFYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      732200 | PA      | $741695.31     | 0.01%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 407772                          | CUSIP: 36206C6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8095 | PA      | $8004.32       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |        1000 | PA      | $977.35        | 0.00%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619619                          | CUSIP: 36290WK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1968 | PA      | $1989.40       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                      | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     4491000 | PA      | $2923159.48    | 0.04%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753219                          | CUSIP: 36230MSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25885 | PA      | $24244.89      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478002                          | CUSIP: 36209QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1858 | PA      | $1899.71       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3308                          | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      310097 | PA      | $270462.29     | 0.00%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749249                          | CUSIP: 3620C5L62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77613 | PA      | $75043.22      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796349                          | CUSIP: 36177RBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11815 | PA      | $10999.56      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701815                          | CUSIP: 36296UVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1284 | PA      | $1273.31       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 452801                          | CUSIP: 36208KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1365 | PA      | $1395.02       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663188                          | CUSIP: 36294XXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15031 | PA      | $15654.54      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658212                          | CUSIP: 36294SGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3667 | PA      | $3764.78       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619573                          | CUSIP: 36290WJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20545 | PA      | $20769.24      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574975                          | CUSIP: 36200WXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1448 | PA      | $1483.25       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC6535                          | CUSIP: 36179GHL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8789 | PA      | $8199.30       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760103                          | CUSIP: 36176AGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33913 | PA      | $33607.92      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607623                          | CUSIP: 36202SAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1733 | PA      | $1788.28       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505730                          | CUSIP: 36210XY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1333 | PA      | $1362.87       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6089                          | CUSIP: 36178DXS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81208 | PA      | $73167.79      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605428                          | CUSIP: 36200NSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3718 | PA      | $3844.99       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A C                    | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $285724.45     | 0.00%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603089                          | CUSIP: 36200J7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1596 | PA      | $1613.59       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782930                          | CUSIP: 36241LHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16937 | PA      | $16783.12      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583125                          | CUSIP: 36201GYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2138 | PA      | $2128.69       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627943                          | CUSIP: 36291GS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4914 | PA      | $5090.14       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-2 B                     | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      556000 | PA      | $573177.34     | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 547888                          | CUSIP: 36212YUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2444 | PA      | $2527.56       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684262                          | CUSIP: 36295YFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      184528 | PA      | $172600.33     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      534000 | PA      | $496004.94     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9330                          | CUSIP: 3140XDLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2089862 | PA      | $1832480.51    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758957                          | CUSIP: 36230T5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9798 | PA      | $9445.54       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717145                          | CUSIP: 3620A2WE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25820 | PA      | $25612.50      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591934                          | CUSIP: 36201SSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8107 | PA      | $8234.70       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | GHANA REP OF                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |     7595000 | PA      | $6422105.67    | 0.08%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5713                          | CUSIP: 36178SK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      144806 | PA      | $135854.23     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607760                          | CUSIP: 36202SE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13194 | PA      | $13494.25      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641576                          | CUSIP: 36291XXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1613 | PA      | $1630.67       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799265                          | CUSIP: 36177UJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20890 | PA      | $19488.08      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783879                          | CUSIP: 3622A2JY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152936 | PA      | $147691.62     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 B                      | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113000 | PA      | $113755.20     | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 654905                          | CUSIP: 36294NR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21721 | PA      | $22586.50      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563662                          | CUSIP: 36213TFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13813 | PA      | $14068.42      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751603                          | CUSIP: 36230KX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3516 | PA      | $3391.23       | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727565                          | CUSIP: 3620AEJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68200 | PA      | $65941.10      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613044                          | CUSIP: 36290NBM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11004 | PA      | $11112.71      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      490000 | PA      | $488025.35     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783642                          | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4158 | PA      | $4224.30       | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652746                          | CUSIP: 36292MET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10074 | PA      | $10331.51      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592750                          | CUSIP: 36201TQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14933 | PA      | $15261.48      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4952                          | CUSIP: 36178CQD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12479 | PA      | $11638.84      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669959                          | CUSIP: 36295GJC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21704 | PA      | $19568.98      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651910                          | CUSIP: 36292LGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22940 | PA      | $23791.83      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711574                          | CUSIP: 36297GQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      121653 | PA      | $119881.76     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1609000 | PA      | $1601239.00    | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484185                          | CUSIP: 36209W2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1475 | PA      | $1507.93       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650457                          | CUSIP: 36292JTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4613 | PA      | $4722.71       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2890                          | CUSIP: 36179RF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1436832 | PA      | $1261065.44    | 0.02%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     6610000 | PA      | $5585655.22    | 0.07%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650693                          | CUSIP: 36292J3A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8303 | PA      | $8249.59       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602880                          | CUSIP: 36200JXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25246 | PA      | $25868.86      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621838                          | CUSIP: 36290YZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8046 | PA      | $8190.96       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624297                          | CUSIP: 36291CRS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7060 | PA      | $7232.94       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762299                          | CUSIP: 36176CUY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36070 | PA      | $35670.63      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751998                          | CUSIP: 36230LGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14720 | PA      | $14560.14      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632861                          | CUSIP: 36291NB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21465 | PA      | $21977.81      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603466                          | CUSIP: 36200KMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33189 | PA      | $33852.48      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686279                          | CUSIP: 36296BM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4019 | PA      | $4071.41       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574585                          | CUSIP: 36200WJ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11563 | PA      | $11699.31      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595436                          | CUSIP: 36200APV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5840 | PA      | $5963.66       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619480                          | CUSIP: 36290WFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2186 | PA      | $2233.76       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74963.14      | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494905                          | CUSIP: 36210KYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4410 | PA      | $4507.90       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582987                          | CUSIP: 36201GUL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30456 | PA      | $31121.31      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482073                          | CUSIP: 36209UQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1961 | PA      | $2004.25       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4641392.35    | 0.06%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669700                          | CUSIP: 36295F7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5160 | PA      | $5417.07       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753825                          | CUSIP: 36230NHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67434 | PA      | $65200.65      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631212                          | CUSIP: 36291LGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4042 | PA      | $4190.84       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9030                          | CUSIP: 3133AUA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      233463 | PA      | $212295.24     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732858                          | CUSIP: 3620ALE75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      691140 | PA      | $668135.95     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705358                          | CUSIP: 36296YTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      189763 | PA      | $199750.85     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589580                          | CUSIP: 36201P6R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5218 | PA      | $5326.08       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6712                          | CUSIP: 36179VN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9217084 | PA      | $8688579.35    | 0.11%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671482                          | CUSIP: 36295H6T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23744 | PA      | $24977.41      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615197                          | CUSIP: 36290RNN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10821 | PA      | $10946.75      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477551                          | CUSIP: 36209PQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3145 | PA      | $3196.47       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794323                          | CUSIP: 36177NYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      172751 | PA      | $154656.30     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487039                          | CUSIP: 36210BBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11472 | PA      | $11578.21      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667341                          | CUSIP: 36295DLW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3598 | PA      | $3780.02       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553034                          | CUSIP: 36213FLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3211 | PA      | $3278.27       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615259                          | CUSIP: 36290RQL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18196 | PA      | $18386.25      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748603                          | CUSIP: 3620C4U40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4860 | PA      | $4922.66       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544295                          | CUSIP: 36212UUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43791 | PA      | $43322.10      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB                   | CUSIP: ZQ2375298<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1095689.46    | 0.01%             | 2026-10-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749243                          | CUSIP: 3620C5LY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27550 | PA      | $25919.82      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2170331.69    | 0.03%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                             | SIX FLAGS ENTE                     | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $32825.42      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6884                          | CUSIP: 36198TUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38414 | PA      | $34356.20      | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583344                          | CUSIP: 36201HBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7261 | PA      | $7509.17       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612166                          | CUSIP: 36202XCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9535 | PA      | $9729.70       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4320                          | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      736686 | PA      | $660528.50     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5201 CB                        | CUSIP: 3137H64W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1076698 | PA      | $743879.56     | 0.01%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761211                          | CUSIP: 36176BN45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97774 | PA      | $94754.51      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580837                          | CUSIP: 36201EHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15545 | PA      | $15729.29      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614158                          | CUSIP: 36290QJB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18524 | PA      | $18713.08      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471350                          | CUSIP: 36209GTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1746 | PA      | $1802.18       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638069                          | CUSIP: 36291T2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7329 | PA      | $7515.64       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673760                          | CUSIP: 36295LQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8463 | PA      | $8904.61       | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631270                          | CUSIP: 36291LJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1809 | PA      | $1831.04       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743030                          | CUSIP: 3620AXPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43356 | PA      | $41854.51      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FI 3.5 6/15/2032                   | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | IE        |      600000 | PA      | $676405.05     | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      733000 | PA      | $719623.23     | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779864                          | CUSIP: 36176YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      123594 | PA      | $119254.35     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     4005000 | PA      | $4066862.40    | 0.05%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724255                          | CUSIP: 3620AATL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38375 | PA      | $38869.13      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4445                          | CUSIP: 36178Q5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62997 | PA      | $56999.96      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                          | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $818666.30     | 0.01%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751760                          | CUSIP: 36230K5V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131572 | PA      | $127411.92     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620951                          | CUSIP: 36290XZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6301 | PA      | $6275.38       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690660                          | CUSIP: 36296GJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4431 | PA      | $4393.74       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767045                          | CUSIP: 36176H5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      342353 | PA      | $310499.18     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497343                          | CUSIP: 36210NP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1531 | PA      | $1557.34       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 4.300000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    54241000 | NC      | $16988.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1078                          | CUSIP: 36181GFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10607 | PA      | $9612.24       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 D                     | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123000 | PA      | $125273.91     | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777542                          | CUSIP: 36176VS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14260 | PA      | $12785.00      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6041                          | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      555213 | PA      | $539865.92     | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565164                          | CUSIP: 36213UZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1222 | PA      | $1250.18       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740081                          | CUSIP: 3620AUFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11758 | PA      | $11362.82      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO5860                          | CUSIP: 3617A6QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18215 | PA      | $16329.19      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623871                          | CUSIP: 36291CCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7256 | PA      | $7337.29       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 576288                          | CUSIP: 36200YF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8711 | PA      | $8807.76       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2186419.01    | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCF1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      749000 | PA      | $722287.02     | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572553                          | CUSIP: 36200UBW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2190 | PA      | $2259.40       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590078                          | CUSIP: 36201QQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3294 | PA      | $3343.94       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |      444000 | PA      | $484942.71     | 0.01%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8773944.56    | 0.11%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AC0107                          | CUSIP: 36178YDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      289738 | PA      | $271080.25     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458931                          | CUSIP: 36208RY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1895 | PA      | $1936.77       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782988                          | CUSIP: 36241LJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14494 | PA      | $14894.31      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570133                          | CUSIP: 36200RLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5096 | PA      | $5233.01       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG5710                          | CUSIP: 36182AKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13067 | PA      | $11763.68      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495770                          | CUSIP: 36210LW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6574 | PA      | $6653.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609588                          | CUSIP: 36202UF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3884 | PA      | $3929.98       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492195                          | CUSIP: 36210GXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2020 | PA      | $2053.91       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794575                          | CUSIP: 36177PCM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6563 | PA      | $6349.11       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721544                          | CUSIP: 3620A7S97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3260 | PA      | $3227.54       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9106                          | CUSIP: 36178WDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      276907 | PA      | $251853.33     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08277                          | CUSIP: 3128MJJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1483 | PA      | $1504.66       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.430000 12-MAY-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -204500000 | NC      | $-537328.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                          | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12900 | PA      | $11872.67      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0384                          | CUSIP: 36177WM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42512 | PA      | $40247.51      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595064                          | CUSIP: 36200AB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4224 | PA      | $4369.83       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490925                          | CUSIP: 36210FLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3404 | PA      | $3456.46       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310228                          | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5827388 | PA      | $5257469.10    | 0.07%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778792                          | CUSIP: 36176W7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      201422 | PA      | $188970.00     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619629                          | CUSIP: 36290WLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6422 | PA      | $6560.55       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644631                          | CUSIP: 36292CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69122 | PA      | $69956.73      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528150                          | CUSIP: 36212AWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3955 | PA      | $4045.18       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495783                          | CUSIP: 36210LXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1033 | PA      | $1048.92       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670390                          | CUSIP: 36295GXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15638 | PA      | $16075.86      | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558770                          | CUSIP: 36213MW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33693 | PA      | $34408.21      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15230000 | PA      | $14269796.02   | 0.18%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      102000 | PA      | $102729.05     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3918                            | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5840 | PA      | $5925.43       | 0.00%             | 2036-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641500                          | CUSIP: 36291XUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1483 | PA      | $1500.78       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      557000 | PA      | $677454.38     | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      278000 | PA      | $275546.91     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72047                          | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48721 | PA      | $49439.59      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685727                          | CUSIP: 36296AYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2612 | PA      | $2750.24       | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510386                          | CUSIP: 36211D6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33775 | PA      | $34168.23      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604729                          | CUSIP: 36200MY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5422 | PA      | $5547.81       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AX7238                          | CUSIP: 36196KBF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48729 | PA      | $44796.00      | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603470                          | CUSIP: 36200KMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65650 | PA      | $67017.11      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738112                          | CUSIP: 3620ASAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17900 | PA      | $17729.23      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289495 | PA      | $276948.84     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486960                          | CUSIP: 36210A5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1166 | PA      | $1188.08       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642333                          | CUSIP: 36291YSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16154 | PA      | $16543.85      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720849                          | CUSIP: 3620A6ZN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6938 | PA      | $6733.05       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645420                          | CUSIP: 36292DAV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17138 | PA      | $17580.34      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627889                          | CUSIP: 36291GRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2642 | PA      | $2704.11       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741557                          | CUSIP: 3620AVZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62732 | PA      | $60570.20      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711554                          | CUSIP: 36297GQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88074 | PA      | $85053.81      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4892000 | PA      | $3981907.43    | 0.05%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      621000 | PA      | $578314.60     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782984                          | CUSIP: 36241LJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11376 | PA      | $11523.27      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773503                          | CUSIP: 36176RDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93499 | PA      | $90355.81      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ9501                          | CUSIP: 36183FRW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31984 | PA      | $28664.73      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1248759.97    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586145                          | CUSIP: 36201LES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6008 | PA      | $6224.34       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587526                          | CUSIP: 36201MVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7880 | PA      | $8123.49       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748969                          | CUSIP: 3620C5CE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7503 | PA      | $7254.06       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&AN                    | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $2742229.89    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: KRW 2.482000 18-JUN-2030 KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 79000000000 | NC      | $641588.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618898                          | CUSIP: 36290VRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5134 | PA      | $5241.89       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591860                          | CUSIP: 36201SQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11140 | PA      | $11501.91      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734094                          | CUSIP: 3620AMRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      226608 | PA      | $219375.58     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705593                          | CUSIP: 36296Y3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4083 | PA      | $4045.00       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593893                          | CUSIP: 36201UXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7818 | PA      | $7993.55       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543812                          | CUSIP: 36212UDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1661 | PA      | $1707.60       | 0.00%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1068                          | CUSIP: 36178LFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151809 | PA      | $137850.15     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574678                          | CUSIP: 36200WM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4925 | PA      | $5044.43       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603551                          | CUSIP: 36200KQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7160 | PA      | $7315.89       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619034                          | CUSIP: 36290VV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3520 | PA      | $3599.85       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591284                          | CUSIP: 36201R2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53007 | PA      | $54711.09      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                      | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     2887000 | PA      | $2894923.12    | 0.04%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704204                          | CUSIP: 36296XKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47535 | PA      | $48150.80      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493754                          | CUSIP: 36210JQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1741 | PA      | $1761.74       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635332                          | CUSIP: 36291QY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5936 | PA      | $6044.60       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768127                          | CUSIP: 36176KD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17424 | PA      | $16878.00      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       64000 | PA      | $61853.02      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678528                          | CUSIP: 36295RYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32743 | PA      | $33169.35      | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588191                          | CUSIP: 36201NNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6550 | PA      | $6695.35       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                        | IRV 2025-200P A                    | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4010000 | PA      | $4016070.74    | 0.05%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783971                          | CUSIP: 3622A2MU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1391955 | PA      | $1345860.53    | 0.02%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3898                          | CUSIP: 36178QKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24656 | PA      | $22546.44      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2591000 | PA      | $1931412.04    | 0.02%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                     | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $1074614.86    | 0.01%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565656                          | CUSIP: 36213VMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2577 | PA      | $2654.72       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      523000 | PA      | $510250.88     | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495860                          | CUSIP: 36210LZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6476 | PA      | $6573.75       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI5181                          | CUSIP: 36198RXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69399 | PA      | $66636.88      | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749838                          | CUSIP: 3620C6BF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61792 | PA      | $60122.44      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676539                          | CUSIP: 36295PS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24238 | PA      | $25467.41      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483585                          | CUSIP: 36209WF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1385 | PA      | $1407.28       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468083                          | CUSIP: 36209C6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         977 | PA      | $998.74        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent 2015-SFR2 Trust                                            | AH4R 2015-SFR2 B                   | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      143000 | PA      | $142332.30     | 0.00%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476597                          | CUSIP: 36209NNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2807 | PA      | $2869.70       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637114                          | CUSIP: 36291SYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20865 | PA      | $21372.55      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9989                          | CUSIP: 36178XC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73735 | PA      | $71133.94      | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3036000 | PA      | $2966148.29    | 0.04%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598445                          | CUSIP: 36200DZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6197 | PA      | $6311.28       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619153                          | CUSIP: 36290VZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14041 | PA      | $14393.22      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615238                          | CUSIP: 36290RPX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60332 | PA      | $60962.10      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10132000 | PA      | $10290312.50   | 0.13%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      265000 | PA      | $265584.88     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 B                     | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      726000 | PA      | $728583.91     | 0.01%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563135                          | CUSIP: 36213SSY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4071 | PA      | $4181.81       | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605811                          | CUSIP: 36201XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21226 | PA      | $22052.25      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617656                          | CUSIP: 36290UE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14657 | PA      | $15409.09      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $514350.55     | 0.01%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647741                          | CUSIP: 36292FS65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22383 | PA      | $22939.76      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2043677.90    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      203000 | PA      | $200709.28     | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473630                          | CUSIP: 36209KEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1029 | PA      | $1041.66       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498495                          | CUSIP: 36210PXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2779 | PA      | $2817.62       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4669140.60    | 0.06%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 695261                          | CUSIP: 36296MMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60332 | PA      | $63438.33      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605363                          | CUSIP: 36200NQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47147 | PA      | $48304.18      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465791                          | CUSIP: 36209ANG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1932 | PA      | $1974.76       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7750000 | PA      | $7057908.81    | 0.09%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1636                          | CUSIP: 36178LY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53052 | PA      | $49530.79      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483507                          | CUSIP: 36209WDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1716 | PA      | $1735.65       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614624                          | CUSIP: 36290QYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45497 | PA      | $46017.18      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603092                          | CUSIP: 36200J7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44120 | PA      | $44622.50      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMP TOBACCO FIN                    | CUSIP: EI8222537<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      508000 | PA      | $682411.51     | 0.01%             | 2026-09-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505569                          | CUSIP: 36210XT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1892 | PA      | $1915.67       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487944                          | CUSIP: 36210CBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1751 | PA      | $1770.97       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779700                          | CUSIP: 36176X7M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44921 | PA      | $43351.27      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604249                          | CUSIP: 36200MH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6664 | PA      | $6734.98       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638192                          | CUSIP: 36291T7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22305 | PA      | $22837.96      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8263                          | CUSIP: 36178GFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69817 | PA      | $65166.09      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630098                          | CUSIP: 36291J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2029 | PA      | $2052.52       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744346                          | CUSIP: 3620AY5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      199350 | PA      | $197490.51     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      103000 | PA      | $99818.05      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2295                          | CUSIP: 36178MRQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98138 | PA      | $91721.45      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766989                          | CUSIP: 36176H2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60701 | PA      | $54943.57      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5623000 | PA      | $5539654.13    | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                          | STACR 2024-HQA1 A1                 | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |      646685 | PA      | $645877.77     | 0.01%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710980                          | CUSIP: 36297F2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3265 | PA      | $3237.45       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9354                          | CUSIP: 3138E2MC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3509 | PA      | $3465.83       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4381                          | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1428307 | PA      | $1280650.23    | 0.02%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9864                          | CUSIP: 3140XR6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5668333 | PA      | $5418969.40    | 0.07%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566489                          | CUSIP: 36213WKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10252 | PA      | $10361.71      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565384                          | CUSIP: 36213VCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2682 | PA      | $2765.28       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565114                          | CUSIP: 36213UYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1761 | PA      | $1767.03       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1375125 | PA      | $1431080.07    | 0.02%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 D                     | CUSIP: 02008FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      182000 | PA      | $184795.07     | 0.00%             | 2032-02-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648611                          | CUSIP: 36292GR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6409 | PA      | $6489.44       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592038                          | CUSIP: 36201SV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35679 | PA      | $36043.74      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2979000 | PA      | $2998238.10    | 0.04%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752247                          | CUSIP: 36230LP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21360 | PA      | $21118.97      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727888                          | CUSIP: 3620AEUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57634 | PA      | $55705.55      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627644                          | CUSIP: 36291GHV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17089 | PA      | $17468.52      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635228                          | CUSIP: 36291QVV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3588 | PA      | $3674.37       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4                   | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203404 | PA      | $200392.97     | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565463                          | CUSIP: 36213VFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5963 | PA      | $6135.39       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0347                          | CUSIP: 36198KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112799 | PA      | $101121.23     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575919                          | CUSIP: 36200XYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10536 | PA      | $10858.22      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1073 | NC      | $-226418.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726031                          | CUSIP: 3620ACSU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19573 | PA      | $19402.03      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629877                          | CUSIP: 36291JXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13304 | PA      | $13813.77      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0287                          | CUSIP: 36180BJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35390 | PA      | $32931.40      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783251                          | CUSIP: 36241LTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5435 | PA      | $5505.48       | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700038                          | CUSIP: 36296SV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4064 | PA      | $4276.13       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1414522.59    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750311                          | CUSIP: 3620C6R80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49453 | PA      | $48973.00      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612796                          | CUSIP: 36202XXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9080 | PA      | $9185.01       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742987                          | CUSIP: 3620AXNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59904 | PA      | $57869.47      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2013-177 DY                    | CUSIP: 38378YAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3814060 | PA      | $3331636.33    | 0.04%             | 2043-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627252                          | CUSIP: 36291FZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11742 | PA      | $11874.78      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2929                          | CUSIP: 36179CHE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17575 | PA      | $16370.35      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 790988                          | CUSIP: 36177KC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26246 | PA      | $25462.95      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744397                          | CUSIP: 3620AY7J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183368 | PA      | $177295.77     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corp Financiera de Desarrollo SA                                                 | COFIDE                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |     1174000 | PA      | $1100903.79    | 0.01%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690106                          | CUSIP: 36296FU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2720 | PA      | $2796.90       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $1887309.14    | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG6035                          | CUSIP: 36182AV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5736 | PA      | $5693.63       | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497317                          | CUSIP: 36210NPA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5495 | PA      | $5579.84       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562703                          | CUSIP: 36213SDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13736 | PA      | $14011.04      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533725                          | CUSIP: 36212G4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2966 | PA      | $3053.90       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605384                          | CUSIP: 36200NRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53115 | PA      | $53733.18      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4                   | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532920 | PA      | $512798.27     | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761218                          | CUSIP: 36176BPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52014 | PA      | $51475.82      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741444                          | CUSIP: 3620AVWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5531 | PA      | $5354.65       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW7395                          | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158661 | PA      | $156703.97     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572045                          | CUSIP: 36200TP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43078 | PA      | $44053.22      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488182                          | CUSIP: 36210CJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2401 | PA      | $2443.46       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756322                          | CUSIP: 36230RAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39319 | PA      | $37963.95      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762153                          | CUSIP: 36176CQE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31159 | PA      | $30930.90      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622616                          | CUSIP: 36291AVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9616 | PA      | $9844.78       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794075                          | CUSIP: 36177NQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5722 | PA      | $5518.63       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6069000 | PA      | $6209756.97    | 0.08%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1079                          | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36120 | PA      | $32733.22      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582892                          | CUSIP: 36201GRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4903 | PA      | $5014.07       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ2135                          | CUSIP: 36182WLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31908 | PA      | $30633.37      | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717323                          | CUSIP: 3620A24G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8951 | PA      | $8361.03       | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618848                          | CUSIP: 36290VP99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22268 | PA      | $22493.18      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553354                          | CUSIP: 36213FWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76917 | PA      | $77729.22      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618962                          | CUSIP: 36290VTT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11109 | PA      | $11376.67      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3255000 | PA      | $2169116.38    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594021                          | CUSIP: 36201U4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2008 | PA      | $2053.28       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6858                          | CUSIP: 36178TTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66906 | PA      | $62598.58      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663850                          | CUSIP: 36294YQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7594 | PA      | $7920.47       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747977                          | CUSIP: 3620C36N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41543 | PA      | $40260.38      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749229                          | CUSIP: 3620C5LJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58409 | PA      | $56396.78      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD6325                          | CUSIP: 36180JA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      210166 | PA      | $195911.77     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |      730000 | PA      | $468115.11     | 0.01%             | 2026-01-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735185                          | CUSIP: 3620ANXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65993 | PA      | $63875.88      | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5938                          | CUSIP: 36178DS36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77070 | PA      | $69787.61      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782025                          | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12238 | PA      | $12594.05      | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588283                          | CUSIP: 36201NRC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15011 | PA      | $15291.77      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     2621000 | PA      | $2426140.74    | 0.03%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595873                          | CUSIP: 36200A6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20273 | PA      | $20723.52      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634291                          | CUSIP: 36291PUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15477 | PA      | $15865.34      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794219                          | CUSIP: 36177NVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24938 | PA      | $24087.33      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779102                          | CUSIP: 36176XKP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6040 | PA      | $5663.38       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593413                          | CUSIP: 36201UGW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19829 | PA      | $20038.93      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737555                          | CUSIP: 3620ARMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      508463 | PA      | $503816.56     | 0.01%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480091                          | CUSIP: 36209SKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2124 | PA      | $2157.27       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488724                          | CUSIP: 36210C4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1537 | PA      | $1571.08       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620942                          | CUSIP: 36290XZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2321 | PA      | $2371.21       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2134000 | PA      | $2092287.75    | 0.03%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                          | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81827 | PA      | $69790.27      | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      508000 | PA      | $489376.70     | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778944                          | CUSIP: 36176XER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60305 | PA      | $56688.40      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2442000 | PA      | $2291331.84    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605443                          | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6559 | PA      | $6637.12       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    44200000 | NC      | $660676.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706784                          | CUSIP: 36297BFZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105872 | PA      | $104771.68     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682032                          | CUSIP: 36295VVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2618 | PA      | $2652.09       | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724065                          | CUSIP: 3620AAMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5687 | PA      | $5975.94       | 0.00%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603116                          | CUSIP: 36200KAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12608 | PA      | $12890.46      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572365                          | CUSIP: 36200TZ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1005 | PA      | $1040.88       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1770229.35    | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706892                          | CUSIP: 36297BKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21638 | PA      | $21326.06      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567268                          | CUSIP: 36213XFH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1868 | PA      | $1929.20       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587842                          | CUSIP: 36201NBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1151 | PA      | $1164.12       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642572                          | CUSIP: 36291Y2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17836 | PA      | $18294.64      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750666                          | CUSIP: 3620C66B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1946 | PA      | $1881.04       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      228000 | PA      | $253592.44     | 0.00%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764224                          | CUSIP: 36176EYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5444 | PA      | $5293.09       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461490                          | CUSIP: 36208UUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1472 | PA      | $1489.12       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552939                          | CUSIP: 36213FHQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40624 | PA      | $41383.98      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 A4                   | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257510 | PA      | $253981.13     | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603567                          | CUSIP: 36200KQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29815 | PA      | $30436.17      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611895                          | CUSIP: 36202WXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19859 | PA      | $20284.15      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657115                          | CUSIP: 36294RAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27116 | PA      | $28342.91      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670288                          | CUSIP: 36295GUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2612 | PA      | $2717.58       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701993                          | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35236 | PA      | $34938.60      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AC0185                          | CUSIP: 36178YF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      522277 | PA      | $488472.67     | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676167                          | CUSIP: 36295PFG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18666 | PA      | $19607.01      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615304                          | CUSIP: 36290RRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8241 | PA      | $8332.26       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620488                          | CUSIP: 36290XJ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17723 | PA      | $17920.36      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701497                          | CUSIP: 36296UKJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3138 | PA      | $3293.80       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766658                          | CUSIP: 36176HQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45698 | PA      | $44064.02      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598700                          | CUSIP: 36200EDD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3429 | PA      | $3500.66       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667406                          | CUSIP: 36295DNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81518 | PA      | $79301.63      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | ZAMBIA REP OF                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |     6567153 | PA      | $5682763.17    | 0.07%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733798                          | CUSIP: 3620AMGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7360 | PA      | $7455.56       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619616                          | CUSIP: 36290WK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8964 | PA      | $9054.22       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      820000 | PA      | $819482.04     | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570399                          | CUSIP: 36200RUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1993 | PA      | $2059.96       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q28997                          | CUSIP: 3132M9UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6237 | PA      | $6144.79       | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615689                          | CUSIP: 36290R7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10819 | PA      | $10935.81      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591789                          | CUSIP: 36201SNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7664 | PA      | $7805.90       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2333                          | CUSIP: 36180DSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49890 | PA      | $46542.45      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7191                          | CUSIP: 36179V7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10357236 | PA      | $8089666.60    | 0.10%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758261                          | CUSIP: 36230TFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20840 | PA      | $20620.49      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568368                          | CUSIP: 36213YMR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7169 | PA      | $7426.17       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B C                     | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      668513 | PA      | $670229.93     | 0.01%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A B                    | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $331200.47     | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641515                          | CUSIP: 36291XVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6817 | PA      | $6902.56       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754991                          | CUSIP: 36230PRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10486 | PA      | $10774.46      | 0.00%             | 2041-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710714                          | CUSIP: 36297FSB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53729 | PA      | $53265.62      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605206                          | CUSIP: 36200NKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4246 | PA      | $4294.47       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05188                          | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27696 | PA      | $28106.00      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      154000 | PA      | $139466.24     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1975255.32    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3939                            | CUSIP: 36202ELU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9929 | PA      | $10083.96      | 0.00%             | 2037-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630132                          | CUSIP: 36291KA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3424 | PA      | $3507.69       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90365                          | CUSIP: 312938MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3609 | PA      | $3582.75       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706017                          | CUSIP: 36297AK69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7419 | PA      | $7802.74       | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575509                          | CUSIP: 36200XKW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1157 | PA      | $1198.86       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487754                          | CUSIP: 36210BZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7620 | PA      | $7837.96       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614484                          | CUSIP: 36290QUH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2927 | PA      | $2992.62       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG5649                          | CUSIP: 36182AH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6002 | PA      | $5373.35       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3179                          | CUSIP: 3140QNQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138433 | PA      | $125492.21     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697974                          | CUSIP: 36296QMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10933 | PA      | $11074.91      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606897                          | CUSIP: 36201YGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6004 | PA      | $6145.63       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    59160255 | PA      | $58476214.56   | 0.74%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553242                          | CUSIP: 36213FS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5600 | PA      | $5788.63       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738114                          | CUSIP: 3620ASAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7165 | PA      | $6932.14       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544007                          | CUSIP: 36212UKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1430 | PA      | $1472.89       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                                             | PROG 2024-SFR4 A                   | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1016000 | PA      | $952844.83     | 0.01%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3671                          | CUSIP: 3131X7CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5188 | PA      | $5128.25       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762038                          | CUSIP: 36176CLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5249 | PA      | $5102.51       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701363                          | CUSIP: 36296UFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22741 | PA      | $22547.43      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640878                          | CUSIP: 36291W6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7049 | PA      | $7222.35       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611146                          | CUSIP: 36202V5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1472 | PA      | $1506.45       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694856                          | CUSIP: 36296L5R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2510 | PA      | $2542.17       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0270                          | CUSIP: 36177WJP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9350 | PA      | $8739.09       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677571                          | CUSIP: 36295QW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4789 | PA      | $5032.28       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772735                          | CUSIP: 36176QHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20580 | PA      | $19915.88      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733604                          | CUSIP: 3620AMAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13790 | PA      | $13368.55      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703625                          | CUSIP: 36296WVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36811 | PA      | $37288.68      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29533000 | PA      | $25333776.56   | 0.32%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2224000 | PA      | $1773352.92    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740138                          | CUSIP: 3620AUHP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25788 | PA      | $25555.40      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769360                          | CUSIP: 36176LQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60605 | PA      | $56795.43      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553367                          | CUSIP: 36213FW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3129 | PA      | $3188.62       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482745                          | CUSIP: 36209VHW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5338 | PA      | $5456.60       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606153                          | CUSIP: 36201XMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1368 | PA      | $1383.46       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620445                          | CUSIP: 36290XHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12468 | PA      | $12609.99      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493342                          | CUSIP: 36210JBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2976 | PA      | $3024.86       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462480                          | CUSIP: 36208VXH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7784 | PA      | $7957.31       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      600000 | PA      | $665817.88     | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24547.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667332                          | CUSIP: 36295DLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24631 | PA      | $25864.06      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 454560                          | CUSIP: 36208L5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1359 | PA      | $1389.73       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494250                          | CUSIP: 36210KBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4790 | PA      | $4871.74       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621781                          | CUSIP: 36290YXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15315 | PA      | $15486.89      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554094                          | CUSIP: 36213GRP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2740 | PA      | $2828.07       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458265                          | CUSIP: 36208RCA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2445 | PA      | $2475.45       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605524                          | CUSIP: 36200NVR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1764 | PA      | $1832.48       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585069                          | CUSIP: 36201J6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9073 | PA      | $9239.07       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553243                          | CUSIP: 36213FS87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12191 | PA      | $12319.75      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7198363.67    | 0.09%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520295                          | CUSIP: 36211Q7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1115 | PA      | $1143.16       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615624                          | CUSIP: 36290R4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23422 | PA      | $23664.19      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610554                          | CUSIP: 36202VH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3941 | PA      | $3987.61       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745793                          | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2682 | PA      | $2656.01       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438560                          | CUSIP: 36207QE94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19684 | PA      | $19501.43      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508495                          | CUSIP: 36211B3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1284 | PA      | $1316.65       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737423                          | CUSIP: 3620ARG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1400 | PA      | $1356.88       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783946                          | CUSIP: 3622A2L34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32782 | PA      | $29731.85      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575817                          | CUSIP: 36200XVJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5429 | PA      | $5550.66       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1928000 | PA      | $1936833.53    | 0.02%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05904                          | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5627 | PA      | $5709.90       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622434                          | CUSIP: 36291APT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12404 | PA      | $12698.64      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1                                  | GMREV 2023-1 A                     | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      457000 | PA      | $468194.85     | 0.01%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     2439000 | PA      | $2477994.90    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |      660000 | PA      | $670606.66     | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708434                          | CUSIP: 36297DBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1655 | PA      | $1676.49       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615520                          | CUSIP: 36290RYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1778 | PA      | $1796.60       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1726                          | CUSIP: 36180C4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37211 | PA      | $34651.92      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720110                          | CUSIP: 3620A6AK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1527 | PA      | $1482.37       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                   | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     2149000 | PA      | $2203564.05    | 0.03%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627867                          | CUSIP: 36291GQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17316 | PA      | $17739.13      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7294000 | PA      | $7445299.93    | 0.09%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6452                          | CUSIP: 3133AREZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12948744 | PA      | $10783882.21   | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | REPUB UZBEKISTAN                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    16348000 | PA      | $15909232.76   | 0.20%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743088                          | CUSIP: 3620AXRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27535 | PA      | $27252.00      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768373                          | CUSIP: 36176KMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21853 | PA      | $21181.28      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630195                          | CUSIP: 36291KC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5293 | PA      | $5496.89       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620250                          | CUSIP: 36290XBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2326 | PA      | $2386.14       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      731000 | PA      | $677488.59     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619018                          | CUSIP: 36290VVK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7335 | PA      | $7580.05       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620435                          | CUSIP: 36290XHL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2548 | PA      | $2576.38       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609233                          | CUSIP: 36202TY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      370574 | PA      | $333233.64     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701512                          | CUSIP: 36296UKZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4138 | PA      | $4356.71       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460709                          | CUSIP: 36208TYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2614 | PA      | $2672.12       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                        | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |      731000 | PA      | $688626.82     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 797479                          | CUSIP: 36177SJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32418 | PA      | $30274.01      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72208 | PA      | $71737.80      | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647850                          | CUSIP: 36292FWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61610 | PA      | $63128.55      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782810                          | CUSIP: 36241LDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7325 | PA      | $7263.99       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      662000 | PA      | $623596.66     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622582                          | CUSIP: 36291AUF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8552 | PA      | $8646.73       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598242                          | CUSIP: 36200DS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1645 | PA      | $1704.65       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474821                          | CUSIP: 36209LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3195 | PA      | $3266.12       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494975                          | CUSIP: 36210K2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4496 | PA      | $4579.17       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AQ7407                          | CUSIP: 36189YGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      146332 | PA      | $131181.95     | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3783781.77    | 0.05%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 454500                          | CUSIP: 36208L3H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2669 | PA      | $2707.99       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615821                          | CUSIP: 36290SD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3915 | PA      | $4001.62       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484038                          | CUSIP: 36209WV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2547 | PA      | $2588.30       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591729                          | CUSIP: 36201SLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4176 | PA      | $4306.16       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707301                          | CUSIP: 36297BX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13376 | PA      | $13259.20      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523559                          | CUSIP: 36211UTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3882 | PA      | $3992.52       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604548                          | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63589 | PA      | $63342.12      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0704                          | CUSIP: 36181FX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16755 | PA      | $15089.49      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603476                          | CUSIP: 36200KMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18184 | PA      | $18516.43      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464423                          | CUSIP: 36208X4G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1929 | PA      | $1972.20       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $6247500.00    | 0.08%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476043                          | CUSIP: 36209MZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1033 | PA      | $1056.12       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713471                          | CUSIP: 36297JT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      205426 | PA      | $203668.16     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD6497                          | CUSIP: 3140FEGF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124245 | PA      | $120026.64     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724795                          | CUSIP: 3620ABGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11545 | PA      | $11434.45      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745203                          | CUSIP: 3620C03L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72974 | PA      | $72219.06      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32414.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727312                          | CUSIP: 3620AEAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49512 | PA      | $49098.05      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463584                          | CUSIP: 36208W6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11073 | PA      | $11512.39      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642350                          | CUSIP: 36291YTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7155 | PA      | $7337.28       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637274                          | CUSIP: 36291S6K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12125 | PA      | $12414.41      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636155                          | CUSIP: 36291RWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16055 | PA      | $16420.41      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503390                          | CUSIP: 36210VF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1353 | PA      | $1377.81       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616012                          | CUSIP: 36290SKZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59031 | PA      | $59699.97      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6876                          | CUSIP: 36178TT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29509 | PA      | $27716.18      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643803                          | CUSIP: 36292BGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10197 | PA      | $10458.82      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658259                          | CUSIP: 36294SJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16774 | PA      | $17560.54      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619589                          | CUSIP: 36290WKA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13053 | PA      | $13200.78      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770861                          | CUSIP: 36176NFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16854 | PA      | $16667.96      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9612                          | CUSIP: 36179KVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98741 | PA      | $92114.82      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9126                          | CUSIP: 36184HD76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136648 | PA      | $131311.96     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3054000 | PA      | $2273418.91    | 0.03%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722044                          | CUSIP: 3620A8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      240039 | PA      | $215368.06     | 0.00%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4004                            | CUSIP: 36202ENV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8927 | PA      | $9070.81       | 0.00%             | 2037-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425330                          | CUSIP: 36206YPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3851 | PA      | $3907.46       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6615                          | CUSIP: 3133KNK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1539997 | PA      | $1288785.93    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599968                          | CUSIP: 36200FQV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9940 | PA      | $10160.44      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616201                          | CUSIP: 36290SRW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60240 | PA      | $62399.79      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       51000 | PA      | $49792.56      | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648346                          | CUSIP: 36292GHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11204 | PA      | $11133.69      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605806                          | CUSIP: 36201XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58541 | PA      | $59237.46      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611270                          | CUSIP: 36202WCF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6630 | PA      | $6698.52       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782155                          | CUSIP: 36241KMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2818 | PA      | $2805.84       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640909                          | CUSIP: 36291XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8159 | PA      | $8366.92       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1084                          | CUSIP: 36181GFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      390436 | PA      | $353966.60     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8223                          | CUSIP: 36178VD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43179 | PA      | $40209.67      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 3.750000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3759000 | NC      | $9150.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637370                          | CUSIP: 36291TCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8403 | PA      | $8541.03       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465579                          | CUSIP: 36209AFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3159 | PA      | $3198.45       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       65282 | PA      | $65301.39      | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 790320                          | CUSIP: 36177JLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14556 | PA      | $13597.32      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636290                          | CUSIP: 36291R2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18734 | PA      | $18661.65      | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1860000 | PA      | $1876822.58    | 0.02%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756271                          | CUSIP: 36230Q6G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10461 | PA      | $9787.80       | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5434000 | PA      | $5129397.03    | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424124                          | CUSIP: 36206XD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1495 | PA      | $1544.86       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      826000 | PA      | $814003.51     | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767037                          | CUSIP: 36176H4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163840 | PA      | $147952.55     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469027                          | CUSIP: 36209EA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3121 | PA      | $3157.25       | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2016-136 A                     | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3725610 | PA      | $3359733.22    | 0.04%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627994                          | CUSIP: 36291GUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9421 | PA      | $9635.63       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621633                          | CUSIP: 36290YSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2027 | PA      | $2050.27       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753201                          | CUSIP: 36230MRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19455 | PA      | $18145.03      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570161                          | CUSIP: 36200RMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3142 | PA      | $3244.30       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770616                          | CUSIP: 36176M3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89538 | PA      | $88562.43      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      555000 | PA      | $575073.34     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605617                          | CUSIP: 36200NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27436 | PA      | $27738.52      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597873                          | CUSIP: 36200DFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3166 | PA      | $3276.84       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763016                          | CUSIP: 36176DN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26357 | PA      | $26697.35      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q38254                          | CUSIP: 3132QVE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60039 | PA      | $58753.21      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672887                          | CUSIP: 36295KRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3186 | PA      | $2901.65       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764548                          | CUSIP: 36176FEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15307 | PA      | $15504.62      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A              | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    10732312 | PA      | $11899187.82   | 0.15%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550801                          | CUSIP: 36213C3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3566 | PA      | $3616.90       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502364                          | CUSIP: 36210UB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1699 | PA      | $1737.17       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777247                          | CUSIP: 36176VHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      214717 | PA      | $191146.84     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554776                          | CUSIP: 36213HJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2305 | PA      | $2377.45       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550049                          | CUSIP: 36213CBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1573 | PA      | $1601.63       | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616785                          | CUSIP: 36290TF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1969 | PA      | $2015.86       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670941                          | CUSIP: 36295HLW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8344 | PA      | $8778.70       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473590                          | CUSIP: 36209KC30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2065 | PA      | $2111.03       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B               | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2780000 | PA      | $1770193.91    | 0.02%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769538                          | CUSIP: 36176LV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22436 | PA      | $20979.89      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726986                          | CUSIP: 3620ADUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2628 | PA      | $2542.55       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605814                          | CUSIP: 36201XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23494 | PA      | $24065.84      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603924                          | CUSIP: 36200K4H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1889 | PA      | $1928.97       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1769000 | PA      | $1686823.75    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760446                          | CUSIP: 36176ATB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24198 | PA      | $23421.28      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594169                          | CUSIP: 36201VCE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46626 | PA      | $47681.29      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17668048 | PA      | $14131002.27   | 0.18%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | EL PUERTO LIVERP                   | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     1218000 | PA      | $1242219.11    | 0.02%             | 2032-01-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678796                          | CUSIP: 36295SC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2660 | PA      | $2784.81       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779946                          | CUSIP: 36177HBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10974 | PA      | $10857.81      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                                           | FORDR 2023-2 A                     | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      462000 | PA      | $475352.49     | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    17100000 | PA      | $16960799.16   | 0.21%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A B                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84000 | PA      | $84934.42      | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488233                          | CUSIP: 36210CLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1996 | PA      | $2027.34       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 798463                          | CUSIP: 36177TMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67447 | PA      | $61369.48      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486678                          | CUSIP: 36210AUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2942 | PA      | $2986.72       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 175328                          | CUSIP: 36216UVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2423 | PA      | $2477.18       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2114435.80    | 0.03%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466530                          | CUSIP: 36209BHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1720 | PA      | $1740.90       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510939                          | CUSIP: 36211ES41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5856 | PA      | $5986.12       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581478                          | CUSIP: 36201E6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5821 | PA      | $5913.01       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5687000 | PA      | $5700626.30    | 0.07%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615514                          | CUSIP: 36290RYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1830 | PA      | $1822.93       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773664                          | CUSIP: 36176RJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1928 | PA      | $1912.67       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780793                          | CUSIP: 36225A3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7581 | PA      | $7749.78       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $624831.30     | 0.01%             | 2028-01-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711570                          | CUSIP: 36297GQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107863 | PA      | $104645.26     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711581                          | CUSIP: 36297GRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89066 | PA      | $83796.57      | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781047                          | CUSIP: 36225BEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23405 | PA      | $23757.00      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738902                          | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1648 | PA      | $1592.81       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496461                          | CUSIP: 36210MQN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         984 | PA      | $1000.91       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476620                          | CUSIP: 36209NPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1404 | PA      | $1434.86       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706730                          | CUSIP: 36297BEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31858 | PA      | $31570.32      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2117000 | PA      | $2012729.37    | 0.03%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782280                          | CUSIP: 36241KQ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2550 | PA      | $2620.83       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0227                          | CUSIP: 36198KHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10514 | PA      | $9790.46       | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783139                          | CUSIP: 36241LPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      196358 | PA      | $190322.90     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727905                          | CUSIP: 3620AEU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94191 | PA      | $91152.81      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-2 A                     | CUSIP: 34528QJF2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1365000 | PA      | $1407134.27    | 0.02%             | 2031-04-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631103                          | CUSIP: 36291LDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12166 | PA      | $12454.84      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86661                          | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75784 | PA      | $75198.70      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 512929                          | CUSIP: 36211GY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1034 | PA      | $1057.20       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7332                          | CUSIP: 36180KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17273 | PA      | $16200.41      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635375                          | CUSIP: 36291Q2G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14041 | PA      | $14398.49      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717393                          | CUSIP: 3620A27E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63786 | PA      | $59474.84      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | FONDO MIVIVIE SA                   | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |      558000 | PA      | $552771.00     | 0.01%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2985000 | PA      | $2010587.86    | 0.03%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494564                          | CUSIP: 36210KMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         997 | PA      | $1019.49       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603084                          | CUSIP: 36200J6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6501 | PA      | $6569.83       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778862                          | CUSIP: 36176XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21182 | PA      | $19850.28      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740982                          | CUSIP: 3620AVFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15977 | PA      | $16183.86      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611046                          | CUSIP: 36202VZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4744 | PA      | $4833.86       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738120                          | CUSIP: 3620ASAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281615 | PA      | $272433.06     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638734                          | CUSIP: 36291USX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3709 | PA      | $3810.14       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636091                          | CUSIP: 36291RUQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      119532 | PA      | $120962.49     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493971                          | CUSIP: 36210JW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3357 | PA      | $3414.02       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434032                          | CUSIP: 36207KED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1590 | PA      | $1625.84       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628102                          | CUSIP: 36291GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17923 | PA      | $18342.91      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783529                          | CUSIP: 36241L4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10286 | PA      | $10197.54      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562376                          | CUSIP: 36213RXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31717 | PA      | $32459.00      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9143                          | CUSIP: 3133B7EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      353149 | PA      | $321129.70     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607082                          | CUSIP: 36201YM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5293 | PA      | $5384.18       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589501                          | CUSIP: 36201P3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8491 | PA      | $8653.05       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605872                          | CUSIP: 36201XCH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11201 | PA      | $11441.26      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632887                          | CUSIP: 36291NCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10091 | PA      | $10351.26      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586815                          | CUSIP: 36201L3Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8819 | PA      | $9031.73       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2222000 | PA      | $2074017.86    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622589                          | CUSIP: 36291AUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6591 | PA      | $6737.73       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732823                          | CUSIP: 3620ALD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13849 | PA      | $13714.21      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784522                          | CUSIP: 3622A3AX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100836 | PA      | $92413.55      | 0.00%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0673                          | CUSIP: 3140W0XB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27750000 | PA      | $23214623.40   | 0.29%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562512                          | CUSIP: 36213R3V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9843 | PA      | $10043.85      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613886                          | CUSIP: 36290N6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7166 | PA      | $7238.72       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662522                          | CUSIP: 36294XAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14471 | PA      | $15211.95      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471183                          | CUSIP: 36209GM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1433 | PA      | $1465.07       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612225                          | CUSIP: 36202XD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69302 | PA      | $70065.29      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597897                          | CUSIP: 36200DGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1202 | PA      | $1229.78       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769630                          | CUSIP: 36176LY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82952 | PA      | $77507.98      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783749                          | CUSIP: 3622A2EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31834 | PA      | $30736.97      | 0.00%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729392                          | CUSIP: 3620AGKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1897 | PA      | $1880.59       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 656370                          | CUSIP: 36294QFK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5065 | PA      | $5289.75       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3242                          | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      292166 | PA      | $255842.34     | 0.00%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481343                          | CUSIP: 36209TWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2166 | PA      | $2194.20       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675481                          | CUSIP: 36295NM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4694 | PA      | $4824.25       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509235                          | CUSIP: 36211CV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2320 | PA      | $2377.94       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7026                          | CUSIP: 36181AYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26986 | PA      | $24494.78      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602462                          | CUSIP: 36200JJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7023 | PA      | $7197.43       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC8989                          | CUSIP: 3133AT7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      232469 | PA      | $210809.79     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563465                          | CUSIP: 36213S6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8806 | PA      | $8896.56       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738793                          | CUSIP: 3620ASXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      275723 | PA      | $272684.34     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582738                          | CUSIP: 36201GLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7884 | PA      | $8144.17       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605075                          | CUSIP: 36200NFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4512 | PA      | $4563.95       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6308                          | CUSIP: 36178EAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37543 | PA      | $35231.88      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759241                          | CUSIP: 36230UHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1906 | PA      | $1843.46       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701730                          | CUSIP: 36296UST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19491 | PA      | $19311.88      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617952                          | CUSIP: 36290UQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3334 | PA      | $3224.09       | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609101                          | CUSIP: 36202TU20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74454 | PA      | $67690.42      | 0.00%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                        | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    14830000 | PA      | $15017723.56   | 0.19%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6831                          | CUSIP: 36178TSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110921 | PA      | $103891.95     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611899                          | CUSIP: 36202WX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8133 | PA      | $8226.94       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5744                          | CUSIP: 36178SLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42869 | PA      | $40426.92      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734618                          | CUSIP: 3620ANDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3344 | PA      | $3242.52       | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620588                          | CUSIP: 36290XND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3837 | PA      | $3821.94       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648621                          | CUSIP: 36292GSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2900 | PA      | $2975.14       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541303                          | CUSIP: 36212RKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3362 | PA      | $3466.85       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783409                          | CUSIP: 36241LYE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36036 | PA      | $34824.47      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598735                          | CUSIP: 36200EEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10486 | PA      | $10446.76      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4621000 | PA      | $4021848.46    | 0.05%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752012                          | CUSIP: 36230LGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27307 | PA      | $27007.83      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2041795.02    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542054                          | CUSIP: 36212SE36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9254 | PA      | $9451.96       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14092.41      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598623                          | CUSIP: 36200EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2825 | PA      | $2855.46       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ9566                          | CUSIP: 36183FTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28139 | PA      | $26954.05      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471631                          | CUSIP: 36209G4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2292 | PA      | $2332.41       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613851                          | CUSIP: 36290N5L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13556 | PA      | $13823.94      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573649                          | CUSIP: 36200VH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1557 | PA      | $1605.58       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675926                          | CUSIP: 36295N4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1785 | PA      | $1808.51       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638107                          | CUSIP: 36291T3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2855 | PA      | $2924.36       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                         | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1432262.34    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618241                          | CUSIP: 36290UZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6390 | PA      | $6468.06       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712895                          | CUSIP: 36297H7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53357 | PA      | $54048.25      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603825                          | CUSIP: 36200KYW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3800 | PA      | $3884.23       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614648                          | CUSIP: 36290QZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14300 | PA      | $14449.70      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2360                          | CUSIP: 36180DTR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19405 | PA      | $18299.63      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616263                          | CUSIP: 36290STU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9983 | PA      | $10203.11      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471700                          | CUSIP: 36209G7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1399 | PA      | $1429.71       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493081                          | CUSIP: 36210HXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4439 | PA      | $4496.81       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764480                          | CUSIP: 36176FCR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3326 | PA      | $3368.73       | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425015                          | CUSIP: 36206YDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8170 | PA      | $8355.36       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356975 | PA      | $348096.60     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724227                          | CUSIP: 3620AASQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21341 | PA      | $21617.23      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640191                          | CUSIP: 36291WF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19210 | PA      | $19693.18      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48295.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648465                          | CUSIP: 36292GMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14420 | PA      | $15004.26      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758111                          | CUSIP: 36230TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58174 | PA      | $54562.08      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9193                          | CUSIP: 36178WGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112954 | PA      | $105941.74     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889676                          | CUSIP: 31410KMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22093 | PA      | $23614.52      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764568                          | CUSIP: 36176FFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11835 | PA      | $11730.90      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      597000 | PA      | $595591.56     | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676849                          | CUSIP: 36295P5J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48657 | PA      | $49285.57      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577689                          | CUSIP: 36201AXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3533 | PA      | $3628.17       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736749                          | CUSIP: 3620AQQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11124 | PA      | $10125.52      | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611994                          | CUSIP: 36202W3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1543 | PA      | $1579.01       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      136000 | PA      | $137517.63     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8307                          | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7858180 | PA      | $8055813.16    | 0.10%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14750000 | PA      | $13409747.39   | 0.17%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2022-124 HA                    | CUSIP: 38383T4H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5006788 | PA      | $4914534.63    | 0.06%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AH7281                          | CUSIP: 36182QCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91861 | PA      | $82211.67      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615375                          | CUSIP: 36290RT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18580 | PA      | $18786.31      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA1881                          | CUSIP: 36177YCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6857 | PA      | $6231.46       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636954                          | CUSIP: 36291STK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6555 | PA      | $6692.68       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605334                          | CUSIP: 36200NPT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1966 | PA      | $1989.42       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1122248.12    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742425                          | CUSIP: 3620AWYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10320 | PA      | $10220.26      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3274.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1893000 | PA      | $1829342.22    | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4143000 | PA      | $4211690.68    | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711569                          | CUSIP: 36297GQW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16551 | PA      | $16762.02      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     3083000 | PA      | $2637115.57    | 0.03%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486722                          | CUSIP: 36210AVP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3518 | PA      | $3576.30       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713877                          | CUSIP: 36297KCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12751 | PA      | $12372.09      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10639.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN5754                          | CUSIP: 36186NMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27675 | PA      | $24810.16      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2085170.14    | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615683                          | CUSIP: 36290R6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3160 | PA      | $3276.20       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553969                          | CUSIP: 36213GMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13653 | PA      | $14138.69      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438564                          | CUSIP: 36207QFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10673 | PA      | $10616.47      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498274                          | CUSIP: 36210PQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1641 | PA      | $1695.25       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482114                          | CUSIP: 36209USB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1076 | PA      | $1100.37       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729488                          | CUSIP: 3620AGND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17496 | PA      | $17314.03      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657157                          | CUSIP: 36294RB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5041 | PA      | $5300.17       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733226                          | CUSIP: 3620ALSP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11104 | PA      | $11046.64      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620927                          | CUSIP: 36290XYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54823 | PA      | $55452.65      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580808                          | CUSIP: 36201EGR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5599 | PA      | $5800.74       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484557                          | CUSIP: 36209XJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1130 | PA      | $1155.54       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711075                          | CUSIP: 36297F6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      178581 | PA      | $176971.87     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594701                          | CUSIP: 36201VU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7977 | PA      | $8138.30       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740805                          | CUSIP: 3620AVAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33251 | PA      | $31118.73      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0784                          | CUSIP: 36180B2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7977 | PA      | $7220.22       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4711                          | CUSIP: 3617BLGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14318 | PA      | $13117.33      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627429                          | CUSIP: 36291GA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4155 | PA      | $4257.82       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609462                          | CUSIP: 36202UB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8455 | PA      | $8546.14       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443671                          | CUSIP: 36207V2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1043 | PA      | $1057.50       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734390                          | CUSIP: 3620AM2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      138386 | PA      | $136946.63     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9016                          | CUSIP: 36180NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66562 | PA      | $60393.01      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612204                          | CUSIP: 36202XDH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3846 | PA      | $3884.89       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487340                          | CUSIP: 36210BLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1075 | PA      | $1098.54       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2023-B A                     | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469000 | PA      | $472446.92     | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749223                          | CUSIP: 3620C5LC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136128 | PA      | $131414.67     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615406                          | CUSIP: 36290RU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88642 | PA      | $89608.48      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615278                          | CUSIP: 36290RQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1747 | PA      | $1766.24       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740896                          | CUSIP: 3620AVC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15436 | PA      | $15284.53      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2331                          | CUSIP: 36180DSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58958 | PA      | $55161.61      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609293                          | CUSIP: 36202T3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8865 | PA      | $9073.56       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 695260                          | CUSIP: 36296MMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2078 | PA      | $2186.36       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649304                          | CUSIP: 36292HKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6224 | PA      | $6422.30       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608404                          | CUSIP: 36202S3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2628 | PA      | $2687.89       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566526                          | CUSIP: 36213WLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1622 | PA      | $1662.10       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90388                          | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7540 | PA      | $7482.96       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 439065                          | CUSIP: 36207QW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3254 | PA      | $3423.18       | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      114000 | PA      | $110156.09     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553294                          | CUSIP: 36213FUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3108 | PA      | $3211.83       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1499729.63    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706905                          | CUSIP: 36297BKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154830 | PA      | $149703.04     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $1377046.06    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723753                          | CUSIP: 3620AABW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39557 | PA      | $38996.71      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2856                          | CUSIP: 36179CE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58982 | PA      | $55038.87      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598239                          | CUSIP: 36200DS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5878 | PA      | $6013.89       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                | WASTE PRO USA IN                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10228.11      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                        | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     3289000 | PA      | $2086971.83    | 0.03%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-215 KA                    | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15213493 | PA      | $13547993.91   | 0.17%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625989                          | CUSIP: 36291ENE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4342 | PA      | $4394.00       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3785                            | CUSIP: 36202EF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154174 | PA      | $156494.81     | 0.00%             | 2035-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 6/25                        | CUSIP: 01F030660<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -18000000 | PA      | $-15615000.00  | -0.20%            | 2025-06-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614561                          | CUSIP: 36290QWW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92948 | PA      | $93940.97      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626069                          | CUSIP: 36291EQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4292 | PA      | $4342.32       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611958                          | CUSIP: 36202WZX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1165 | PA      | $1191.23       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670197                          | CUSIP: 36295GRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4558 | PA      | $4808.06       | 0.00%             | 2039-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1515000 | PA      | $1536034.22    | 0.02%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781601                          | CUSIP: 36225BX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7573 | PA      | $7652.70       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502167                          | CUSIP: 36210TZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2468 | PA      | $2502.49       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591986                          | CUSIP: 36201SUK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13505 | PA      | $13791.41      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626720                          | CUSIP: 36291FG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4156 | PA      | $4244.27       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562378                          | CUSIP: 36213RXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39175 | PA      | $40087.14      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605828                          | CUSIP: 36201XA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7687 | PA      | $7874.05       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577436                          | CUSIP: 36201APV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4498 | PA      | $4640.16       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670499                          | CUSIP: 36295G3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5039 | PA      | $5297.21       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708287                          | CUSIP: 36297C2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5590 | PA      | $5888.24       | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7934                          | CUSIP: 36179WY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2618323 | PA      | $2041805.21    | 0.03%             | 2052-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      625000 | PA      | $628226.72     | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602216                          | CUSIP: 36200JAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2463 | PA      | $2517.24       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781833                          | CUSIP: 36241KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2378 | PA      | $2404.68       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624396                          | CUSIP: 36291CUV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26190 | PA      | $26812.37      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738002                          | CUSIP: 3620AR3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1304746 | PA      | $1263306.52    | 0.02%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597734                          | CUSIP: 36200DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23216 | PA      | $23685.20      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620574                          | CUSIP: 36290XMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15772 | PA      | $15701.74      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                        | SOFI 2017-F A2FX                   | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       25191 | PA      | $24994.25      | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497029                          | CUSIP: 36210NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1695 | PA      | $1732.43       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739908                          | CUSIP: 3620AUAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39406 | PA      | $38127.61      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | HOME POINT CAP                     | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      269000 | PA      | $267106.16     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721756                          | CUSIP: 3620A7ZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75941 | PA      | $73561.83      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                    | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |      254000 | PA      | $255401.59     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     3450000 | PA      | $3453959.03    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467628                          | CUSIP: 36209CPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1368 | PA      | $1398.87       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612841                          | CUSIP: 36202XZE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2511 | PA      | $2553.99       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                        | SLG 2021-OVA A                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370000 | PA      | $1196213.86    | 0.02%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604971                          | CUSIP: 36200NCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26904 | PA      | $27213.58      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7817000 | PA      | $7903259.66    | 0.10%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| X Corp                                                                           | X CORP                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      850000 | PA      | $830343.75     | 0.01%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2014235.10    | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8423                          | CUSIP: 36179JLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133909 | PA      | $124891.34     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777623                          | CUSIP: 36176VVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74801 | PA      | $73156.84      | 0.00%             | 2030-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $855624.21     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629477                          | CUSIP: 36291JJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2427 | PA      | $2455.48       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784986                          | CUSIP: 3622AANB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1431964 | PA      | $1315858.34    | 0.02%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634441                          | CUSIP: 36291PZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7912 | PA      | $8099.86       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK9982                          | CUSIP: 36183UCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      176270 | PA      | $169023.81     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 C                      | CUSIP: 92348KDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      263000 | PA      | $267002.83     | 0.00%             | 2033-01-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471360                          | CUSIP: 36209GTR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2473 | PA      | $2523.63       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE5299                          | CUSIP: 3133BE3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191607 | PA      | $174114.95     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2727                          | CUSIP: 36178NA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14660 | PA      | $13753.67      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752060                          | CUSIP: 36230LJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50024 | PA      | $48317.17      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782472                          | CUSIP: 36241KW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1288 | PA      | $1304.44       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494958                          | CUSIP: 36210KZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1540 | PA      | $1574.27       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AQ1855                          | CUSIP: 36189RBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74510 | PA      | $66796.33      | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 C                   | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      228830 | PA      | $138487.92     | 0.00%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728445                          | CUSIP: 3620AFHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17711 | PA      | $17166.69      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502708                          | CUSIP: 36210UNZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1227 | PA      | $1255.86       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710988                          | CUSIP: 36297F2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35757 | PA      | $36220.24      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763083                          | CUSIP: 36176DRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21192 | PA      | $20959.54      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1303177.71    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769847                          | CUSIP: 36176MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36421 | PA      | $35159.55      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    16947000 | PA      | $19126764.34   | 0.24%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      144925 | PA      | $146041.39     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694797                          | CUSIP: 36296L3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12360 | PA      | $13023.21      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623561                          | CUSIP: 36291BWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8782 | PA      | $8875.33       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632428                          | CUSIP: 36291MSR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5598 | PA      | $5718.47       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp                                                          | KOREA NATL OIL                     | CUSIP: 50065LAJ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     1561000 | PA      | $1553497.10    | 0.02%             | 2027-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3066810.97    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599603                          | CUSIP: 36200FDG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5085 | PA      | $5065.18       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563455                          | CUSIP: 36213S5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19642 | PA      | $20078.64      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-7A A                    | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $133578.47     | 0.00%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                                             | PROG 2024-SFR2 A                   | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      379311 | PA      | $359033.90     | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510899                          | CUSIP: 36211ERU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1504 | PA      | $1530.67       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605228                          | CUSIP: 36200NLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2210 | PA      | $2260.09       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5318000 | PA      | $5393041.43    | 0.07%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5411000 | PA      | $5363312.58    | 0.07%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     4716000 | PA      | $3827292.17    | 0.05%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638592                          | CUSIP: 36291UNH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1535 | PA      | $1520.94       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76443.65      | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $396253.73     | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 680153                          | CUSIP: 36295TTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2639 | PA      | $2672.90       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0268                          | CUSIP: 36180BJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31177 | PA      | $29100.17      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636870                          | CUSIP: 36291SQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9990 | PA      | $10386.02      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK3264                          | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11816 | PA      | $11662.94      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564147                          | CUSIP: 36213TWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1585 | PA      | $1638.58       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5063                          | CUSIP: 36178RTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34768 | PA      | $32538.62      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      136000 | PA      | $154107.95     | 0.00%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA1783                          | CUSIP: 36177X6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8826 | PA      | $8024.42       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: MXN 8.435000 06-JUN-2035 TII | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   816215000 | NC      | $-763811.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772028                          | CUSIP: 36176PPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39920 | PA      | $38675.70      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742992                          | CUSIP: 3620AXNH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100875 | PA      | $97415.52      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582417                          | CUSIP: 36201GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23241 | PA      | $23710.09      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735193                          | CUSIP: 3620ANXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85587 | PA      | $82826.27      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD5929                          | CUSIP: 3617BMSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49817 | PA      | $45640.69      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609642                          | CUSIP: 36202UHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8069 | PA      | $8248.74       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 656539                          | CUSIP: 36294QLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1617 | PA      | $1514.96       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487198                          | CUSIP: 36210BGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2156 | PA      | $2191.80       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498386                          | CUSIP: 36210PUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2547 | PA      | $2586.96       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622370                          | CUSIP: 36291AMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5677 | PA      | $5796.70       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0331                          | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20455648 | PA      | $20569557.33   | 0.26%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779995                          | CUSIP: 36177HC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14281 | PA      | $14153.04      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782152                          | CUSIP: 36241KL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15691 | PA      | $16102.37      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773902                          | CUSIP: 36176RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16601 | PA      | $16428.32      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640107                          | CUSIP: 36291WDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1393 | PA      | $1409.16       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612200                          | CUSIP: 36202XDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1203 | PA      | $1241.31       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      486000 | PA      | $449312.56     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727903                          | CUSIP: 3620AEU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141191 | PA      | $136515.69     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51940                          | CUSIP: 3132XUEN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5610 | PA      | $5146.60       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771344                          | CUSIP: 36176NWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      322378 | PA      | $291917.63     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 665889                          | CUSIP: 36295BXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2055 | PA      | $2143.39       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623445                          | CUSIP: 36291BTA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26548 | PA      | $27117.20      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498273                          | CUSIP: 36210PQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7854 | PA      | $8107.71       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622580                          | CUSIP: 36291AUD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6889 | PA      | $6968.54       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603775                          | CUSIP: 36200KXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7665 | PA      | $7822.61       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615887                          | CUSIP: 36290SF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15254 | PA      | $15414.88      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4.5 5/25                      | CUSIP: 21H042653<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -77000000 | PA      | $-73655582.00  | -0.93%            | 2025-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612635                          | CUSIP: 36202XSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20557 | PA      | $21024.98      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647840                          | CUSIP: 36292FV95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2465 | PA      | $2494.07       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497334                          | CUSIP: 36210NPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2553 | PA      | $2585.90       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612941                          | CUSIP: 36202X5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16360 | PA      | $16544.18      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747894                          | CUSIP: 3620C33B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135245 | PA      | $130881.80     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487721                          | CUSIP: 36210BYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2255 | PA      | $2236.21       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2923000 | PA      | $2998894.27    | 0.04%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748481                          | CUSIP: 3620C4RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8060 | PA      | $7561.98       | 0.00%             | 2040-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602461                          | CUSIP: 36200JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13379 | PA      | $13539.26      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 504267                          | CUSIP: 36210WFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2075 | PA      | $2120.87       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601337                          | CUSIP: 36200HBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3938 | PA      | $3920.74       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700979                          | CUSIP: 36296TXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9584 | PA      | $10102.49      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661902                          | CUSIP: 36294WKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6564 | PA      | $6872.98       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486968                          | CUSIP: 36210A6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3167 | PA      | $3203.97       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     8530000 | PA      | $5613653.73    | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552308                          | CUSIP: 36213ER57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1049 | PA      | $1067.24       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607147                          | CUSIP: 36201YP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3986 | PA      | $4123.22       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     1519000 | PA      | $1420098.85    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93101                          | CUSIP: 312941NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11062 | PA      | $11228.19      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507232                          | CUSIP: 36211APR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1418 | PA      | $1450.69       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693552                          | CUSIP: 36296KQD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7856 | PA      | $8046.23       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8251                          | CUSIP: 36178VEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19897 | PA      | $18533.75      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587564                          | CUSIP: 36201MWZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13969 | PA      | $14251.48      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7256                          | CUSIP: 36180KBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76068 | PA      | $71267.35      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713050                          | CUSIP: 36297JEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68035 | PA      | $67465.65      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS                       | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      489000 | PA      | $494873.99     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553241                          | CUSIP: 36213FS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22262 | PA      | $22747.66      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608221                          | CUSIP: 36202SVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92996 | PA      | $93902.78      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594706                          | CUSIP: 36201VU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1099 | PA      | $1120.38       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615690                          | CUSIP: 36290R7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8145 | PA      | $8232.75       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 718121                          | CUSIP: 3620A3YS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125676 | PA      | $124544.10     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799001                          | CUSIP: 36177UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37176 | PA      | $34858.77      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492019                          | CUSIP: 36210GSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2825 | PA      | $2888.03       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763531                          | CUSIP: 36176EA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68067 | PA      | $67427.69      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562534                          | CUSIP: 36213R4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1938 | PA      | $2007.09       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0801                          | CUSIP: 36180B3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18437 | PA      | $16299.33      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK7006                          | CUSIP: 36183QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50957 | PA      | $48819.20      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631485                          | CUSIP: 36291LRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20816 | PA      | $21066.51      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594052                          | CUSIP: 36201U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20953 | PA      | $21393.78      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595303                          | CUSIP: 36200AKQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34179 | PA      | $34869.71      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 797963                          | CUSIP: 36177SZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20044 | PA      | $19333.18      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648137                          | CUSIP: 36292GBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4177 | PA      | $4330.79       | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711500                          | CUSIP: 36297GNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99426 | PA      | $96184.83      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8227678 | PA      | $7067037.09    | 0.09%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677553                          | CUSIP: 36295QWN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18832 | PA      | $19815.01      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711244                          | CUSIP: 36297GER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13548 | PA      | $13424.88      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584067                          | CUSIP: 36201HZ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5166 | PA      | $5339.44       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5253000 | PA      | $5123249.84    | 0.06%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603690                          | CUSIP: 36200KUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21066 | PA      | $21517.39      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772914                          | CUSIP: 36176QN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32904 | PA      | $32025.02      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615497                          | CUSIP: 36290RX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11446 | PA      | $11559.78      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760212                          | CUSIP: 36176AKZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4949 | PA      | $4490.69       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                                                       | HORACE MANN EDUC                   | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |      195000 | PA      | $209285.79     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635339                          | CUSIP: 36291QZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3418 | PA      | $3497.90       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1398                          | CUSIP: 36180CRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50059 | PA      | $45474.68      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672205                          | CUSIP: 36295JYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37296 | PA      | $39222.04      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726417                          | CUSIP: 3620ADAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4077 | PA      | $3864.35       | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616790                          | CUSIP: 36290TF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5739 | PA      | $5873.62       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703136                          | CUSIP: 36296WEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61796 | PA      | $61164.00      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737261                          | CUSIP: 3620ARB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         405 | PA      | $404.07        | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      879000 | PA      | $885004.43     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471739                          | CUSIP: 36209HBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2707 | PA      | $2766.99       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5068                          | CUSIP: 36184BTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135349 | PA      | $122176.88     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631235                          | CUSIP: 36291LHL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20910 | PA      | $21430.17      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $884391.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562281                          | CUSIP: 36213RUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2223 | PA      | $2274.50       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698546                          | CUSIP: 36296RBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11073 | PA      | $11666.09      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744592                          | CUSIP: 3620C0F94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23358 | PA      | $23096.71      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469777                          | CUSIP: 36209E2J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2420 | PA      | $2443.27       | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630708                          | CUSIP: 36291KU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2619 | PA      | $2682.93       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |      843112 | PA      | $837199.51     | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565132                          | CUSIP: 36213UY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10148 | PA      | $10357.39      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9013                          | CUSIP: 36180NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23195 | PA      | $21028.86      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761807                          | CUSIP: 36176CDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12379 | PA      | $12251.31      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642502                          | CUSIP: 36291YX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4337 | PA      | $4390.02       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC3794                          | CUSIP: 3617B7GB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114397 | PA      | $104841.95     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595559                          | CUSIP: 36200ATQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6017 | PA      | $6222.72       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568833                          | CUSIP: 36213Y4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4112 | PA      | $4249.50       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144416 | PA      | $138860.94     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759199                          | CUSIP: 36230UGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8997 | PA      | $8728.58       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476116                          | CUSIP: 36209M3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2172 | PA      | $2220.76       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7365                          | CUSIP: 36179WFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40999 | PA      | $32023.10      | 0.00%             | 2051-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1922000 | PA      | $2030419.95    | 0.03%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740592                          | CUSIP: 3620AUXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32246 | PA      | $32664.45      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635534                          | CUSIP: 36291RBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52894 | PA      | $54084.68      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC5897                          | CUSIP: 3617B9RS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104001 | PA      | $95313.54      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602104                          | CUSIP: 36200H3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1918 | PA      | $1980.55       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653817                          | CUSIP: 36292NK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14152 | PA      | $14700.40      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710852                          | CUSIP: 36297FWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4870 | PA      | $4933.30       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      400000 | PA      | $397716.65     | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738152                          | CUSIP: 3620ASBV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4798 | PA      | $4745.45       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753959                          | CUSIP: 36230NMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46150 | PA      | $45650.27      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741518                          | CUSIP: 3620AVYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2741 | PA      | $2652.85       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782399                          | CUSIP: 36241KUY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13377 | PA      | $13732.80      | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633560                          | CUSIP: 36291NZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3511 | PA      | $3596.33       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596894                          | CUSIP: 36200CC78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9499 | PA      | $9704.85       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746271                          | CUSIP: 3620C2CG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9144 | PA      | $9040.94       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471855                          | CUSIP: 36209HE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2432 | PA      | $2486.60       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174532.91     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 A                      | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      169000 | PA      | $175042.26     | 0.00%             | 2031-09-22      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678189                          | CUSIP: 36295RNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      185846 | PA      | $184102.52     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692516                          | CUSIP: 36296JK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1224 | PA      | $1290.73       | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581017                          | CUSIP: 36201EPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6359 | PA      | $6551.08       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605166                          | CUSIP: 36200NJK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26680 | PA      | $27280.37      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2054000 | PA      | $2068963.61    | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      684000 | PA      | $654099.43     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501437                          | CUSIP: 36210TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2879 | PA      | $2929.49       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773308                          | CUSIP: 36176Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5223 | PA      | $4886.75       | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557593                          | CUSIP: 36213LNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3018 | PA      | $3116.19       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: HUF 6.316250 18-JUN-2030 BUB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 17250000000 | NC      | $844311.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782552                          | CUSIP: 36241KZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1785 | PA      | $1807.76       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678633                          | CUSIP: 36295R4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37595 | PA      | $36386.72      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487533                          | CUSIP: 36210BSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1160 | PA      | $1181.18       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575497                          | CUSIP: 36200XKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15286 | PA      | $15682.76      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585111                          | CUSIP: 36201KAL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7937 | PA      | $8112.01       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710847                          | CUSIP: 36297FWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25099 | PA      | $24887.29      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5056                          | CUSIP: 36178RTM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24219 | PA      | $22647.57      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583159                          | CUSIP: 36201GZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2770 | PA      | $2864.32       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89270                          | CUSIP: 312936JP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1290 | PA      | $1280.23       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A C                    | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $562277.74     | 0.01%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782925                          | CUSIP: 36241LHA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24442 | PA      | $24220.17      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV4517                          | CUSIP: 3140MJAT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130079 | PA      | $118285.28     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617743                          | CUSIP: 36290UHU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24739 | PA      | $26001.99      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620019                          | CUSIP: 36290WYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6508 | PA      | $6666.24       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481511                          | CUSIP: 36209T3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1185 | PA      | $1211.20       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717175                          | CUSIP: 3620A2XC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      812431 | PA      | $805583.45     | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566472                          | CUSIP: 36213WJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25274 | PA      | $25746.28      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687190                          | CUSIP: 36296CNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11210 | PA      | $11351.39      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457059                          | CUSIP: 36208PWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3629 | PA      | $3690.29       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774596                          | CUSIP: 36176SKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9126 | PA      | $8849.21       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619477                          | CUSIP: 36290WFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6941 | PA      | $7021.92       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8784                          | CUSIP: 36180MXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      185198 | PA      | $168372.87     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5877                          | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1760849 | PA      | $1712175.82    | 0.02%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783579                          | CUSIP: 36241L6Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79663 | PA      | $74738.63      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8707                          | CUSIP: 36178VU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65358 | PA      | $59276.64      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621668                          | CUSIP: 36290YTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9333 | PA      | $9554.81       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 C                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      223745 | PA      | $193855.49     | 0.00%             | 2048-08-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603250                          | CUSIP: 36200KEX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1625 | PA      | $1662.10       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563511                          | CUSIP: 36213TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6063 | PA      | $6209.45       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 5/25                        | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    72750000 | PA      | $66083146.35   | 0.83%             | 2025-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761845                          | CUSIP: 36176CES0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11999 | PA      | $11865.71      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508621                          | CUSIP: 36211CAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2680 | PA      | $2734.49       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710406                          | CUSIP: 36297FGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4885 | PA      | $4842.02       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604668                          | CUSIP: 36200MW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6381 | PA      | $6599.55       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643751                          | CUSIP: 36292BEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14601 | PA      | $14969.78      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728637                          | CUSIP: 3620AFPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79469 | PA      | $78747.42      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                             | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      407871 | PA      | $388135.58     | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655711                          | CUSIP: 36294PN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10455 | PA      | $10999.14      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669980                          | CUSIP: 36295GJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      309408 | PA      | $277710.73     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1596520.00    | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497272                          | CUSIP: 36210NMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1230 | PA      | $1244.46       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     3982000 | PA      | $4015676.80    | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598857                          | CUSIP: 36200EJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7560 | PA      | $7729.13       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704259                          | CUSIP: 36296XMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20031 | PA      | $19874.82      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1442                          | CUSIP: 36178LS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61995 | PA      | $57895.35      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670112                          | CUSIP: 36295GN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1507 | PA      | $1524.93       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86955                          | CUSIP: 312933WQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7426 | PA      | $7374.00       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A4                   | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133229 | PA      | $130690.96     | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610435                          | CUSIP: 36202VEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2803 | PA      | $2865.60       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559831                          | CUSIP: 36213N4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1023 | PA      | $1054.34       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 504237                          | CUSIP: 36210WEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1203 | PA      | $1226.07       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762041                          | CUSIP: 36176CLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35937 | PA      | $34783.51      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670435                          | CUSIP: 36295GY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1960 | PA      | $2004.10       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $3230506.69    | 0.04%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608536                          | CUSIP: 36202TBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20251 | PA      | $20488.46      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735198                          | CUSIP: 3620ANX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10577 | PA      | $10422.63      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758119                          | CUSIP: 36230TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16108 | PA      | $15004.03      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-297.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612015                          | CUSIP: 36202W3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3463 | PA      | $3503.16       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588140                          | CUSIP: 36201NLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10709 | PA      | $10938.41      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600207                          | CUSIP: 36200FYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7445 | PA      | $7416.13       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457818                          | CUSIP: 36208QSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2073 | PA      | $2119.20       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595158                          | CUSIP: 36200AE70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10076 | PA      | $10267.00      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627985                          | CUSIP: 36291GUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8080 | PA      | $8155.97       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1110                          | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31379 | PA      | $25106.99      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $682339.53     | 0.01%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620464                          | CUSIP: 36290XJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62165 | PA      | $62873.22      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AH8011                          | CUSIP: 36182Q3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53292 | PA      | $49677.16      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19499998 | PA      | $19818578.94   | 0.25%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649845                          | CUSIP: 36292H5E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2964 | PA      | $3089.50       | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736561                          | CUSIP: 3620AQJE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63067 | PA      | $62486.53      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756849                          | CUSIP: 36230RTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16298 | PA      | $16123.28      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 C                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      223000 | PA      | $225368.39     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496103                          | CUSIP: 36210MDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2957 | PA      | $3008.84       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732519                          | CUSIP: 3620AKYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3123 | PA      | $3163.74       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738414                          | CUSIP: 3620ASK32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53206 | PA      | $52622.90      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                     | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      966000 | PA      | $964310.90     | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481471                          | CUSIP: 36209T2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1606 | PA      | $1642.23       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648649                          | CUSIP: 36292GTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4126 | PA      | $4178.71       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157190.10     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710989                          | CUSIP: 36297F2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66632 | PA      | $67496.05      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1944000 | PA      | $1963444.56    | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      230000 | PA      | $225265.88     | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542850                          | CUSIP: 36212TBT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2547 | PA      | $2594.42       | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      471000 | PA      | $480203.18     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766659                          | CUSIP: 36176HQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13310 | PA      | $13158.22      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528917                          | CUSIP: 36212BSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10523 | PA      | $10876.84      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584139                          | CUSIP: 36201H4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5326 | PA      | $5508.46       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629373                          | CUSIP: 36291JFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9903 | PA      | $10135.14      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483522                          | CUSIP: 36209WD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1324 | PA      | $1353.78       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7985                          | CUSIP: 36179W2S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      804910 | PA      | $628686.34     | 0.01%             | 2052-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     2798000 | PA      | $2779438.07    | 0.04%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $44881.89      | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633306                          | CUSIP: 36291NR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12184 | PA      | $12641.09      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 407967                          | CUSIP: 36206DFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1923 | PA      | $1946.76       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573911                          | CUSIP: 36200VR88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2934 | PA      | $3001.50       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634762                          | CUSIP: 36291QFB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3206 | PA      | $3282.11       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782415                          | CUSIP: 36241KVG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      168098 | PA      | $176570.74     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     2736000 | PA      | $1757714.10    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4415812.87    | 0.06%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720064                          | CUSIP: 3620A55Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13283 | PA      | $13182.17      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523170                          | CUSIP: 36211UFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1537 | PA      | $1554.83       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477558                          | CUSIP: 36209PQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2676 | PA      | $2718.39       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738735                          | CUSIP: 3620ASV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25300 | PA      | $24488.25      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1040000 | PA      | $787434.38     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590095                          | CUSIP: 36201QRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3208 | PA      | $3281.91       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631190                          | CUSIP: 36291LF75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6331 | PA      | $6577.01       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583008                          | CUSIP: 36201GU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39861 | PA      | $40803.34      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5261                            | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1649 | PA      | $1676.57       | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2363000 | PA      | $1460629.38    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677608                          | CUSIP: 36295QYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4202 | PA      | $4413.47       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3795                            | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      195371 | PA      | $198323.61     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE1730                          | CUSIP: 3133BA4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35816 | PA      | $32546.37      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666435                          | CUSIP: 36295CLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75445 | PA      | $70721.81      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL7188                          | CUSIP: 36184D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25362 | PA      | $22690.14      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711189                          | CUSIP: 36297GC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26096 | PA      | $25865.50      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584345                          | CUSIP: 36201JES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2761 | PA      | $2844.16       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509932                          | CUSIP: 36211DPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1567 | PA      | $1601.57       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |     2677000 | PA      | $2828640.96    | 0.04%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600769                          | CUSIP: 36200GMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4765 | PA      | $4821.50       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757013                          | CUSIP: 36230RYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      230917 | PA      | $217007.96     | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758021                          | CUSIP: 36230S4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7731 | PA      | $7831.18       | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483841                          | CUSIP: 36209WP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1064 | PA      | $1078.51       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552966                          | CUSIP: 36213FJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9960 | PA      | $10151.08      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                                          | STACR 2024-HQA2 A1                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |      966309 | PA      | $966529.35     | 0.01%             | 2044-08-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661559                          | CUSIP: 36294V5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1463 | PA      | $1535.81       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591891                          | CUSIP: 36201SRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3414 | PA      | $3477.45       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1339864.91    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503575                          | CUSIP: 36210VMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1104 | PA      | $1128.24       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                    | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134433.74     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781564                          | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96449 | PA      | $99608.55      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699359                          | CUSIP: 36296R5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9153 | PA      | $9646.22       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482825                          | CUSIP: 36209VLE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5505 | PA      | $5581.88       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8580000 | PA      | $8707109.31    | 0.11%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741899                          | CUSIP: 3620AWGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25043 | PA      | $25739.50      | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      533000 | PA      | $507442.43     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737022                          | CUSIP: 3620AQYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8802 | PA      | $8725.97       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591332                          | CUSIP: 36201R4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30533 | PA      | $31187.53      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739190                          | CUSIP: 3620ATF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49911 | PA      | $49448.39      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN6779                          | CUSIP: 36186PQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10656 | PA      | $9805.57       | 0.00%             | 2045-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 5/25                        | CUSIP: 01F020455<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -64250000 | PA      | $-58362091.45  | -0.74%            | 2025-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733379                          | CUSIP: 3620ALXG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      290777 | PA      | $260891.62     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569711                          | CUSIP: 36200Q3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2081 | PA      | $2068.10       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 B                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      117000 | PA      | $118478.17     | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627275                          | CUSIP: 36291F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1677 | PA      | $1684.93       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598616                          | CUSIP: 36200EAR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2948 | PA      | $3000.04       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606494                          | CUSIP: 36201XXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30770 | PA      | $31102.01      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614583                          | CUSIP: 36290QXL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1807 | PA      | $1846.94       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      474000 | PA      | $476544.13     | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610383                          | CUSIP: 36202VCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7736 | PA      | $7821.16       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620598                          | CUSIP: 36290XNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25191 | PA      | $25476.20      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591405                          | CUSIP: 36201SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10553 | PA      | $10790.35      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5081000 | PA      | $5057674.77    | 0.06%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773662                          | CUSIP: 36176RJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11223 | PA      | $10847.33      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      435000 | PA      | $429986.31     | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1977000 | PA      | $2011395.81    | 0.03%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734767                          | CUSIP: 3620ANJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11236 | PA      | $10867.41      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                    | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     2191000 | PA      | $1664449.86    | 0.02%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671459                          | CUSIP: 36295H5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27548 | PA      | $28966.05      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV3533                          | CUSIP: 3140MG4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33903 | PA      | $30723.49      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476729                          | CUSIP: 36209NSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1053 | PA      | $1076.44       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 391714                          | CUSIP: 36205JDT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9247 | PA      | $9172.84       | 0.00%             | 2038-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724707                          | CUSIP: 3620ABDL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5467 | PA      | $5306.13       | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MT                     | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11121444 | PA      | $9977775.05    | 0.13%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629406                          | CUSIP: 36291JGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7238 | PA      | $7409.26       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83067                          | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4669 | PA      | $4738.77       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721422                          | CUSIP: 3620A7PF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5445 | PA      | $5515.72       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592749                          | CUSIP: 36201TQA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14490 | PA      | $14785.41      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2006-H Trust                                             | BAFC 2006-H 2A2                    | CUSIP: 05950PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120475 | PA      | $97832.91      | 0.00%             | 2046-09-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646928                          | CUSIP: 36292EVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22009 | PA      | $21889.25      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429784                          | CUSIP: 36207EM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21023 | PA      | $21772.68      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1671 | NC      | $1164865.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                            | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2471 | PA      | $2512.76       | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732872                          | CUSIP: 3620ALFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56777 | PA      | $54916.53      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670537                          | CUSIP: 36295G4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17293 | PA      | $18172.64      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638131                          | CUSIP: 36291T4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3097 | PA      | $3134.20       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678667                          | CUSIP: 36295R6C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166940 | PA      | $161760.00     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462640                          | CUSIP: 36208V4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1584 | PA      | $1595.34       | 0.00%             | 2028-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                   | HALST 2025-B B                     | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1291949.45    | 0.02%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592125                          | CUSIP: 36201SYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3149 | PA      | $3258.22       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783202                          | CUSIP: 36241LRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158311 | PA      | $156804.47     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633252                          | CUSIP: 36291NQD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13843 | PA      | $14187.06      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770614                          | CUSIP: 36176M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32758 | PA      | $32464.94      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782495                          | CUSIP: 36241KXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7023 | PA      | $7212.02       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779244                          | CUSIP: 36176XP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19966 | PA      | $19370.66      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4289                          | CUSIP: 36179DXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      292510 | PA      | $262226.17     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764583                          | CUSIP: 36176FFY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28092 | PA      | $28456.06      | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598057                          | CUSIP: 36200DME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1126 | PA      | $1164.66       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1407000 | PA      | $1402181.68    | 0.02%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458323                          | CUSIP: 36208RD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1770 | PA      | $1809.78       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3 5/25                        | CUSIP: 21H030658<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -140750000 | PA      | $-124635574.73 | -1.57%            | 2025-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3524000 | PA      | $3708440.67    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH                | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     3340000 | PA      | $3500303.63    | 0.04%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749221                          | CUSIP: 3620C5LA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74275 | PA      | $69683.44      | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      687000 | PA      | $449470.60     | 0.01%             | 2033-05-16      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR3                               | FHASI 2006-AR3 1A1                 | CUSIP: 32052EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73972 | PA      | $43807.43      | 0.00%             | 2036-11-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705300                          | CUSIP: 36296YRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5768 | PA      | $6080.94       | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670182                          | CUSIP: 36295GRB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6753 | PA      | $7120.29       | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565821                          | CUSIP: 36213VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11829 | PA      | $12175.71      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647731                          | CUSIP: 36292FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8579 | PA      | $8685.41       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707287                          | CUSIP: 36297BXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11034 | PA      | $11176.60      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                          | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25107773 | PA      | $23109049.07   | 0.29%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530828                          | CUSIP: 36212DVV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9138 | PA      | $9346.09       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678534                          | CUSIP: 36295RY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6665 | PA      | $6747.85       | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588285                          | CUSIP: 36201NRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4360 | PA      | $4460.22       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612442                          | CUSIP: 36202XLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1254 | PA      | $1286.54       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592733                          | CUSIP: 36201TPS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2886 | PA      | $2947.51       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603709                          | CUSIP: 36200KVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1431 | PA      | $1473.06       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620461                          | CUSIP: 36290XJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41220 | PA      | $41655.90      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588190                          | CUSIP: 36201NNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7755 | PA      | $7876.58       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612767                          | CUSIP: 36202XW45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20138 | PA      | $20591.54      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493479                          | CUSIP: 36210JFU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1126 | PA      | $1151.27       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606701                          | CUSIP: 36201YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5063 | PA      | $5240.41       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658319                          | CUSIP: 36294SK89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16239 | PA      | $17005.03      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497606                          | CUSIP: 36210NYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1146 | PA      | $1171.69       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4058                            | CUSIP: 36202EQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4585 | PA      | $4657.71       | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167554 | PA      | $163364.46     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653804                          | CUSIP: 36292NKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12601 | PA      | $12892.77      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3021                          | CUSIP: 36178NLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16665 | PA      | $15175.68      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2327                          | CUSIP: 36180USQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61092 | PA      | $57051.73      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                          | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19892225 | PA      | $15909910.76   | 0.20%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8456                          | CUSIP: 3132A9MD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18266 | PA      | $18023.62      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A B                    | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155000 | PA      | $158397.23     | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2384                          | CUSIP: 36177YUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4859 | PA      | $4401.39       | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473086                          | CUSIP: 36209JRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1017 | PA      | $1035.16       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551863                          | CUSIP: 36213EB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7881 | PA      | $8124.43       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3987                            | CUSIP: 36202ENC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1086 | PA      | $1145.21       | 0.00%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4781                          | CUSIP: 36178CJ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58347 | PA      | $54432.23      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3630198.36    | 0.05%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577771                          | CUSIP: 36201A2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5380 | PA      | $5489.62       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759970                          | CUSIP: 36176ACF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71272 | PA      | $68816.34      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484442                          | CUSIP: 36209XEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4559 | PA      | $4611.83       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610775                          | CUSIP: 36202VQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1642 | PA      | $1684.36       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      289000 | PA      | $277839.83     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587807                          | CUSIP: 36201NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3238 | PA      | $3309.04       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606986                          | CUSIP: 36201YJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2843 | PA      | $2949.01       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738422                          | CUSIP: 3620ASLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      361868 | PA      | $358125.54     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749259                          | CUSIP: 3620C5MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17251 | PA      | $16986.19      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23264000 | PA      | $23082250.00   | 0.29%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325EA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     8000000 | PA      | $4881204.63    | 0.06%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8575000 | PA      | $6487645.71    | 0.08%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      305000 | PA      | $297738.13     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553357                          | CUSIP: 36213FWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14175 | PA      | $14327.51      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637426                          | CUSIP: 36291TD70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37570 | PA      | $38515.17      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630036                          | CUSIP: 36291J4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8736 | PA      | $9067.47       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783321                          | CUSIP: 36241LVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      346668 | PA      | $356545.59     | 0.00%             | 2040-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472448                          | CUSIP: 36209HZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5288 | PA      | $5349.86       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1711                          | CUSIP: 36179A3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72802 | PA      | $66572.27      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615407                          | CUSIP: 36290RU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23603 | PA      | $23852.37      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      221000 | PA      | $288963.12     | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8981                          | CUSIP: 3140XC6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2133506 | PA      | $1869416.26    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5659921 | PA      | $4865441.99    | 0.06%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5590000 | PA      | $5825332.97    | 0.07%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 730096                          | CUSIP: 3620AHC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15869 | PA      | $16074.62      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784718                          | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2058862 | PA      | $1814030.48    | 0.02%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594206                          | CUSIP: 36201VDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2460 | PA      | $2524.51       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599550                          | CUSIP: 36200FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10659 | PA      | $11208.23      | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU 2024-1A A4                    | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179000 | PA      | $182235.01     | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632080                          | CUSIP: 36291MFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99998 | PA      | $99058.48      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                      | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1779110.13    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1956000 | PA      | $2006362.00    | 0.03%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599414                          | CUSIP: 36200E3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14217 | PA      | $14377.12      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620535                          | CUSIP: 36290XLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29156 | PA      | $29489.64      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598590                          | CUSIP: 36200D7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13330 | PA      | $13585.24      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783932                          | CUSIP: 3622A2LM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81461 | PA      | $82516.77      | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588233                          | CUSIP: 36201NPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2265 | PA      | $2282.66       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621757                          | CUSIP: 36290YWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1611 | PA      | $1629.03       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650346                          | CUSIP: 36292JP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2430 | PA      | $2460.57       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8335                          | CUSIP: 3617BCHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66902 | PA      | $61292.75      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581506                          | CUSIP: 36201FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1126 | PA      | $1160.34       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1108537.03    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627783                          | CUSIP: 36291GM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8699 | PA      | $8906.86       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                 | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       63000 | PA      | $59812.93      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548143                          | CUSIP: 36212Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7234 | PA      | $7467.76       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580661                          | CUSIP: 36201EB66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4913 | PA      | $5025.69       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737577                          | CUSIP: 3620ARM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64022 | PA      | $62102.47      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608768                          | CUSIP: 36202TJM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1793 | PA      | $1834.31       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778678                          | CUSIP: 36176W2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116420 | PA      | $112584.97     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |      800000 | PA      | $940512.73     | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676857                          | CUSIP: 36295P5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13814 | PA      | $14546.57      | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0048                          | CUSIP: 36181FBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80093 | PA      | $74660.85      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      265000 | PA      | $271099.52     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641569                          | CUSIP: 36291XW62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3717 | PA      | $3807.37       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                     | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1650342.00    | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619488                          | CUSIP: 36290WF56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21347 | PA      | $21584.88      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598721                          | CUSIP: 36200ED24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5803 | PA      | $6011.90       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-515.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5942                          | CUSIP: 36178DS77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65549 | PA      | $61087.74      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3362000 | PA      | $3303272.46    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1819000 | PA      | $1790681.39    | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR4                               | FHASI 2006-AR4 1A1                 | CUSIP: 32053AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150558 | PA      | $77307.03      | 0.00%             | 2037-01-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649996                          | CUSIP: 36292JC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5653 | PA      | $5783.37       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5                   | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      677338 | PA      | $672480.06     | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749203                          | CUSIP: 3620C5KQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100296 | PA      | $96823.33      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587751                          | CUSIP: 36201M5L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1550 | PA      | $1599.20       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674426                          | CUSIP: 36295MHB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2679 | PA      | $2816.93       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648749                          | CUSIP: 36292GWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14833 | PA      | $15012.78      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91387                          | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35924 | PA      | $36463.16      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769787                          | CUSIP: 36176L6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15021 | PA      | $14521.25      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631825                          | CUSIP: 36291L4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4220 | PA      | $4271.16       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717997                          | CUSIP: 3620A3UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1736 | PA      | $1758.24       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     6342000 | PA      | $6782389.90    | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8638                          | CUSIP: 36178GS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23508 | PA      | $21244.76      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2475890.96    | 0.03%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628039                          | CUSIP: 36291GV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8916 | PA      | $9014.18       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      589000 | PA      | $586416.53     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                              | FORDO 2024-C B                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      967000 | PA      | $968116.69     | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701456                          | CUSIP: 36296UH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7300 | PA      | $7629.80       | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592593                          | CUSIP: 36201TKE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1016 | PA      | $1045.11       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593320                          | CUSIP: 36201UDZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2022 | PA      | $2065.22       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782962                          | CUSIP: 36241LJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6232 | PA      | $6313.19       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      860000 | PA      | $864474.51     | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3983                          | CUSIP: 36180FM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10205 | PA      | $9251.53       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460596                          | CUSIP: 36208TUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2357 | PA      | $2409.22       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733627                          | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3527 | PA      | $3573.22       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737111                          | CUSIP: 3620AQ3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20584 | PA      | $20401.19      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586533                          | CUSIP: 36201LSW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1205 | PA      | $1229.83       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702029                          | CUSIP: 36296U4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7369 | PA      | $7306.99       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710552                          | CUSIP: 36297FL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6682 | PA      | $6767.91       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706811                          | CUSIP: 36297BGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85985 | PA      | $84996.36      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594518                          | CUSIP: 36201VPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4212 | PA      | $4261.90       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636292                          | CUSIP: 36291R2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16623 | PA      | $16824.12      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614530                          | CUSIP: 36290QVX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11979 | PA      | $12086.60      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592036                          | CUSIP: 36201SV55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29403 | PA      | $30002.79      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA7460                          | CUSIP: 36178FJD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6362 | PA      | $5931.88       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598461                          | CUSIP: 36200DZ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4682 | PA      | $4786.25       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15009020 | PA      | $13355202.00   | 0.17%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN6683                          | CUSIP: 36186PM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125040 | PA      | $112094.13     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9462762 | PA      | $8034007.70    | 0.10%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592746                          | CUSIP: 36201TP76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7470 | PA      | $7638.71       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770596                          | CUSIP: 36176M3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40444 | PA      | $40015.78      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520992                          | CUSIP: 36211RXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21040 | PA      | $21570.99      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490058                          | CUSIP: 36210EMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1881 | PA      | $1884.28       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707286                          | CUSIP: 36297BXP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1479 | PA      | $1498.36       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1528171.59    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566513                          | CUSIP: 36213WK21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7807 | PA      | $7896.41       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                       | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3640000 | PA      | $2402166.51    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726850                          | CUSIP: 3620ADQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1037 | PA      | $1050.23       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578343                          | CUSIP: 36201BP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8946 | PA      | $9220.09       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782282                          | CUSIP: 36241KRB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81608 | PA      | $85681.75      | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482895                          | CUSIP: 36209VNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3911 | PA      | $3997.85       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711443                          | CUSIP: 36297GLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40415 | PA      | $39998.48      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582745                          | CUSIP: 36201GL29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8302 | PA      | $8489.89       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7015                          | CUSIP: 36180JYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30850 | PA      | $28810.40      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756636                          | CUSIP: 36230RLR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21302 | PA      | $21094.30      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553116                          | CUSIP: 36213FN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1087 | PA      | $1110.39       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643636                          | CUSIP: 36292BBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9296 | PA      | $9531.06       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631259                          | CUSIP: 36291LJC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2355 | PA      | $2408.17       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2059                          | CUSIP: 36179BJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16846 | PA      | $15341.00      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563477                          | CUSIP: 36213S6N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3883 | PA      | $3965.80       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726973                          | CUSIP: 3620ADT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2524 | PA      | $2501.59       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682915                          | CUSIP: 36295WVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3680 | PA      | $3782.51       | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6661                          | CUSIP: 36178EMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8929 | PA      | $8334.25       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491285                          | CUSIP: 36210FXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2208 | PA      | $2257.53       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759837                          | CUSIP: 36230U4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22646 | PA      | $21824.95      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626232                          | CUSIP: 36291EVZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21993 | PA      | $22513.59      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 775420                          | CUSIP: 36176TG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9741 | PA      | $9498.94       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     4100000 | PA      | $3203460.21    | 0.04%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491008                          | CUSIP: 36210FNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12479 | PA      | $12623.99      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2406000 | PA      | $1845383.21    | 0.02%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      971000 | PA      | $892940.30     | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698235                          | CUSIP: 36296QV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32085 | PA      | $32500.76      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651246                          | CUSIP: 36292KP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2494 | PA      | $2554.99       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599832                          | CUSIP: 36200FLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3335 | PA      | $3450.81       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494466                          | CUSIP: 36210KJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4826 | PA      | $4985.35       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711188                          | CUSIP: 36297GCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9519 | PA      | $9434.15       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 D                   | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279000 | PA      | $284967.70     | 0.00%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682466                          | CUSIP: 36295WFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51092 | PA      | $50658.10      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637324                          | CUSIP: 36291TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2104 | PA      | $2151.16       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1722                          | CUSIP: 36182V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50246 | PA      | $49234.52      | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662098                          | CUSIP: 36294WRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2855 | PA      | $2921.56       | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633800                          | CUSIP: 36291PDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11591 | PA      | $12052.18      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486691                          | CUSIP: 36210AUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1566 | PA      | $1601.29       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595891                          | CUSIP: 36200A7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1880 | PA      | $1900.91       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3374                            | CUSIP: 36202DXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32697 | PA      | $33115.80      | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543029                          | CUSIP: 36212THE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1360 | PA      | $1390.59       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588279                          | CUSIP: 36201NQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19387 | PA      | $19783.17      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                          | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1248486 | PA      | $1217487.03    | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574488                          | CUSIP: 36200WF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26065 | PA      | $26684.77      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620563                          | CUSIP: 36290XML1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6207 | PA      | $6276.07       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602235                          | CUSIP: 36200JBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10906 | PA      | $11117.22      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625195                          | CUSIP: 36291DRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1457 | PA      | $1493.11       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2631                          | CUSIP: 36177Y4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130654 | PA      | $118169.05     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0790                          | CUSIP: 3140MD2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      220611 | PA      | $199274.71     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586467                          | CUSIP: 36201LQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1033 | PA      | $1034.57       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626684                          | CUSIP: 36291FFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6566 | PA      | $6727.30       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637850                          | CUSIP: 36291TTF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4983 | PA      | $5109.59       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623958                          | CUSIP: 36291CE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2277 | PA      | $2306.13       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506402                          | CUSIP: 36210YRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3221 | PA      | $3272.80       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640194                          | CUSIP: 36291WGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8736 | PA      | $8953.97       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676463                          | CUSIP: 36295PQQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10933 | PA      | $11505.28      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD0946                          | CUSIP: 3140F8BQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137832 | PA      | $130744.58     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     1971000 | PA      | $1896383.12    | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745060                          | CUSIP: 3620C0WV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12982 | PA      | $12867.44      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633684                          | CUSIP: 36291N6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36599 | PA      | $37505.11      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566490                          | CUSIP: 36213WKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14991 | PA      | $15164.41      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610363                          | CUSIP: 36202VB83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6840 | PA      | $6896.59       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553115                          | CUSIP: 36213FN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2906 | PA      | $2969.60       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      488000 | PA      | $499012.68     | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670473                          | CUSIP: 36295G2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8040 | PA      | $8452.78       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529910                          | CUSIP: 36212CVB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4100 | PA      | $4238.32       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651790                          | CUSIP: 36292LC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9531 | PA      | $9469.48       | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614555                          | CUSIP: 36290QWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24828 | PA      | $25115.59      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615750                          | CUSIP: 36290SBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10429 | PA      | $10668.86      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607076                          | CUSIP: 36201YMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2360 | PA      | $2415.36       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3582                            | CUSIP: 36202D6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28034 | PA      | $28430.91      | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 755956                          | CUSIP: 36230QTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      409399 | PA      | $396575.08     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550644                          | CUSIP: 36213CWD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46037 | PA      | $46603.08      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | KAZAKH DEVELOPME                   | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     9640000 | PA      | $9677492.85    | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577735                          | CUSIP: 36201AY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14320 | PA      | $14789.31      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757464                          | CUSIP: 36230SJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99480 | PA      | $93074.96      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643322                          | CUSIP: 36292AVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3095 | PA      | $3173.35       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568267                          | CUSIP: 36213YJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5077 | PA      | $5243.23       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733236                          | CUSIP: 3620ALSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17929 | PA      | $18161.44      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE3196                          | CUSIP: 36180VRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12950 | PA      | $11694.05      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581549                          | CUSIP: 36201FBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1442 | PA      | $1473.42       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8163000 | PA      | $8585458.53    | 0.11%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611516                          | CUSIP: 36202WK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3687 | PA      | $3747.10       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638115                          | CUSIP: 36291T3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22401 | PA      | $22946.03      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434271                          | CUSIP: 36207KMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1159 | PA      | $1179.10       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588234                          | CUSIP: 36201NPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2403 | PA      | $2452.73       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567028                          | CUSIP: 36213W4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1707 | PA      | $1766.17       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                     | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176453 | PA      | $165072.28     | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $355554.46     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3358.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609441                          | CUSIP: 36202UBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1762 | PA      | $1803.24       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     2011000 | PA      | $2068702.23    | 0.03%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $2191958.15    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433681                          | CUSIP: 36207JXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1117 | PA      | $1142.32       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1301038.23    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1463432.48    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 C                     | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      432000 | PA      | $441697.62     | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591997                          | CUSIP: 36201SUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8113 | PA      | $8282.27       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783178                          | CUSIP: 36241LQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3276 | PA      | $3244.56       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723566                          | CUSIP: 3620A9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8018 | PA      | $8120.53       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1798000 | PA      | $1793716.97    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                      | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $770187.43     | 0.01%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                               | BMO 2024-5C8 A3                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2224762 | PA      | $2303318.79    | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675376                          | CUSIP: 36295NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18494 | PA      | $18729.55      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727324                          | CUSIP: 3620AEAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10444 | PA      | $10579.58      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591819                          | CUSIP: 36201SPC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22612 | PA      | $23050.16      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4102                          | CUSIP: 36180FRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36357 | PA      | $32960.98      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518985                          | CUSIP: 36211PRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1319 | PA      | $1361.59       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583169                          | CUSIP: 36201G2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5679 | PA      | $5864.83       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM9857                          | CUSIP: 36185C5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58690 | PA      | $55582.40      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612765                          | CUSIP: 36202XW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27263 | PA      | $27535.54      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                     | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185606 | PA      | $177948.60     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529925                          | CUSIP: 36212CVS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7090 | PA      | $7332.09       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                   | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      659000 | PA      | $665246.88     | 0.01%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734224                          | CUSIP: 3620AMVR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      177027 | PA      | $175286.46     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                          | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3668181 | PA      | $2865084.99    | 0.04%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589494                          | CUSIP: 36201P3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15675 | PA      | $15943.80      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796081                          | CUSIP: 36177QXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85567 | PA      | $82492.44      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778798                          | CUSIP: 36176W7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20350 | PA      | $19676.20      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614404                          | CUSIP: 36290QRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7052 | PA      | $7212.92       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168774 | PA      | $121480.15     | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620160                          | CUSIP: 36290W5V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16012 | PA      | $16342.49      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627817                          | CUSIP: 36291GPA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1377 | PA      | $1427.57       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704621                          | CUSIP: 36296XYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5527 | PA      | $5479.42       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492360                          | CUSIP: 36210G5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1170 | PA      | $1196.36       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611578                          | CUSIP: 36202WM30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4265 | PA      | $4410.48       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9175                          | CUSIP: 36178WFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      138373 | PA      | $125598.58     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634819                          | CUSIP: 36291QG40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2145 | PA      | $2200.67       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1956320.25    | 0.02%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570254                          | CUSIP: 36200RQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1100 | PA      | $1130.15       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619119                          | CUSIP: 36290VYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13428 | PA      | $13953.51      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      945000 | PA      | $955372.16     | 0.01%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8801                          | CUSIP: 36180MX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84662 | PA      | $79340.52      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1163818.72    | 0.01%             | 2027-10-18      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583822                          | CUSIP: 36201HSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3801 | PA      | $3840.61       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463403 | PA      | $428572.84     | 0.01%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631305                          | CUSIP: 36291LKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4060 | PA      | $4162.48       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 167428                          | CUSIP: 36216K4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1136 | PA      | $1153.72       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2028                          | CUSIP: 36180UHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28032 | PA      | $25372.87      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553019                          | CUSIP: 36213FK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61822 | PA      | $63847.32      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598046                          | CUSIP: 36200DL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1417 | PA      | $1449.25       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20633                          | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10827 | PA      | $10415.67      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605475                          | CUSIP: 36200NT84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1311 | PA      | $1327.02       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603416                          | CUSIP: 36200KK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7295 | PA      | $7449.64       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613871                          | CUSIP: 36290N6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8704 | PA      | $8794.50       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719221                          | CUSIP: 3620A5AW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1034 | PA      | $1007.27       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698482                          | CUSIP: 36296Q6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42799 | PA      | $42429.75      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389163                          | CUSIP: 36205FJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10129 | PA      | $10654.46      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4835000 | PA      | $2947940.71    | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | HACLN 2024-2 B1                    | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      557459 | PA      | $560248.56     | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539535                          | CUSIP: 36212PLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1122 | PA      | $1157.47       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575436                          | CUSIP: 36200XHM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2708 | PA      | $2805.79       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599871                          | CUSIP: 36200FMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1483 | PA      | $1515.07       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782440                          | CUSIP: 36241KV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61847 | PA      | $62638.87      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649817                          | CUSIP: 36292H4A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8811 | PA      | $9141.61       | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650732                          | CUSIP: 36292J4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41026 | PA      | $42660.47      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464893                          | CUSIP: 36208YNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2034 | PA      | $2079.79       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630026                          | CUSIP: 36291J4K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3128 | PA      | $3239.59       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3055089.75    | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629461                          | CUSIP: 36291JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7344 | PA      | $7431.96       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619376                          | CUSIP: 36290WCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3818 | PA      | $3896.44       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633782                          | CUSIP: 36291PCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1911 | PA      | $1959.18       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529867                          | CUSIP: 36212CTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7852 | PA      | $8102.40       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      488000 | PA      | $503948.18     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2118                          | CUSIP: 36180UK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5358 | PA      | $4843.90       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751469                          | CUSIP: 36230KT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6597 | PA      | $6373.01       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670647                          | CUSIP: 36295HBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14012 | PA      | $14780.63      | 0.00%             | 2039-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q28789                          | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28346 | PA      | $27836.50      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645700                          | CUSIP: 36292DKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5652 | PA      | $5721.15       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0601                          | CUSIP: 36177WU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37810 | PA      | $35820.66      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767353                          | CUSIP: 36176JH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34280 | PA      | $31979.43      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606894                          | CUSIP: 36201YGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8402 | PA      | $8588.78       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598637                          | CUSIP: 36200EBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4261 | PA      | $4353.59       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 795220                          | CUSIP: 36177PYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15446 | PA      | $14409.58      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615284                          | CUSIP: 36290RRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9174 | PA      | $9365.34       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751883                          | CUSIP: 36230LCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8862 | PA      | $8579.23       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604556                          | CUSIP: 36200MTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23389 | PA      | $23856.22      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | CENTENNIAL RESOU                   | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       98000 | PA      | $97421.57      | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779747                          | CUSIP: 36176YBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2512 | PA      | $2358.29       | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698401                          | CUSIP: 36296Q3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3639 | PA      | $3607.22       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623304                          | CUSIP: 36291BNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10818 | PA      | $11058.40      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745199                          | CUSIP: 3620C03G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166014 | PA      | $168167.96     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684131                          | CUSIP: 36295YA86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2068 | PA      | $2094.49       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     2530000 | PA      | $2795660.93    | 0.04%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05508                          | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3662 | PA      | $3716.63       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472028                          | CUSIP: 36209HLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1016 | PA      | $1038.90       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74457.91      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618631                          | CUSIP: 36290VHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1875 | PA      | $1945.41       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615893                          | CUSIP: 36290SGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31269 | PA      | $31623.17      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619365                          | CUSIP: 36290WCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23744 | PA      | $24267.05      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574452                          | CUSIP: 36200WEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15103 | PA      | $15550.97      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631122                          | CUSIP: 36291LD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7385 | PA      | $7506.76       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555387                          | CUSIP: 36213H6Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1916 | PA      | $1958.87       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595497                          | CUSIP: 36200ARS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1404 | PA      | $1429.73       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584986                          | CUSIP: 36201J2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1969 | PA      | $2027.69       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779990                          | CUSIP: 36177HC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15433 | PA      | $15268.08      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476055                          | CUSIP: 36209MZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1966 | PA      | $2009.48       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1267361.67    | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485604                          | CUSIP: 36209YNV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         973 | PA      | $1000.38       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619598                          | CUSIP: 36290WKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6985 | PA      | $7064.26       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625596                          | CUSIP: 36291D7H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4976 | PA      | $5034.53       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621917                          | CUSIP: 36290Y4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1094 | PA      | $1118.44       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564257                          | CUSIP: 36213TZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6279 | PA      | $6497.84       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603486                          | CUSIP: 36200KNB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1677 | PA      | $1710.20       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646819                          | CUSIP: 36292ESG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10783 | PA      | $11049.04      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      535000 | PA      | $488070.11     | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565924                          | CUSIP: 36213VVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1797 | PA      | $1860.32       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613033                          | CUSIP: 36290NBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         852 | PA      | $859.48        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643534                          | CUSIP: 36292A4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5324 | PA      | $5451.04       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738846                          | CUSIP: 3620ASZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20304 | PA      | $19597.40      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 5/25                        | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -139000000 | PA      | $-140970978.30 | -1.78%            | 2025-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723288                          | CUSIP: 3620A9RH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58597 | PA      | $58080.10      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686381                          | CUSIP: 36296BRA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2968 | PA      | $3124.69       | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597704                          | CUSIP: 36200DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3870 | PA      | $3942.11       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8972                          | CUSIP: 36183E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16635 | PA      | $16300.24      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                     | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     1853000 | PA      | $1500924.03    | 0.02%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 755957                          | CUSIP: 36230QTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107580 | PA      | $104072.85     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483822                          | CUSIP: 36209WPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1741 | PA      | $1779.73       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510403                          | CUSIP: 36211EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22318 | PA      | $22578.14      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782695                          | CUSIP: 36241K7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74853 | PA      | $78771.86      | 0.00%             | 2039-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657766                          | CUSIP: 36294RW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5106 | PA      | $5372.02       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB0896                          | CUSIP: 36178K7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      215387 | PA      | $202298.63     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719186                          | CUSIP: 3620A46X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10563 | PA      | $11143.00      | 0.00%             | 2039-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     9000000 | PA      | $4847957.15    | 0.06%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610557                          | CUSIP: 36202VJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7639 | PA      | $7922.64       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699884                          | CUSIP: 36296SRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16869 | PA      | $16706.82      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580424                          | CUSIP: 36201DYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13882 | PA      | $14221.76      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606058                          | CUSIP: 36201XJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3651 | PA      | $3734.66       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN5736                          | CUSIP: 36186NLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      716761 | PA      | $642553.88     | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476989                          | CUSIP: 36209N2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2777 | PA      | $2814.39       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741794                          | CUSIP: 3620AWC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88081 | PA      | $82365.70      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610432                          | CUSIP: 36202VED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16865 | PA      | $17079.38      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577421                          | CUSIP: 36201APE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1966 | PA      | $2004.66       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626813                          | CUSIP: 36291FK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5398 | PA      | $5535.30       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604470                          | CUSIP: 36200MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11947 | PA      | $12073.44      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8259000 | PA      | $8138903.53    | 0.10%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06009                          | CUSIP: 3128M8AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6550 | PA      | $6648.74       | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782916                          | CUSIP: 36241LGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12054 | PA      | $12395.05      | 0.00%             | 2040-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603396                          | CUSIP: 36200KKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10073 | PA      | $10286.35      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      599000 | PA      | $603275.69     | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1572154.66    | 0.02%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560396                          | CUSIP: 36213PRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4185 | PA      | $4316.58       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615523                          | CUSIP: 36290RYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16365 | PA      | $16543.70      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626669                          | CUSIP: 36291FFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5725 | PA      | $5855.68       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451623                          | CUSIP: 36208HVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4576 | PA      | $4629.58       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1217241.89    | 0.02%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24635874.12   | 0.31%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A C                    | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216000 | PA      | $215368.37     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749869                          | CUSIP: 3620C6CE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39465 | PA      | $38993.48      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      103000 | PA      | $103764.78     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      511000 | PA      | $491684.51     | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609544                          | CUSIP: 36202UER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1807 | PA      | $1869.73       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651903                          | CUSIP: 36292LGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1097 | PA      | $1111.12       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743016                          | CUSIP: 3620AXN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53401 | PA      | $51552.42      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611472                          | CUSIP: 36202WJR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2498 | PA      | $2580.05       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622989                          | CUSIP: 36291BC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23411 | PA      | $23941.59      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457800                          | CUSIP: 36208QRV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1597 | PA      | $1632.81       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745854                          | CUSIP: 3620C1TK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26560 | PA      | $25698.23      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491253                          | CUSIP: 36210FWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5214 | PA      | $5300.59       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616468                          | CUSIP: 36290SZ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16486 | PA      | $16856.69      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                          | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6362 | PA      | $6311.22       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749757                          | CUSIP: 3620C55S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      229623 | PA      | $227466.90     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684113                          | CUSIP: 36295YAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1419 | PA      | $1437.09       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765886                          | CUSIP: 36176GUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17404 | PA      | $17238.53      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5698000 | PA      | $4036123.93    | 0.05%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769229                          | CUSIP: 36176LLJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1462 | PA      | $1415.94       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724239                          | CUSIP: 3620AAS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87247 | PA      | $86438.94      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6788                          | CUSIP: 36178TRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15353 | PA      | $14364.49      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ6902                          | CUSIP: 36183CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34281 | PA      | $30826.31      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2465                          | CUSIP: 36180DW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194529 | PA      | $181475.28     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604711                          | CUSIP: 36200MYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9883 | PA      | $9844.48       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611529                          | CUSIP: 36202WLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2191 | PA      | $2232.82       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3135                          | CUSIP: 36180EPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58950 | PA      | $53275.55      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.494960 31-AUG-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    19800000 | NC      | $-137808.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9862                          | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8849 | PA      | $8722.22       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A B                     | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $196530.28     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM3944                          | CUSIP: 36184QLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77077 | PA      | $72995.38      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743017                          | CUSIP: 3620AXPA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114353 | PA      | $110527.12     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620192                          | CUSIP: 36290W7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15436 | PA      | $15831.34      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2713                            | CUSIP: 36202DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40881 | PA      | $41562.18      | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782997                          | CUSIP: 36241LKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2351 | PA      | $2381.10       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769920                          | CUSIP: 36176MDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3791 | PA      | $3759.11       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706534                          | CUSIP: 36297A4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9652 | PA      | $10161.81      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B C                      | CUSIP: 44934QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      604000 | PA      | $618767.14     | 0.01%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510399                          | CUSIP: 36211D7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65531 | PA      | $66322.81      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759082                          | CUSIP: 36230UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24855 | PA      | $24031.98      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580395                          | CUSIP: 36201DXY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1991 | PA      | $2036.71       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60109                          | CUSIP: 31335ADN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      249814 | PA      | $249014.83     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5247000 | PA      | $4392518.26    | 0.06%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501019                          | CUSIP: 36210SSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2410 | PA      | $2488.75       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599929                          | CUSIP: 36200FPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20055 | PA      | $20480.80      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9127                          | CUSIP: 36184HD84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      286074 | PA      | $274860.93     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653069                          | CUSIP: 36292MQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16931 | PA      | $17375.21      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586124                          | CUSIP: 36201LD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21736 | PA      | $22233.76      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629880                          | CUSIP: 36291JXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23547 | PA      | $24397.06      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513704                          | CUSIP: 36211HU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4415 | PA      | $4513.64       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599393                          | CUSIP: 36200E3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21539 | PA      | $22005.37      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494576                          | CUSIP: 36210KMZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8283 | PA      | $8427.54       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641275                          | CUSIP: 36291XMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27287 | PA      | $27596.05      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1102149.61    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1621                          | CUSIP: 36180CYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30707 | PA      | $28840.63      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767249                          | CUSIP: 36176JEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3003 | PA      | $2899.36       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624363                          | CUSIP: 36291CTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9515 | PA      | $9690.64       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758308                          | CUSIP: 36230TGR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33378 | PA      | $31314.93      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769620                          | CUSIP: 36176LYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      148625 | PA      | $139168.89     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619596                          | CUSIP: 36290WKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14740 | PA      | $14899.07      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747923                          | CUSIP: 3620C34G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97402 | PA      | $94160.03      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612523                          | CUSIP: 36202XPG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1927 | PA      | $1943.48       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3330                            | CUSIP: 36202DVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5350 | PA      | $5336.20       | 0.00%             | 2032-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598632                          | CUSIP: 36200EA92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8952 | PA      | $9107.63       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645408                          | CUSIP: 36292DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8999 | PA      | $9220.39       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 C                   | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |      248408 | PA      | $231676.38     | 0.00%             | 2058-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613848                          | CUSIP: 36290N5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1038 | PA      | $1048.59       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751573                          | CUSIP: 36230KXA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44771 | PA      | $43221.00      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677173                          | CUSIP: 36295QJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6811 | PA      | $6899.45       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647841                          | CUSIP: 36292FWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4389 | PA      | $4441.94       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616534                          | CUSIP: 36290S4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25822 | PA      | $26438.63      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607205                          | CUSIP: 36201YR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8298 | PA      | $8602.59       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649515                          | CUSIP: 36292HSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7802 | PA      | $7753.47       | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749253                          | CUSIP: 3620C5MA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64331 | PA      | $62135.40      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724828                          | CUSIP: 3620ABHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19567 | PA      | $19354.85      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553138                          | CUSIP: 36213FPX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17646 | PA      | $18038.51      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764243                          | CUSIP: 36176EZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1782 | PA      | $1723.63       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567943                          | CUSIP: 36213X5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1209 | PA      | $1236.25       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534016                          | CUSIP: 36212HGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18983 | PA      | $19526.80      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645403                          | CUSIP: 36292DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6260 | PA      | $6420.04       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610556                          | CUSIP: 36202VH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1070 | PA      | $1088.83       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676707                          | CUSIP: 36295PYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1315 | PA      | $1331.79       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588175                          | CUSIP: 36201NMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9225 | PA      | $9545.97       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685885                          | CUSIP: 36296A6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4992 | PA      | $5250.83       | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620448                          | CUSIP: 36290XHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1529 | PA      | $1544.71       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627732                          | CUSIP: 36291GLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14212 | PA      | $14952.50      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714710                          | CUSIP: 3620A0AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87702 | PA      | $86956.71      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627337                          | CUSIP: 36291F4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1172 | PA      | $1199.83       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 A                    | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      720275 | PA      | $703096.85     | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3436000 | PA      | $3191530.74    | 0.04%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678619                          | CUSIP: 36295R4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40917 | PA      | $40505.49      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                    | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      797203 | PA      | $810084.65     | 0.01%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749442                          | CUSIP: 3620C5S73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32043 | PA      | $31735.81      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564232                          | CUSIP: 36213TY56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1735 | PA      | $1782.35       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      492000 | PA      | $475311.56     | 0.01%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741628                          | CUSIP: 3620AV4M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25226 | PA      | $24984.41      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615834                          | CUSIP: 36290SEF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2231 | PA      | $2254.13       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658093                          | CUSIP: 36294SC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2693 | PA      | $2727.43       | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL1136                          | CUSIP: 36183WHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29718 | PA      | $26743.61      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631077                          | CUSIP: 36291LCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3137 | PA      | $3258.06       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0210                          | CUSIP: 36180BGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12652 | PA      | $11876.19      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | RAIZEN FUELS                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     7900000 | PA      | $7458356.95    | 0.09%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748811                          | CUSIP: 3620C43U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11153 | PA      | $11052.73      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2329500.10    | 0.03%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550655                          | CUSIP: 36213CWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6351 | PA      | $6318.23       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603107                          | CUSIP: 36200KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4967 | PA      | $5145.72       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3 5/25                        | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $9500000.00    | 0.12%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346042 | PA      | $338300.31     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491144                          | CUSIP: 36210FS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5483 | PA      | $5571.08       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723646                          | CUSIP: 3620A95F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19540 | PA      | $19370.49      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553188                          | CUSIP: 36213FRH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1716 | PA      | $1752.36       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48559.31      | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1701                          | CUSIP: 3138Y23K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6018 | PA      | $5844.10       | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42392 | PA      | $41201.08      | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1008                          | CUSIP: 3140W1DN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17877658 | PA      | $16396386.40   | 0.21%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1294723.29    | 0.02%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570566                          | CUSIP: 36200RZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8431 | PA      | $8727.19       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599636                          | CUSIP: 36200FEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5116 | PA      | $5229.36       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552876                          | CUSIP: 36213FFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5197 | PA      | $5299.30       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602394                          | CUSIP: 36200JGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3188 | PA      | $3176.12       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484534                          | CUSIP: 36209XHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2691 | PA      | $2728.98       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3088151.12    | 0.04%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629372                          | CUSIP: 36291JFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15573 | PA      | $15894.46      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0143                          | CUSIP: 36180BEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14287 | PA      | $13325.26      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675339                          | CUSIP: 36295NHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9227 | PA      | $9341.47       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691698                          | CUSIP: 36296HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      187707 | PA      | $181938.21     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616588                          | CUSIP: 36290S6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16712 | PA      | $17094.50      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429679                          | CUSIP: 36207EJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7237 | PA      | $7393.53       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      733000 | PA      | $747541.85     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723662                          | CUSIP: 3620A95X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41812 | PA      | $41440.35      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6101                          | CUSIP: 36178DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25263 | PA      | $22500.81      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      918000 | PA      | $910302.69     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      288000 | PA      | $263738.65     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4993000 | PA      | $3242329.38    | 0.04%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651717                          | CUSIP: 36292LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11808 | PA      | $11763.29      | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $671020.09     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     3843000 | PA      | $2701653.96    | 0.03%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706826                          | CUSIP: 36297BHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24675 | PA      | $24322.39      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646061                          | CUSIP: 36292DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17518 | PA      | $18314.10      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741351                          | CUSIP: 3620AVTG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5550 | PA      | $5621.62       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554922                          | CUSIP: 36213HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2246 | PA      | $2320.85       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                    | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      491000 | PA      | $476940.45     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616065                          | CUSIP: 36290SMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5044 | PA      | $5230.52       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728924                          | CUSIP: 3620AFYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3270 | PA      | $3312.66       | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3445000 | PA      | $2825879.60    | 0.04%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443678                          | CUSIP: 36207V2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2435 | PA      | $2489.28       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728792                          | CUSIP: 3620AFUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16426 | PA      | $16279.35      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631204                          | CUSIP: 36291LGM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9786 | PA      | $10033.18      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566309                          | CUSIP: 36213WDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1214 | PA      | $1254.24       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389719                          | CUSIP: 36205F4C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3525 | PA      | $3643.16       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9747                          | CUSIP: 36181DZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109493 | PA      | $101937.02     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604539                          | CUSIP: 36200MS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1318 | PA      | $1334.38       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494264                          | CUSIP: 36210KB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2887 | PA      | $2951.64       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1184000 | PA      | $1213754.04    | 0.02%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97184                          | CUSIP: 3129456V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21371 | PA      | $21151.28      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629778                          | CUSIP: 36291JUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17387 | PA      | $16232.69      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616257                          | CUSIP: 36290STN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6249 | PA      | $6320.10       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605967                          | CUSIP: 36201XFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9030 | PA      | $9305.77       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782068                          | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1148 | PA      | $1162.08       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3556000 | PA      | $3081399.14    | 0.04%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653160                          | CUSIP: 36292MTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8328 | PA      | $8527.29       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4206                          | CUSIP: 3138WDU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8574 | PA      | $8396.57       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566596                          | CUSIP: 36213WNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4571 | PA      | $4701.90       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607275                          | CUSIP: 36201YT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5039 | PA      | $5096.91       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | FORDO 2024-D B                     | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181000 | PA      | $183543.83     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546765                          | CUSIP: 36212XMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5409 | PA      | $5366.08       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590450                          | CUSIP: 36201Q5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22419 | PA      | $23160.39      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644969                          | CUSIP: 36292CQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18406 | PA      | $18857.83      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 455038                          | CUSIP: 36208MPX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2186 | PA      | $2234.93       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628913                          | CUSIP: 36291HVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9835 | PA      | $9948.86       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610430                          | CUSIP: 36202VEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12163 | PA      | $12447.99      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2589                          | CUSIP: 31418B2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1511 | PA      | $1497.78       | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781730                          | CUSIP: 36225B4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1132 | PA      | $1145.12       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     4579000 | PA      | $2710936.51    | 0.03%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745188                          | CUSIP: 3620C02V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3018 | PA      | $2989.49       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614960                          | CUSIP: 36290RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1704 | PA      | $1724.34       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604550                          | CUSIP: 36200MTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109213 | PA      | $110415.68     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08551                          | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4538 | PA      | $4356.12       | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662927                          | CUSIP: 36294XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6122 | PA      | $6291.14       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772031                          | CUSIP: 36176PPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14229 | PA      | $13750.82      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662145                          | CUSIP: 36294WTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25385 | PA      | $26061.22      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733792                          | CUSIP: 3620AMF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11577 | PA      | $11727.12      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456884                          | CUSIP: 36208PRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1653 | PA      | $1690.30       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      312000 | PA      | $311276.22     | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633574                          | CUSIP: 36291N2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1931 | PA      | $1954.13       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174673 | PA      | $171064.13     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711552                          | CUSIP: 36297GQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45001 | PA      | $44351.69      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609689                          | CUSIP: 36202UKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1096 | PA      | $1109.09       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2040                          | CUSIP: 36179BHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44045 | PA      | $41209.34      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      300000 | PA      | $314490.57     | 0.00%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738720                          | CUSIP: 3620ASVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25917 | PA      | $25097.93      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8220                          | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15896947 | PA      | $13804995.94   | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5378.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520079                          | CUSIP: 36211QXG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1285 | PA      | $1321.89       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622445                          | CUSIP: 36291AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16356 | PA      | $16552.42      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587218                          | CUSIP: 36201MK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1978 | PA      | $2043.82       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772398                          | CUSIP: 36176P3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28998 | PA      | $27080.35      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630097                          | CUSIP: 36291J7J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26854 | PA      | $27439.99      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791824                          | CUSIP: 36177LA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9952 | PA      | $9255.62       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473492                          | CUSIP: 36209J7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1010 | PA      | $1033.01       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791245                          | CUSIP: 36177KL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5102 | PA      | $4925.00       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649168                          | CUSIP: 36292HFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13139 | PA      | $13603.70      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783262                          | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102289 | PA      | $101353.94     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623331                          | CUSIP: 36291BPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2202 | PA      | $2226.21       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783476                          | CUSIP: 36241L2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      657083 | PA      | $665599.05     | 0.01%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605764                          | CUSIP: 36200N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18470 | PA      | $18679.96      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1676561.67    | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C B                      | CUSIP: 44918CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      706000 | PA      | $733188.55     | 0.01%             | 2029-12-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598214                          | CUSIP: 36200DSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15534 | PA      | $15835.00      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781650                          | CUSIP: 36225BZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48554 | PA      | $50070.51      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622039                          | CUSIP: 36291ABG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24374 | PA      | $24886.21      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641946                          | CUSIP: 36291YET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43804 | PA      | $44875.08      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636109                          | CUSIP: 36291RVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1657 | PA      | $1677.81       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488472                          | CUSIP: 36210CT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2025 | PA      | $2052.76       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738111                          | CUSIP: 3620ASAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32513 | PA      | $31463.76      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2392                          | CUSIP: 36180DUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5581 | PA      | $5222.77       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701964                          | CUSIP: 36296UZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12049 | PA      | $11946.75      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620454                          | CUSIP: 36290XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5699 | PA      | $5760.00       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756956                          | CUSIP: 36230RWR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16033 | PA      | $16240.15      | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619593                          | CUSIP: 36290WKE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4042 | PA      | $4084.15       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726271                          | CUSIP: 3620AC2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27460 | PA      | $27210.78      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 4.300000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3759000 | NC      | $1177.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL3727                          | CUSIP: 36184AD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56963 | PA      | $54589.27      | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57772                          | CUSIP: 3132Y1T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20962 | PA      | $19196.23      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3768                          | CUSIP: 3140QPFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166665 | PA      | $151189.25     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591754                          | CUSIP: 36201SMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3152 | PA      | $3163.98       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544337                          | CUSIP: 36212UV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1701 | PA      | $1744.37       | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622560                          | CUSIP: 36291ATR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16327 | PA      | $16851.93      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 680599                          | CUSIP: 36295UDC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2020 | PA      | $2125.17       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609458                          | CUSIP: 36202UB36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5395 | PA      | $5521.64       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548793                          | CUSIP: 36213AUS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5580 | PA      | $5616.59       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520269                          | CUSIP: 36211Q6E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5597 | PA      | $5728.33       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3940                          | CUSIP: 36179DLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57350 | PA      | $53701.01      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592618                          | CUSIP: 36201TK71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6896 | PA      | $7046.19       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 B                     | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      569000 | PA      | $574567.61     | 0.01%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615948                          | CUSIP: 36290SHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24245 | PA      | $24514.58      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609453                          | CUSIP: 36202UBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5301 | PA      | $5279.32       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726484                          | CUSIP: 3620ADCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25621 | PA      | $25378.39      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |      648000 | PA      | $667575.40     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617378                          | CUSIP: 36290T2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24216 | PA      | $25283.39      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4775000 | PA      | $3460196.30    | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510925                          | CUSIP: 36211ESN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2893 | PA      | $2926.94       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610991                          | CUSIP: 36202VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19056 | PA      | $19277.89      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      190000 | PA      | $198308.13     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      203000 | PA      | $209666.20     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599701                          | CUSIP: 36200FGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9152 | PA      | $9346.01       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734690                          | CUSIP: 3620ANF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      365378 | PA      | $361992.35     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757579                          | CUSIP: 36230SM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15892 | PA      | $15371.38      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615517                          | CUSIP: 36290RYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3209 | PA      | $3196.44       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 A                     | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      507000 | PA      | $530494.73     | 0.01%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490491                          | CUSIP: 36210E2Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2939 | PA      | $2974.36       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20757.80      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      699000 | PA      | $723275.88     | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB7237                          | CUSIP: 36178UBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35791 | PA      | $33504.58      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476106                          | CUSIP: 36209M3P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1226 | PA      | $1252.93       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 417677                          | CUSIP: 36206P6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2485 | PA      | $2519.82       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473254                          | CUSIP: 36209JWP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3017 | PA      | $3083.79       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1862                          | CUSIP: 36180UB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      206447 | PA      | $187463.95     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618791                          | CUSIP: 36290VNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22932 | PA      | $23952.21      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583000                          | CUSIP: 36201GUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15707 | PA      | $15883.26      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 536420                          | CUSIP: 36212K4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10188 | PA      | $10421.86      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584096                          | CUSIP: 36201H3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6576 | PA      | $6803.45       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710155                          | CUSIP: 36297E5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26070 | PA      | $25224.81      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772030                          | CUSIP: 36176PPP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99297 | PA      | $95842.39      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648149                          | CUSIP: 36292GBS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9108 | PA      | $9559.19       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550521                          | CUSIP: 36213CSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14731 | PA      | $14903.89      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733812                          | CUSIP: 3620AMGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2923 | PA      | $2734.52       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685816                          | CUSIP: 36296A3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      349555 | PA      | $338657.10     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657133                          | CUSIP: 36294RBA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12780 | PA      | $13433.88      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 6-7 NOTE FRI W1May25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         183 | NC      | $85781.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      728000 | PA      | $668324.39     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8245                          | CUSIP: 36178GES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10031 | PA      | $9477.65       | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628882                          | CUSIP: 36291HUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5144 | PA      | $5268.90       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                     | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      698000 | PA      | $703702.90     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612474                          | CUSIP: 36202XMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2602 | PA      | $2660.26       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757159                          | CUSIP: 36230R5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57402 | PA      | $55654.49      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2258                          | CUSIP: 36180DQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65808 | PA      | $61570.90      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491490                          | CUSIP: 36210F7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3779 | PA      | $3869.34       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2518627.33    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582381                          | CUSIP: 36201F6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3121 | PA      | $3219.57       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571287                          | CUSIP: 36200SUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1611 | PA      | $1646.72       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 792946                          | CUSIP: 36177MHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14908 | PA      | $14362.63      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743479                          | CUSIP: 3620AX6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8205 | PA      | $7954.20       | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4803000 | PA      | $3661788.67    | 0.05%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591880                          | CUSIP: 36201SQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2816 | PA      | $2879.41       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705944                          | CUSIP: 36297AHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47229 | PA      | $42973.20      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2 5/25                        | CUSIP: 21H020659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15000000 | PA      | $12231976.50   | 0.15%             | 2025-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS6521                          | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2595 | PA      | $2559.79       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                    | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     3817000 | PA      | $3246357.87    | 0.04%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473597                          | CUSIP: 36209KDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1935 | PA      | $1978.52       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552232                          | CUSIP: 36213EPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33152 | PA      | $34186.70      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1853000 | PA      | $1865809.37    | 0.02%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696467                          | CUSIP: 36296NW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3505 | PA      | $3680.09       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620495                          | CUSIP: 36290XKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2662 | PA      | $2692.62       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552901                          | CUSIP: 36213FGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5421 | PA      | $5519.56       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649072                          | CUSIP: 36292HCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1451 | PA      | $1485.76       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600102                          | CUSIP: 36200FU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7274 | PA      | $7437.04       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598004                          | CUSIP: 36200DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3173 | PA      | $3276.31       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490796                          | CUSIP: 36210FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2291 | PA      | $2322.55       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729017                          | CUSIP: 3620AF4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6188 | PA      | $6137.40       | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-173.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2999                          | CUSIP: 36178NKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2188094 | PA      | $1990934.05    | 0.03%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690653                          | CUSIP: 36296GH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98237 | PA      | $95321.37      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471357                          | CUSIP: 36209GTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20381 | PA      | $20793.12      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637954                          | CUSIP: 36291TWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3788 | PA      | $3871.78       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57703.32      | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710496                          | CUSIP: 36297FKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16812 | PA      | $16313.16      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643581                          | CUSIP: 36292A6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10770 | PA      | $11195.09      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615869                          | CUSIP: 36290SFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10743 | PA      | $10700.83      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3623                            | CUSIP: 36202EAY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61981 | PA      | $62868.71      | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594952                          | CUSIP: 36201V5M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26537 | PA      | $27348.49      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                              | FORDL 2024-A B                     | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      207000 | PA      | $208459.29     | 0.00%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651781                          | CUSIP: 36292LCS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1411 | PA      | $1444.20       | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481376                          | CUSIP: 36209TXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2809 | PA      | $2872.01       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782564                          | CUSIP: 36241KZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8438 | PA      | $8547.60       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                                              | DIEBOLD NIXDORF                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26046.99      | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602658                          | CUSIP: 36200JQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9203 | PA      | $9403.42       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773663                          | CUSIP: 36176RJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10291 | PA      | $9948.14       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630113                          | CUSIP: 36291KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14707 | PA      | $15258.83      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497599                          | CUSIP: 36210NX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1375 | PA      | $1396.06       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641599                          | CUSIP: 36291XX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3374 | PA      | $3454.65       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636873                          | CUSIP: 36291SQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5800 | PA      | $5942.14       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474804                          | CUSIP: 36209LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3826 | PA      | $3911.12       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640962                          | CUSIP: 36291XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14680 | PA      | $14850.36      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744386                          | CUSIP: 3620AY6X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      192184 | PA      | $185951.40     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623405                          | CUSIP: 36291BR25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12573 | PA      | $12867.45      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597969                          | CUSIP: 36200DJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3406 | PA      | $3440.16       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723354                          | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4323 | PA      | $4379.00       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      285000 | PA      | $262663.61     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603519                          | CUSIP: 36200KPC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10010 | PA      | $10201.27      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4577                          | CUSIP: 36180GCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42449 | PA      | $37545.82      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                       | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      787000 | PA      | $776790.45     | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499348                          | CUSIP: 36210QWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2161 | PA      | $2198.09       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    37181000 | PA      | $36675171.33   | 0.46%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562521                          | CUSIP: 36213R4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5316 | PA      | $5380.29       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2654                          | CUSIP: 36177Y5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      177235 | PA      | $160110.55     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749257                          | CUSIP: 3620C5ME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99276 | PA      | $97724.84      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42547.60      | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 730387                          | CUSIP: 3620AHNC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10381 | PA      | $10515.33      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1647                          | CUSIP: 36178LZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16852 | PA      | $15720.83      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE0188                          | CUSIP: 36180SF58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108589 | PA      | $98367.47      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650357                          | CUSIP: 36292JQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15991 | PA      | $16607.39      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      815000 | PA      | $811571.61     | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    12400000 | PA      | $8518955.00    | 0.11%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594933                          | CUSIP: 36201V4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8385 | PA      | $8669.45       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                   | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2083000 | PA      | $2134427.00    | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN9827                          | CUSIP: 36187S4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68163 | PA      | $64553.16      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626071                          | CUSIP: 36291EQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4708 | PA      | $4799.93       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586529                          | CUSIP: 36201LSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6198 | PA      | $6339.18       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13228000 | PA      | $11101731.81   | 0.14%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584174                          | CUSIP: 36201H6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4486 | PA      | $4586.03       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649539                          | CUSIP: 36292HS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8401 | PA      | $8698.53       | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599388                          | CUSIP: 36200E2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4912 | PA      | $5079.70       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602128                          | CUSIP: 36200H4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3321 | PA      | $3391.80       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 420628                          | CUSIP: 36206THD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2324 | PA      | $2392.91       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606665                          | CUSIP: 36201X6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5203 | PA      | $5323.34       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68000000 | PA      | $68531250.00   | 0.87%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626727                          | CUSIP: 36291FHC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2976 | PA      | $3048.35       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $944680.80     | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                     | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600963 | PA      | $599648.91     | 0.01%             | 2044-09-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765950                          | CUSIP: 36176GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      127437 | PA      | $123217.01     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462667                          | CUSIP: 36208V6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1085 | PA      | $1097.17       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610372                          | CUSIP: 36202VCH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21745 | PA      | $21989.82      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781802                          | CUSIP: 36241KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18702 | PA      | $18629.51      | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548554                          | CUSIP: 36213AMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2735 | PA      | $2827.36       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593424                          | CUSIP: 36201UG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8510 | PA      | $8595.06       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627185                          | CUSIP: 36291FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9450 | PA      | $9560.92       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608315                          | CUSIP: 36202SYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14125 | PA      | $14290.25      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555698                          | CUSIP: 36213JKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5792 | PA      | $5922.47       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642221                          | CUSIP: 36291YPE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7848 | PA      | $8047.91       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473610                          | CUSIP: 36209KDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1484 | PA      | $1516.77       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 660481                          | CUSIP: 36294UXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10880 | PA      | $11417.34      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     1160000 | PA      | $1285752.45    | 0.02%             | 2173-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF9068                          | CUSIP: 36181RCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46601 | PA      | $41734.79      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | SCRT 2018-3 MZ                     | CUSIP: 35563PGK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2156182 | PA      | $1588974.86    | 0.02%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659107                          | CUSIP: 36294TGQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3337 | PA      | $3506.98       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN                   | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      424000 | PA      | $414842.23     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595317                          | CUSIP: 36200AK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37685 | PA      | $38461.42      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743740                          | CUSIP: 3620AYHR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38774 | PA      | $39277.01      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      400000 | PA      | $389738.41     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                   | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1054481.39    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1844139.69    | 0.02%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610458                          | CUSIP: 36202VE72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6742 | PA      | $6884.01       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588286                          | CUSIP: 36201NRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11534 | PA      | $11799.24      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640926                          | CUSIP: 36291XA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3551 | PA      | $3640.97       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7647                          | CUSIP: 36179WP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      321023 | PA      | $250739.35     | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759934                          | CUSIP: 36176ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7697 | PA      | $7185.85       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610478                          | CUSIP: 36202VFT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4975 | PA      | $5158.01       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3233000 | PA      | $3297032.19    | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646496                          | CUSIP: 36292EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3898 | PA      | $4033.58       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0952                          | CUSIP: 3140W1BW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7574166 | PA      | $6076794.71    | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692662                          | CUSIP: 36296JQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7613 | PA      | $8025.84       | 0.00%             | 2039-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     2280000 | PA      | $2220365.91    | 0.03%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706480                          | CUSIP: 36297A2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120396 | PA      | $126648.28     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531086                          | CUSIP: 36212D6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16256 | PA      | $16440.24      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587421                          | CUSIP: 36201MSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2703 | PA      | $2762.20       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                            | SBCLN 2023-B D                     | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303855 | PA      | $306758.75     | 0.00%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772111                          | CUSIP: 36176PR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14336 | PA      | $13821.16      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603485                          | CUSIP: 36200KNA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11074 | PA      | $11297.31      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193234 | PA      | $177349.64     | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644924                          | CUSIP: 36292CPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38965 | PA      | $39436.60      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530830                          | CUSIP: 36212DVX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12127 | PA      | $12403.35      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1141                          | CUSIP: 36182VHS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147182 | PA      | $131957.44     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767359                          | CUSIP: 36176JJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7020 | PA      | $6361.62       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591922                          | CUSIP: 36201SSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7187 | PA      | $7349.83       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769039                          | CUSIP: 36176LEL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5641 | PA      | $5581.75       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2483121.28    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741219                          | CUSIP: 3620AVPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13420 | PA      | $13304.74      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634750                          | CUSIP: 36291QEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20966 | PA      | $21777.63      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630807                          | CUSIP: 36291KYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1007 | PA      | $1017.76       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668999                          | CUSIP: 36295FGG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33885 | PA      | $35619.96      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613878                          | CUSIP: 36290N6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6559 | PA      | $6698.66       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612520                          | CUSIP: 36202XPD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1614 | PA      | $1632.56       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9881.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640113                          | CUSIP: 36291WDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8028 | PA      | $8299.94       | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 5/25                        | CUSIP: 01F050650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -41750000 | PA      | $-40870966.28  | -0.52%            | 2025-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740914                          | CUSIP: 3620AVDT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2532 | PA      | $2525.58       | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470629                          | CUSIP: 36209FY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1203 | PA      | $1231.76       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629476                          | CUSIP: 36291JJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1774 | PA      | $1795.06       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475404                          | CUSIP: 36209MDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1912 | PA      | $1955.07       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.300000 30-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -204500000 | NC      | $-875620.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620504                          | CUSIP: 36290XKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15855 | PA      | $16216.56      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641293                          | CUSIP: 36291XNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1324 | PA      | $1343.61       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492137                          | CUSIP: 36210GV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2808 | PA      | $2870.94       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 420625                          | CUSIP: 36206THA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1120 | PA      | $1145.08       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676854                          | CUSIP: 36295P5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9316 | PA      | $9436.72       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728975                          | CUSIP: 3620AF2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2518 | PA      | $2549.52       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781235                          | CUSIP: 36225BLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4242 | PA      | $4309.72       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595564                          | CUSIP: 36200ATV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1138 | PA      | $1152.82       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588056                          | CUSIP: 36201NH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1619 | PA      | $1674.16       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     2300000 | PA      | $1919226.54    | 0.02%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723281                          | CUSIP: 3620A9RA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53800 | PA      | $53339.25      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603765                          | CUSIP: 36200KW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52612 | PA      | $53185.27      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588375                          | CUSIP: 36201NT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14356 | PA      | $14301.40      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622593                          | CUSIP: 36291AUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3979 | PA      | $4025.08       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735211                          | CUSIP: 3620ANYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11927 | PA      | $11528.33      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619057                          | CUSIP: 36290VWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7014 | PA      | $7170.89       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                     | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2269000 | PA      | $2314677.88    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1866000 | PA      | $1854401.75    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6807000 | PA      | $6581089.42    | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3109689.70    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777510                          | CUSIP: 36176VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23454 | PA      | $20775.23      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76941.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633795                          | CUSIP: 36291PC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2431 | PA      | $2481.49       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9377                          | CUSIP: 36178WM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20976 | PA      | $19542.99      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93235                          | CUSIP: 312941SY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14217 | PA      | $14431.05      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641808                          | CUSIP: 36291YAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10429 | PA      | $10691.39      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-263.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746179                          | CUSIP: 3620C16Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27287 | PA      | $26392.69      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      329000 | PA      | $249878.19     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628869                          | CUSIP: 36291HT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14374 | PA      | $14539.27      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607367                          | CUSIP: 36201YW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1435 | PA      | $1452.19       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614360                          | CUSIP: 36290QQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1181 | PA      | $1222.15       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442958                          | CUSIP: 36207VB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1337 | PA      | $1352.74       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                    | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     4140000 | PA      | $4201193.83    | 0.05%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651170                          | CUSIP: 36292KMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2741 | PA      | $2774.26       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711829                          | CUSIP: 36297GY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      225849 | PA      | $204428.59     | 0.00%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp                                          | PEBBLEBR HTL/FIN                   | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $35450.35      | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740106                          | CUSIP: 3620AUGP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47749 | PA      | $46143.33      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI5194                          | CUSIP: 36198RXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23568 | PA      | $22595.57      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA1658                          | CUSIP: 36177XZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66521 | PA      | $62391.73      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611501                          | CUSIP: 36202WKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1144 | PA      | $1170.20       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8777                          | CUSIP: 36180MXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      781034 | PA      | $695997.88     | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596687                          | CUSIP: 36200B2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1112 | PA      | $1135.61       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604624                          | CUSIP: 36200MVR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      845121 | PA      | $863569.12     | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615401                          | CUSIP: 36290RU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7061 | PA      | $7034.06       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705878                          | CUSIP: 36297AFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      368865 | PA      | $356713.22     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782474                          | CUSIP: 36241KXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8223 | PA      | $8447.80       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489575                          | CUSIP: 36210D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11001 | PA      | $11155.18      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8486                          | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34075 | PA      | $30336.47      | 0.00%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552899                          | CUSIP: 36213FGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30983 | PA      | $31575.93      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613855                          | CUSIP: 36290N5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25349 | PA      | $25636.10      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646825                          | CUSIP: 36292ESN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13271 | PA      | $13189.44      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611951                          | CUSIP: 36202WZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9002 | PA      | $9204.38       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553166                          | CUSIP: 36213FQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16062 | PA      | $16412.87      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $5774308.88    | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                      | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |      915000 | PA      | $862821.02     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724138                          | CUSIP: 3620AAPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71428 | PA      | $70756.76      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723645                          | CUSIP: 3620A95E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18990 | PA      | $18816.28      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB7365                          | CUSIP: 36178UFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39806 | PA      | $37283.86      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590484                          | CUSIP: 36201Q6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19323 | PA      | $19920.32      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      699000 | PA      | $654304.04     | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760323                          | CUSIP: 36176APG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20809 | PA      | $20579.85      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      460000 | PA      | $354902.16     | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 790765                          | CUSIP: 36177JZ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      143863 | PA      | $130793.63     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                   | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $981197.41     | 0.01%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464613                          | CUSIP: 36208YDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1143 | PA      | $1168.08       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU1498                          | CUSIP: 3140M2UY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      572936 | PA      | $519735.48     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL8554                          | CUSIP: 36184FQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58046 | PA      | $51915.03      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600186                          | CUSIP: 36200FXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5003 | PA      | $5061.89       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL1029                          | CUSIP: 36183WEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61210 | PA      | $58676.36      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756611                          | CUSIP: 36230RKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26269 | PA      | $25979.93      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4794000 | PA      | $4707230.44    | 0.06%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5761                          | CUSIP: 36178SMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8282 | PA      | $7724.14       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $1085712.36    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7294                          | CUSIP: 3140M9C88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126088 | PA      | $114577.34     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0570                          | CUSIP: 3138ADT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60722 | PA      | $60157.85      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491424                          | CUSIP: 36210F4H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1375 | PA      | $1407.59       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674492                          | CUSIP: 36295MKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16571 | PA      | $17416.20      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1621000 | PA      | $1245123.32    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 A                     | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      939000 | PA      | $960117.36     | 0.01%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744348                          | CUSIP: 3620AY5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14915 | PA      | $14394.06      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2576                            | CUSIP: 36202C2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6164 | PA      | $6236.69       | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753725                          | CUSIP: 36230ND69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1790 | PA      | $1740.27       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8448                          | CUSIP: 3132A9L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2205 | PA      | $2178.24       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0258                          | CUSIP: 36198KJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      143024 | PA      | $132988.02     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO0496                          | CUSIP: 3617A0RR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1043283 | PA      | $935270.69     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696546                          | CUSIP: 36296NZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11192 | PA      | $11507.75      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691706                          | CUSIP: 36296HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      207235 | PA      | $200478.67     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625332                          | CUSIP: 36291DVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11714 | PA      | $12014.65      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603332                          | CUSIP: 36200KHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1824 | PA      | $1843.03       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635992                          | CUSIP: 36291RRM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3158 | PA      | $3234.97       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 450891                          | CUSIP: 36208G2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11880 | PA      | $12144.46      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    23449000 | PA      | $23635785.35   | 0.30%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464303                          | CUSIP: 36208XX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2024 | PA      | $2058.15       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748547                          | CUSIP: 3620C4TC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3517 | PA      | $3657.80       | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712452                          | CUSIP: 36297HQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3483 | PA      | $3523.72       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605402                          | CUSIP: 36200NRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5911 | PA      | $6121.44       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618188                          | CUSIP: 36290UXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16789 | PA      | $17199.54      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553311                          | CUSIP: 36213FVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8985 | PA      | $9177.13       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781299                          | CUSIP: 36225BNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1631 | PA      | $1675.79       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751946                          | CUSIP: 36230LET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24579 | PA      | $23790.13      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                   | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    14780000 | PA      | $14933214.99   | 0.19%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631807                          | CUSIP: 36291L3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13956 | PA      | $14280.90      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613846                          | CUSIP: 36290N5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44022 | PA      | $44507.15      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     3314000 | PA      | $2554148.98    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720969                          | CUSIP: 3620A66E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15550 | PA      | $15404.32      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476103                          | CUSIP: 36209M3L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2416 | PA      | $2451.00       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540365                          | CUSIP: 36212QJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4551 | PA      | $4704.16       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9113                          | CUSIP: 36180NDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15000 | PA      | $14030.61      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743877                          | CUSIP: 3620AYM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6811 | PA      | $6739.51       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5471                          | CUSIP: 36178DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      206046 | PA      | $199223.06     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620506                          | CUSIP: 36290XKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8133 | PA      | $8215.11       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791281                          | CUSIP: 36177KM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44978 | PA      | $43406.31      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491005                          | CUSIP: 36210FNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2203 | PA      | $2228.81       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581556                          | CUSIP: 36201FBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2999 | PA      | $3058.54       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      975000 | PA      | $974095.79     | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483958                          | CUSIP: 36209WTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8323 | PA      | $8508.53       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2023-2 A                     | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      198000 | PA      | $201548.62     | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1756000 | PA      | $1494286.00    | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 792723                          | CUSIP: 36177MAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26284 | PA      | $25386.80      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489609                          | CUSIP: 36210D3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2679 | PA      | $2732.20       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742989                          | CUSIP: 3620AXNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111448 | PA      | $107852.69     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482481                          | CUSIP: 36209U6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2963 | PA      | $3028.76       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457926                          | CUSIP: 36208QVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1684 | PA      | $1710.10       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     4742000 | PA      | $3905040.19    | 0.05%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                         | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      407000 | PA      | $368165.54     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644804                          | CUSIP: 36292CKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8776 | PA      | $8993.34       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612447                          | CUSIP: 36202XL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11299 | PA      | $11553.86      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652776                          | CUSIP: 36292MFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22055 | PA      | $22929.98      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783307                          | CUSIP: 36241LU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      278196 | PA      | $269221.27     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552235                          | CUSIP: 36213EPU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3096 | PA      | $3191.45       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604352                          | CUSIP: 36200ML92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38734 | PA      | $39556.61      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AH0830                          | CUSIP: 36182G4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8534 | PA      | $7913.73       | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    12471000 | PA      | $13004575.08   | 0.16%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2443                          | CUSIP: 36179QWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20975 | PA      | $18733.26      | 0.00%             | 2044-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685815                          | CUSIP: 36296A3Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6072 | PA      | $5883.97       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729038                          | CUSIP: 3620AF4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130973 | PA      | $132672.25     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782610                          | CUSIP: 36241K3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39610 | PA      | $40122.39      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08657                          | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95768 | PA      | $93837.41      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738906                          | CUSIP: 3620AS3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20659 | PA      | $20438.51      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605189                          | CUSIP: 36200NKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26653 | PA      | $27259.87      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640151                          | CUSIP: 36291WEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6109 | PA      | $6260.15       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741691                          | CUSIP: 3620AV7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14308 | PA      | $13844.21      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611898                          | CUSIP: 36202WX38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12450 | PA      | $12709.73      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603328                          | CUSIP: 36200KHD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2994 | PA      | $3053.74       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603326                          | CUSIP: 36200KHB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7464 | PA      | $7692.73       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8272                          | CUSIP: 36178GFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4010450 | PA      | $3757334.90    | 0.05%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9881                          | CUSIP: 36181D6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15492 | PA      | $14034.17      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 398173                          | CUSIP: 36205RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1684 | PA      | $1721.78       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV7472                          | CUSIP: 36195JJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      259027 | PA      | $238119.30     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696011                          | CUSIP: 36296NGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13944 | PA      | $14124.53      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2237000 | PA      | $2229040.67    | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE4602                          | CUSIP: 36180XDF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6129 | PA      | $5558.59       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8201                          | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6552223 | PA      | $6301489.86    | 0.08%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489259                          | CUSIP: 36210DQL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5599 | PA      | $5724.28       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778687                          | CUSIP: 36176W2U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      181621 | PA      | $170346.07     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597937                          | CUSIP: 36200DHN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9190 | PA      | $9388.55       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791624                          | CUSIP: 36177KYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12716 | PA      | $11894.51      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491739                          | CUSIP: 36210GHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2160 | PA      | $2198.63       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-E-RMKT               | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     5485000 | PA      | $5575369.76    | 0.07%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592731                          | CUSIP: 36201TPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8985 | PA      | $9177.96       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742245                          | CUSIP: 3620AWTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43982 | PA      | $42525.35      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A B                    | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152000 | PA      | $155239.74     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761981                          | CUSIP: 36176CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37641 | PA      | $36473.25      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      187000 | PA      | $184531.47     | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 450544                          | CUSIP: 36208GP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1452 | PA      | $1484.19       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 796478                          | CUSIP: 36177RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      426567 | PA      | $398868.46     | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626676                          | CUSIP: 36291FFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12786 | PA      | $12933.19      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637863                          | CUSIP: 36291TTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8051 | PA      | $8150.57       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479175                          | CUSIP: 36209RJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10152 | PA      | $9514.01       | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651979                          | CUSIP: 36292LJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1545 | PA      | $1609.75       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738314                          | CUSIP: 3620ASGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4963 | PA      | $5027.09       | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB8180                          | CUSIP: 3617B0CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83978 | PA      | $76963.21      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2993000 | PA      | $2783525.70    | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143908 | PA      | $131150.73     | 0.00%             | 2051-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760477                          | CUSIP: 36176AUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1303 | PA      | $1260.53       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0443                          | CUSIP: 31419AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11799 | PA      | $12598.41      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626537                          | CUSIP: 36291FBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3646 | PA      | $3733.78       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582401                          | CUSIP: 36201GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15260 | PA      | $15782.25      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88544.85      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614479                          | CUSIP: 36290QUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2089 | PA      | $2112.64       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782905                          | CUSIP: 36241LGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13028 | PA      | $12645.39      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743716                          | CUSIP: 3620AYGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29728 | PA      | $30113.44      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613823                          | CUSIP: 36290N4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6852 | PA      | $7005.62       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                          | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9528943 | PA      | $8133242.80    | 0.10%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494259                          | CUSIP: 36210KB46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1727 | PA      | $1757.58       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614358                          | CUSIP: 36290QQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10522 | PA      | $10716.42      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94000 | PA      | $90174.05      | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      273000 | PA      | $307052.42     | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627087                          | CUSIP: 36291FUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5170 | PA      | $5288.66       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782789                          | CUSIP: 36241LC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33407 | PA      | $34325.42      | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738295                          | CUSIP: 3620ASGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47207 | PA      | $47817.63      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A C                     | CUSIP: 98164YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      348000 | PA      | $353198.56     | 0.00%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2011-117 ZA                    | CUSIP: 38377XPX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3293640 | PA      | $3248692.22    | 0.04%             | 2041-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592672                          | CUSIP: 36201TMV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4006 | PA      | $4084.26       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530771                          | CUSIP: 36212DT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4966 | PA      | $5076.68       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781655                          | CUSIP: 36225BZU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28801 | PA      | $29626.30      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623388                          | CUSIP: 36291BRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4333 | PA      | $4428.93       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                  | ANTOFAGASTA                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |      381000 | PA      | $328299.35     | 0.00%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572039                          | CUSIP: 36200TPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35499 | PA      | $36298.59      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6041                          | CUSIP: 36178DWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17425 | PA      | $15741.61      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604154                          | CUSIP: 36200ME33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3349 | PA      | $3436.93       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778053                          | CUSIP: 36176WE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1213 | PA      | $1133.29       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598011                          | CUSIP: 36200DKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1211 | PA      | $1225.01       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2227000 | PA      | $1823007.18    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769808                          | CUSIP: 36176MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1439 | PA      | $1388.78       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1992                          | CUSIP: 3617UMF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      217793 | PA      | $192452.87     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539629                          | CUSIP: 36212PPN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1218 | PA      | $1256.99       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849461                          | CUSIP: 31300MQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      448327 | PA      | $462301.84     | 0.01%             | 2044-10-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593772                          | CUSIP: 36201UT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14679 | PA      | $14845.93      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617060                          | CUSIP: 36290TQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31971 | PA      | $33244.78      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                         | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2490085.44    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710718                          | CUSIP: 36297FSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24105 | PA      | $24417.21      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557423                          | CUSIP: 36213LG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5855 | PA      | $6050.49       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 B                     | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $389609.05     | 0.00%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595288                          | CUSIP: 36200AJ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2300 | PA      | $2378.37       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794636                          | CUSIP: 36177PEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4734 | PA      | $4432.96       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538688                          | CUSIP: 36212NND5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1053 | PA      | $1095.31       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605656                          | CUSIP: 36200NZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13513 | PA      | $13670.67      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4925                          | CUSIP: 3140XLPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12000000 | PA      | $10945728.38   | 0.14%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1257000 | PA      | $1586716.29    | 0.02%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663876                          | CUSIP: 36294YQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33791 | PA      | $35509.82      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705898                          | CUSIP: 36297AGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66621 | PA      | $64359.04      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678184                          | CUSIP: 36295RM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46717 | PA      | $46227.54      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                          | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2511 | PA      | $2553.04       | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635321                          | CUSIP: 36291QYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8098 | PA      | $8393.34       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93743                          | CUSIP: 312942EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41621 | PA      | $41274.13      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3171                          | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167533 | PA      | $147134.62     | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737431                          | CUSIP: 3620ARHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18464 | PA      | $18703.81      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0965                          | CUSIP: 3140W1CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6378210 | PA      | $6114435.21    | 0.08%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615374                          | CUSIP: 36290RT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28667 | PA      | $28979.10      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737453                          | CUSIP: 3620ARH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3706 | PA      | $3672.24       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490524                          | CUSIP: 36210E4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1408 | PA      | $1432.60       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    10000000 | PA      | $8504041.30    | 0.11%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796188                          | CUSIP: 36177Q2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33169 | PA      | $31033.41      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749281                          | CUSIP: 3620C5M61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27412 | PA      | $26444.76      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579164                          | CUSIP: 36201CMM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3684 | PA      | $3746.90       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553352                          | CUSIP: 36213FWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114233 | PA      | $115516.94     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739788                          | CUSIP: 3620AT2V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13044 | PA      | $12910.10      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623602                          | CUSIP: 36291BX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7396 | PA      | $7659.31       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618206                          | CUSIP: 36290UYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25348 | PA      | $26361.79      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27889473 | PA      | $28547315.75   | 0.36%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      957000 | PA      | $930894.37     | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8852                          | CUSIP: 3133B6ZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60347 | PA      | $54706.01      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM2756                          | CUSIP: 36184NBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56434 | PA      | $54370.52      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12711014 | PA      | $13107116.98   | 0.17%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0380                          | CUSIP: 31427MM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33321343 | PA      | $26536051.43   | 0.34%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778793                          | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32510 | PA      | $30500.27      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544200                          | CUSIP: 36212URV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24535 | PA      | $24407.80      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0299                          | CUSIP: 36198KKL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94910 | PA      | $85908.47      | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623437                          | CUSIP: 36291BS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1829 | PA      | $1850.78       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 171002                          | CUSIP: 36216P3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1139 | PA      | $1164.07       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $2845362.82    | 0.04%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587843                          | CUSIP: 36201NBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1383 | PA      | $1415.08       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742219                          | CUSIP: 3620AWSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94272 | PA      | $93380.65      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743353                          | CUSIP: 3620AXZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2383 | PA      | $2359.92       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3349                          | CUSIP: 3140M4WK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25440 | PA      | $22966.28      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                   | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $977075.13     | 0.01%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $12941093.75   | 0.16%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586795                          | CUSIP: 36201L3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9404 | PA      | $9367.55       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                   | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1965444.25    | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 725999                          | CUSIP: 3620ACRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2175 | PA      | $2154.40       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      606000 | PA      | $587858.65     | 0.01%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724304                          | CUSIP: 3620AAU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4302 | PA      | $4358.13       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648500                          | CUSIP: 36292GNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18090 | PA      | $18302.65      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631514                          | CUSIP: 36291LSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16145 | PA      | $16521.42      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724686                          | CUSIP: 3620ABCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20442 | PA      | $20208.76      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 515271                          | CUSIP: 36211KMU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2811 | PA      | $2873.26       | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550614                          | CUSIP: 36213CVF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83487 | PA      | $85570.99      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704665                          | CUSIP: 36296XZ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13103 | PA      | $13272.95      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620028                          | CUSIP: 36290WYZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2876 | PA      | $2923.97       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 5/25                      | CUSIP: 21H032654<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -31000000 | PA      | $-28169104.80  | -0.36%            | 2025-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733525                          | CUSIP: 3620AL4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69254 | PA      | $67074.55      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663435                          | CUSIP: 36294YBC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8654 | PA      | $9091.76       | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD3620                          | CUSIP: 3617BKAV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      218073 | PA      | $199857.87     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737264                          | CUSIP: 3620ARB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21207 | PA      | $20558.53      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE4909                          | CUSIP: 36180XN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57980 | PA      | $54047.24      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      238000 | PA      | $241000.09     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783547                          | CUSIP: 36241L5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      138683 | PA      | $134185.40     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    11469000 | PA      | $10279881.77   | 0.13%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AC0071                          | CUSIP: 36178YCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      463706 | PA      | $433942.90     | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1544671.22    | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746368                          | CUSIP: 3620C2FH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64034 | PA      | $63363.68      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782932                          | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4849 | PA      | $4911.44       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025680 | PA      | $1028463.05    | 0.01%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675187                          | CUSIP: 36295NCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2083 | PA      | $2140.62       | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710777                          | CUSIP: 36297FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9486 | PA      | $9609.29       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597622                          | CUSIP: 36200C4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1879 | PA      | $1941.32       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647770                          | CUSIP: 36292FT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37613 | PA      | $38073.70      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592041                          | CUSIP: 36201SWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1129 | PA      | $1154.18       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613032                          | CUSIP: 36290NA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7205 | PA      | $7275.55       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647777                          | CUSIP: 36292FUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8015 | PA      | $8114.64       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603566                          | CUSIP: 36200KQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3448 | PA      | $3522.77       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486802                          | CUSIP: 36210AX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1778 | PA      | $1804.03       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551832                          | CUSIP: 36213EA97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3125 | PA      | $3218.26       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $68674.15      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $101769.38     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1281000 | PA      | $903155.42     | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736678                          | CUSIP: 3620AQM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5515 | PA      | $5586.03       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636892                          | CUSIP: 36291SRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4527 | PA      | $4603.82       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691645                          | CUSIP: 36296HL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2296 | PA      | $2360.98       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487356                          | CUSIP: 36210BMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5888 | PA      | $5991.08       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -54 | NC      | $4233.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 359191                          | CUSIP: 36203T7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2070 | PA      | $2116.11       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3149                          | CUSIP: 36180EQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107680 | PA      | $100428.72     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746272                          | CUSIP: 3620C2CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22285 | PA      | $22039.44      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646841                          | CUSIP: 36292ES68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29418 | PA      | $30163.80      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611198                          | CUSIP: 36202V7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14552 | PA      | $14882.96      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                         | PMTLT 2025-INV4 A3                 | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45000000 | PA      | $44564175.00   | 0.56%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466061                          | CUSIP: 36209AWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1258 | PA      | $1286.36       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     2309000 | PA      | $2534895.01    | 0.03%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                            | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1592890 | PA      | $1619499.68    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614529                          | CUSIP: 36290QVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7399 | PA      | $7553.29       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                            | EFF 2024-3 A4                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      217000 | PA      | $221750.91     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552881                          | CUSIP: 36213FFW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4761 | PA      | $4862.22       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620595                          | CUSIP: 36290XNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26362 | PA      | $26663.46      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613029                          | CUSIP: 36290NA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6887 | PA      | $6966.79       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635362                          | CUSIP: 36291QZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28349 | PA      | $29048.30      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711568                          | CUSIP: 36297GQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125996 | PA      | $124127.99     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      847000 | PA      | $883672.75     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5790                          | CUSIP: 36178SNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23272 | PA      | $21688.26      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758210                          | CUSIP: 36230TDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105641 | PA      | $102161.00     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4904000 | PA      | $4773516.90    | 0.06%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580685                          | CUSIP: 36201ECW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12024 | PA      | $12289.22      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649210                          | CUSIP: 36292HGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2299 | PA      | $2350.36       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587858                          | CUSIP: 36201NB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8778 | PA      | $8974.21       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2814                          | CUSIP: 3140MGDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158881 | PA      | $144475.72     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438566                          | CUSIP: 36207QFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34886 | PA      | $34521.32      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       97000 | PA      | $93248.64      | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 430360                          | CUSIP: 36207FB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15655 | PA      | $15517.11      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4263000 | PA      | $2867768.51    | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8983852 | PA      | $7627407.39    | 0.10%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6294                          | CUSIP: 36178D7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      662197 | PA      | $601550.85     | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1912810.72    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9880                          | CUSIP: 36181D6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74069 | PA      | $67150.40      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619096                          | CUSIP: 36290VXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2986 | PA      | $3083.22       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     1209951 | PA      | $1165724.65    | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717360                          | CUSIP: 3620A25V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84470 | PA      | $79052.33      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO                   | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      238000 | PA      | $233080.57     | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      880000 | PA      | $886352.04     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474157                          | CUSIP: 36209KWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5335 | PA      | $5454.22       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570401                          | CUSIP: 36200RU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2236 | PA      | $2308.71       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 792516                          | CUSIP: 36177LYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10402 | PA      | $10043.78      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 427712                          | CUSIP: 36207CDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1877 | PA      | $1918.87       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3348                          | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      514544 | PA      | $409766.52     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531075                          | CUSIP: 36212D6L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2100 | PA      | $2120.35       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC3826                          | CUSIP: 3617B7HB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23157 | PA      | $21215.78      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1847000 | PA      | $1842630.13    | 0.02%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599791                          | CUSIP: 36200FKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1288 | PA      | $1327.41       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579749                          | CUSIP: 36201DBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7365 | PA      | $7612.68       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622512                          | CUSIP: 36291AR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9083 | PA      | $9188.98       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: 221625AV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |    10412000 | PA      | $9574427.50    | 0.12%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651809                          | CUSIP: 36292LDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1502 | PA      | $1560.24       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728962                          | CUSIP: 3620AFZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14993 | PA      | $15187.62      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747932                          | CUSIP: 3620C34R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21339 | PA      | $21110.32      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      122000 | PA      | $125220.22     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604479                          | CUSIP: 36200MQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1458 | PA      | $1473.14       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $3154058.22    | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590262                          | CUSIP: 36201QWX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7283 | PA      | $7444.78       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590258                          | CUSIP: 36201QWT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4179 | PA      | $4261.06       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568772                          | CUSIP: 36213Y2D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3823 | PA      | $3919.42       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      975000 | PA      | $984116.11     | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611960                          | CUSIP: 36202WZZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7080 | PA      | $7241.72       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615389                          | CUSIP: 36290RUN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1868 | PA      | $1860.89       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624285                          | CUSIP: 36291CRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1382 | PA      | $1414.69       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (ARGENT)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -10000000 | NC      | $-1507332.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740911                          | CUSIP: 3620AVDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1209 | PA      | $1225.01       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4398                            | CUSIP: 36202E3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1057 | PA      | $1074.08       | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582759                          | CUSIP: 36201GMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9393 | PA      | $9603.62       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724181                          | CUSIP: 3620AARA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1149 | PA      | $1163.52       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A D                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $273591.67     | 0.00%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584146                          | CUSIP: 36201H5F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2785 | PA      | $2877.40       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1731                          | CUSIP: 36180C4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11047 | PA      | $9775.75       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1499736.78    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784460                          | CUSIP: 3622A25V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3145219 | PA      | $2978668.72    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774565                          | CUSIP: 36176SJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5139 | PA      | $5091.55       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583652                          | CUSIP: 36201HL92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16137 | PA      | $16434.94      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487056                          | CUSIP: 36210BBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3282 | PA      | $3355.62       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708449                          | CUSIP: 36297DBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36135 | PA      | $36603.44      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476997                          | CUSIP: 36209N3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5401 | PA      | $5506.85       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497602                          | CUSIP: 36210NX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2795 | PA      | $2843.59       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590259                          | CUSIP: 36201QWU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2150 | PA      | $2223.08       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1280000 | PA      | $1300044.28    | 0.02%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593357                          | CUSIP: 36201UE67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4432 | PA      | $4507.81       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737305                          | CUSIP: 3620ARDJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26441 | PA      | $25664.10      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4678833.39    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579230                          | CUSIP: 36201CPP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3746 | PA      | $3868.02       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754058                          | CUSIP: 36230NQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17557 | PA      | $17362.02      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63000000 | PA      | $63430664.22   | 0.80%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598253                          | CUSIP: 36200DTJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1663 | PA      | $1701.76       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496637                          | CUSIP: 36210MV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1567 | PA      | $1602.01       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613905                          | CUSIP: 36290QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7662 | PA      | $7750.87       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686853                          | CUSIP: 36296CBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23121 | PA      | $24282.60      | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470108                          | CUSIP: 36209FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4320 | PA      | $4393.21       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628886                          | CUSIP: 36291HUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6648 | PA      | $6725.29       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1015                          | CUSIP: 36179NDU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9024 | PA      | $9172.85       | 0.00%             | 2043-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546600                          | CUSIP: 36212XGH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1070 | PA      | $1111.75       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614549                          | CUSIP: 36290QWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2211 | PA      | $2252.66       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2051                          | CUSIP: 3140MFH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      897759 | PA      | $816360.65     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741701                          | CUSIP: 3620AWAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13360 | PA      | $12890.84      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630106                          | CUSIP: 36291KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6475 | PA      | $6628.63       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469698                          | CUSIP: 36209EX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4173 | PA      | $4240.25       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783548                          | CUSIP: 36241L5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4382 | PA      | $4329.89       | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -126 | NC      | $-2083110.97   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $734471.71     | 0.01%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487247                          | CUSIP: 36210BHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4448 | PA      | $4512.34       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635227                          | CUSIP: 36291QVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5716 | PA      | $5856.58       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667485                          | CUSIP: 36295DRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8672 | PA      | $9104.64       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588240                          | CUSIP: 36201NPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5070 | PA      | $5251.16       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644931                          | CUSIP: 36292CPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9596 | PA      | $9832.05       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5430                          | CUSIP: 36180HA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      150583 | PA      | $140121.33     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $1516765.59    | 0.02%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644917                          | CUSIP: 36292CPA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6662 | PA      | $6808.66       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610436                          | CUSIP: 36202VEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6262 | PA      | $6377.80       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135038.78     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675209                          | CUSIP: 36295NDN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4942 | PA      | $5199.13       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3689                            | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3197 | PA      | $3189.01       | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491094                          | CUSIP: 36210FRP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7310 | PA      | $7423.47       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6388                          | CUSIP: 3133KNCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13609999 | PA      | $11500455.68   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1244                          | CUSIP: 3138EHL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1826 | PA      | $1851.22       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                    | BBCMS 2022-C16 A1                  | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176388 | PA      | $174917.53     | 0.00%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624120                          | CUSIP: 36291CK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1947 | PA      | $1990.01       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605277                          | CUSIP: 36200NM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9541 | PA      | $9773.34       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0450                          | CUSIP: 36177WQB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111758 | PA      | $104562.68     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9668                          | CUSIP: 3138ERW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15395 | PA      | $15186.39      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      645000 | PA      | $585506.42     | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488176                          | CUSIP: 36210CJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1358 | PA      | $1374.49       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688090                          | CUSIP: 36296DNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1063 | PA      | $1077.13       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503388                          | CUSIP: 36210VF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3625 | PA      | $3676.25       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505821                          | CUSIP: 36210X4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9401 | PA      | $9664.21       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | HERTZ 2022-2A A                    | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $320943.44     | 0.00%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781048                          | CUSIP: 36225BEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9333 | PA      | $9541.14       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748730                          | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      589525 | PA      | $561462.48     | 0.01%             | 2040-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639515                          | CUSIP: 36291VN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58037 | PA      | $59366.67      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491613                          | CUSIP: 36210GDS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12934 | PA      | $13076.22      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82362                          | CUSIP: 3132L7TT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53300 | PA      | $52966.19      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678652                          | CUSIP: 36295R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41808 | PA      | $41355.80      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL                | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     2051000 | PA      | $1749376.04    | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD6045                          | CUSIP: 3617BMWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       90932 | PA      | $83307.85      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744349                          | CUSIP: 3620AY5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63132 | PA      | $62531.52      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2902000 | PA      | $2915801.99    | 0.04%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $2647118.85    | 0.03%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740531                          | CUSIP: 3620AUVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7501 | PA      | $7432.43       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780776                          | CUSIP: 36225A2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3244 | PA      | $3316.73       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                   | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     2066000 | PA      | $2089461.35    | 0.03%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737362                          | CUSIP: 3620ARFB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      145154 | PA      | $147036.63     | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490503                          | CUSIP: 36210E3L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7516 | PA      | $7643.38       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553249                          | CUSIP: 36213FTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1154 | PA      | $1189.93       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562287                          | CUSIP: 36213RUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8467 | PA      | $8766.28       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723720                          | CUSIP: 3620AAAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38047 | PA      | $36906.06      | 0.00%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607681                          | CUSIP: 36202SCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3506 | PA      | $3628.11       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637303                          | CUSIP: 36291TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11551 | PA      | $11815.72      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491087                          | CUSIP: 36210FRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1691 | PA      | $1710.19       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592508                          | CUSIP: 36201TGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1113 | PA      | $1137.22       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738652                          | CUSIP: 3620ASTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2345 | PA      | $2319.04       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486917                          | CUSIP: 36210A4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44074 | PA      | $45088.77      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711068                          | CUSIP: 36297F6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4199 | PA      | $4253.29       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623006                          | CUSIP: 36291BDK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5409 | PA      | $5527.07       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530786                          | CUSIP: 36212DUK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4815 | PA      | $4923.06       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2048000 | PA      | $2027969.25    | 0.03%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737547                          | CUSIP: 3620ARL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29184 | PA      | $28971.16      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574561                          | CUSIP: 36200WJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8151 | PA      | $8245.76       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738653                          | CUSIP: 3620ASTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2240 | PA      | $2215.66       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714010                          | CUSIP: 36297KGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98940 | PA      | $100223.62     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633713                          | CUSIP: 36291PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1451 | PA      | $1487.45       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592641                          | CUSIP: 36201TLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1083 | PA      | $1117.13       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550750                          | CUSIP: 36213CZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19936 | PA      | $20414.27      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749280                          | CUSIP: 3620C5M53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20350 | PA      | $20125.02      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769525                          | CUSIP: 36176LVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27120 | PA      | $26814.25      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620500                          | CUSIP: 36290XKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10552 | PA      | $10669.85      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490756                          | CUSIP: 36210FE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3380 | PA      | $3455.32       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733495                          | CUSIP: 3620AL3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24290 | PA      | $23547.31      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712028                          | CUSIP: 36297HA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3167 | PA      | $3073.81       | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494312                          | CUSIP: 36210KDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2402 | PA      | $2440.76       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1420843.71    | 0.02%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0125                          | CUSIP: 36181FD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52030 | PA      | $50369.10      | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      616000 | PA      | $563860.25     | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539760                          | CUSIP: 36212PTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8769 | PA      | $8452.79       | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737536                          | CUSIP: 3620ARLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5359 | PA      | $5307.88       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572235                          | CUSIP: 36200TV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10004 | PA      | $10240.63      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485601                          | CUSIP: 36209YNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1052 | PA      | $1085.03       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616036                          | CUSIP: 36290SLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24147 | PA      | $24690.46      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AP5071                          | CUSIP: 36188ST48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151205 | PA      | $135550.66     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9648                          | CUSIP: 36180NWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101088 | PA      | $91718.80      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1864                          | CUSIP: 36179BB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10355 | PA      | $9388.21       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      472000 | PA      | $560083.49     | 0.01%             | 2033-08-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610949                          | CUSIP: 36202VWJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13024 | PA      | $13337.65      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611978                          | CUSIP: 36202W2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6099 | PA      | $6217.99       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491365                          | CUSIP: 36210FZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2103 | PA      | $2149.44       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |     4476000 | PA      | $3068744.26    | 0.04%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B3287                          | CUSIP: 31326HUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      434726 | PA      | $448408.54     | 0.01%             | 2044-10-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588141                          | CUSIP: 36201NLW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1951 | PA      | $1984.45       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698339                          | CUSIP: 36296QZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1222 | PA      | $1211.55       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2126747.18    | 0.03%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       73000 | PA      | $73788.35      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783900                          | CUSIP: 3622A2KM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41690 | PA      | $41261.10      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495947                          | CUSIP: 36210L5G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1087 | PA      | $1102.48       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                      | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      528000 | PA      | $558566.40     | 0.01%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740094                          | CUSIP: 3620AUGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9748 | PA      | $9433.10       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      186000 | PA      | $181882.75     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604404                          | CUSIP: 36200MNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3447 | PA      | $3486.01       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 C                   | CUSIP: 36250VAL6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      202387 | PA      | $141056.33     | 0.00%             | 2048-10-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724190                          | CUSIP: 3620AARK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100125 | PA      | $99255.51      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5014000 | PA      | $5031792.45    | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                          | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |      500000 | PA      | $481862.22     | 0.01%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562428                          | CUSIP: 36213RYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2426 | PA      | $2450.75       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685839                          | CUSIP: 36296A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23700 | PA      | $24000.87      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 755653                          | CUSIP: 36230QH68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53954 | PA      | $52256.01      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495879                          | CUSIP: 36210L2L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5516 | PA      | $5612.46       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3134950.77    | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627482                          | CUSIP: 36291GCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5094 | PA      | $5295.64       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627791                          | CUSIP: 36291GNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6408 | PA      | $6564.19       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638683                          | CUSIP: 36291URC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9928 | PA      | $10194.10      | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782273                          | CUSIP: 36241KQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3648 | PA      | $3744.32       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591392                          | CUSIP: 36201R7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10504 | PA      | $10738.83      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 656047                          | CUSIP: 36294PZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1265 | PA      | $1280.64       | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                          | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24994633 | PA      | $22160766.15   | 0.28%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738538                          | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19694 | PA      | $19044.97      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481434                          | CUSIP: 36209TY78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2099 | PA      | $2124.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636832                          | CUSIP: 36291SPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1712 | PA      | $1755.29       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605048                          | CUSIP: 36200NEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40182 | PA      | $40641.88      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630963                          | CUSIP: 36291K5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25171 | PA      | $25475.37      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764412                          | CUSIP: 36176FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20667 | PA      | $20440.36      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0905                          | CUSIP: 3132DNAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7012243.77    | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716055                          | CUSIP: 3620A1QG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2874 | PA      | $2842.99       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495687                          | CUSIP: 36210LUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2991 | PA      | $3062.15       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07564                          | CUSIP: 3128M9WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90225 | PA      | $89218.63      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1956000 | PA      | $2004839.52    | 0.03%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591799                          | CUSIP: 36201SNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3118 | PA      | $3216.77       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529930                          | CUSIP: 36212CVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2845 | PA      | $2908.05       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55294.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 404243                          | CUSIP: 36205YBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1805 | PA      | $1845.22       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626014                          | CUSIP: 36291EN72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3496 | PA      | $3528.68       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588244                          | CUSIP: 36201NP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3891 | PA      | $3973.06       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727883                          | CUSIP: 3620AEUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      153426 | PA      | $148529.07     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628106                          | CUSIP: 36291GYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9752 | PA      | $9974.42       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649482                          | CUSIP: 36292HRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7499 | PA      | $7669.73       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8896                          | CUSIP: 36183E3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62862 | PA      | $56613.22      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7579                          | CUSIP: 36180KM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18042 | PA      | $16784.59      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738006                          | CUSIP: 3620AR3P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      354801 | PA      | $343583.86     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1142763.50    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541593                          | CUSIP: 36212RUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2177 | PA      | $2225.32       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637344                          | CUSIP: 36291TBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12437 | PA      | $12918.82      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649454                          | CUSIP: 36292HQF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2756 | PA      | $2826.84       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO0108                          | CUSIP: 3617A0DM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      267677 | PA      | $239964.01     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1956000 | PA      | $1985675.05    | 0.03%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543781                          | CUSIP: 36212UCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1176 | PA      | $1214.15       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605460                          | CUSIP: 36200NTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8511 | PA      | $8477.36       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739341                          | CUSIP: 3620ATLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      285131 | PA      | $267355.89     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625340                          | CUSIP: 36291DV91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10543 | PA      | $10798.19      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590264                          | CUSIP: 36201QWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4198 | PA      | $4286.96       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566177                          | CUSIP: 36213V6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5804 | PA      | $6003.05       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753868                          | CUSIP: 36230NJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19952 | PA      | $19267.53      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483888                          | CUSIP: 36209WRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1793 | PA      | $1813.36       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642423                          | CUSIP: 36291YVQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8761 | PA      | $8870.89       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $649415.15     | 0.01%             | 2029-03-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 725544                          | CUSIP: 3620ACBM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15148 | PA      | $15344.13      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       57000 | PA      | $53661.58      | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                          | STACR 2024-DNA2 A1                 | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     1124460 | PA      | $1123402.87    | 0.01%             | 2044-05-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664341                          | CUSIP: 36295ABJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4906 | PA      | $5152.98       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3940                          | CUSIP: 36178QLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45018 | PA      | $39818.02      | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772783                          | CUSIP: 36176QJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24875 | PA      | $24076.63      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636421                          | CUSIP: 36291SAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8847 | PA      | $9067.35       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7119100 | PA      | $6565701.18    | 0.08%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2396000 | PA      | $2424063.21    | 0.03%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3722                            | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11692 | PA      | $11650.86      | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752909                          | CUSIP: 36230MGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13962 | PA      | $13809.57      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782070                          | CUSIP: 36241KJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46553 | PA      | $47148.85      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747172                          | CUSIP: 3620C3CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132408 | PA      | $128136.91     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4380                          | CUSIP: 36179S2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      499232 | PA      | $432661.77     | 0.01%             | 2047-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                        | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1369000 | PA      | $1258781.42    | 0.02%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786916                          | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10095353 | PA      | $10169724.33   | 0.13%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623605                          | CUSIP: 36291BYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5880 | PA      | $6072.75       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7826                          | CUSIP: 3133B5VT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      231917 | PA      | $210889.84     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663864                          | CUSIP: 36294YQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18444 | PA      | $19382.84      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $26265.04      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631671                          | CUSIP: 36291LW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3690 | PA      | $3834.71       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      101000 | PA      | $123781.64     | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632259                          | CUSIP: 36291MMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4660 | PA      | $4720.04       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7479                          | CUSIP: 36180KJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49072 | PA      | $45708.42      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559595                          | CUSIP: 36213NUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4121 | PA      | $4247.12       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2699                            | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36905 | PA      | $37499.87      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2551                          | CUSIP: 36180UZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8253 | PA      | $8112.49       | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480362                          | CUSIP: 36209STT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2940 | PA      | $3005.76       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605873                          | CUSIP: 36201XCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1057 | PA      | $1092.01       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553134                          | CUSIP: 36213FPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6658 | PA      | $6809.32       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6413                          | CUSIP: 36178EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      197385 | PA      | $184235.54     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605615                          | CUSIP: 36200NYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3766 | PA      | $3811.14       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629463                          | CUSIP: 36291JJG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3655 | PA      | $3735.06       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN CO6356                          | CUSIP: 3617FJBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      813963 | PA      | $799814.85     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627295                          | CUSIP: 36291F3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4403 | PA      | $4504.65       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4457                            | CUSIP: 36202E5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      329245 | PA      | $315216.38     | 0.00%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467455                          | CUSIP: 36209CH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3323 | PA      | $3381.42       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759266                          | CUSIP: 36230UJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65362 | PA      | $64649.47      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687377                          | CUSIP: 36296CUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19108 | PA      | $19351.54      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482151                          | CUSIP: 36209UTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4989 | PA      | $5099.77       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3897                            | CUSIP: 36202EKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24043 | PA      | $24421.38      | 0.00%             | 2036-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2150000 | PA      | $1613255.85    | 0.02%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609592                          | CUSIP: 36202UF99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9526 | PA      | $9622.24       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719398                          | CUSIP: 3620A5GF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12369 | PA      | $12251.00      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | COLBUN SA                          | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |      243000 | PA      | $238115.72     | 0.00%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617440                          | CUSIP: 36290T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6312 | PA      | $6480.04       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727382                          | CUSIP: 3620AECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25582 | PA      | $25332.37      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740685                          | CUSIP: 3620AU2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2258 | PA      | $2179.63       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 798652                          | CUSIP: 36177TTJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9455 | PA      | $9129.19       | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                    | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     3054000 | PA      | $2566673.37    | 0.03%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604530                          | CUSIP: 36200MST1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9488 | PA      | $9604.40       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553466                          | CUSIP: 36213FZ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5104 | PA      | $5045.25       | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO0538                          | CUSIP: 3617A0S31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      717724 | PA      | $643417.09     | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781705                          | CUSIP: 36225B3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82707 | PA      | $83627.18      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $529877.31     | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424982                          | CUSIP: 36206YCT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1645 | PA      | $1680.32       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741334                          | CUSIP: 3620AVSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43270 | PA      | $42857.85      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE0576                          | CUSIP: 36180ST95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82319 | PA      | $76580.41      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 689463                          | CUSIP: 36296E5Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33469 | PA      | $35244.16      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619487                          | CUSIP: 36290WF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8038 | PA      | $8131.56       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607240                          | CUSIP: 36201YS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7342 | PA      | $7513.37       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757463                          | CUSIP: 36230SJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95210 | PA      | $89475.31      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2848000 | PA      | $2921409.38    | 0.04%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497353                          | CUSIP: 36210NQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4942 | PA      | $5026.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545826                          | CUSIP: 36212WLF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8941 | PA      | $9187.96       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462737                          | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1287 | PA      | $1315.93       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747122                          | CUSIP: 3620C3AX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1193 | PA      | $1189.97       | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627094                          | CUSIP: 36291FUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1013 | PA      | $1014.32       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483931                          | CUSIP: 36209WSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4204 | PA      | $4268.94       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487549                          | CUSIP: 36210BTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1093 | PA      | $1119.93       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565151                          | CUSIP: 36213UZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16469 | PA      | $16837.21      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5882000 | PA      | $5691850.52    | 0.07%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593459                          | CUSIP: 36201UJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8510 | PA      | $8707.41       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559760                          | CUSIP: 36213NZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9936 | PA      | $10166.18      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588211                          | CUSIP: 36201NN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2669 | PA      | $2753.53       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      237000 | PA      | $222347.81     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553356                          | CUSIP: 36213FWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25066 | PA      | $25334.03      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744394                          | CUSIP: 3620AY7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11060 | PA      | $10938.51      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AO6745                          | CUSIP: 3617A7P62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6896066 | PA      | $6344943.94    | 0.08%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487573                          | CUSIP: 36210BT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1224 | PA      | $1243.27       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589546                          | CUSIP: 36201P5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6871 | PA      | $7020.85       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703192                          | CUSIP: 36296WF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9259 | PA      | $8466.41       | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616367                          | CUSIP: 36290SW49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13980 | PA      | $14304.18      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603433                          | CUSIP: 36200KLN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3515 | PA      | $3584.87       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 452286                          | CUSIP: 36208JNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4248 | PA      | $4299.92       | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9502                          | CUSIP: 36178WRX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38852 | PA      | $36189.09      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604264                          | CUSIP: 36200MJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5124 | PA      | $5090.95       | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AQ7387                          | CUSIP: 36189YF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95628 | PA      | $85727.93      | 0.00%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703166                          | CUSIP: 36296WFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3798 | PA      | $3678.00       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671139                          | CUSIP: 36295HS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5710 | PA      | $6005.30       | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626494                          | CUSIP: 36291E7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8478 | PA      | $8658.20       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888596                          | CUSIP: 31410GGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14440 | PA      | $15401.99      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1980487.53    | 0.03%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622567                          | CUSIP: 36291ATY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7316 | PA      | $7386.88       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3655                          | CUSIP: 36180FBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3949 | PA      | $3564.55       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                                     | CAS 2023-R07 2M1                   | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310955 | PA      | $312801.76     | 0.00%             | 2043-09-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B                 | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2519000 | PA      | $1872223.32    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599686                          | CUSIP: 36200FF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36079 | PA      | $36484.65      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629931                          | CUSIP: 36291JY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3111 | PA      | $3183.57       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640150                          | CUSIP: 36291WEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8809 | PA      | $9022.32       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457127                          | CUSIP: 36208PYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1395 | PA      | $1426.46       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625397                          | CUSIP: 36291DX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3051 | PA      | $3107.25       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CG9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |      980000 | PA      | $984853.79     | 0.01%             | 2026-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      859000 | PA      | $842959.10     | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711541                          | CUSIP: 36297GP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171005 | PA      | $160568.45     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A B                    | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $267166.62     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609224                          | CUSIP: 36202TYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      375527 | PA      | $338849.36     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4214                            | CUSIP: 36202EVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1258 | PA      | $1260.66       | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618099                          | CUSIP: 36290UUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1946 | PA      | $1970.50       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734018                          | CUSIP: 3620AMPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57544 | PA      | $55758.53      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AE5434                          | CUSIP: 36180YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1201380 | PA      | $1098547.51    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2015-168 NP                    | CUSIP: 38379FX46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4799509 | PA      | $4468299.16    | 0.06%             | 2045-11-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     7600000 | PA      | $7617500.35    | 0.10%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731688                          | CUSIP: 3620AJ2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36581 | PA      | $37055.23      | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781525                          | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5417 | PA      | $5591.21       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669956                          | CUSIP: 36295GH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       78205 | PA      | $70298.20      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17424000 | PA      | $17255885.58   | 0.22%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606679                          | CUSIP: 36201X6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12786 | PA      | $13075.98      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651239                          | CUSIP: 36292KPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5351 | PA      | $5561.68       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT4110                          | CUSIP: 36194CR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      701868 | PA      | $644898.64     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782808                          | CUSIP: 36241LDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1622 | PA      | $1667.09       | 0.00%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5517000 | PA      | $5593163.34    | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647471                          | CUSIP: 36292FJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8900 | PA      | $9008.43       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604501                          | CUSIP: 36200MRW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49097 | PA      | $50819.83      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2640000 | PA      | $2187326.64    | 0.03%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672935                          | CUSIP: 36295KSY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1176 | PA      | $1208.51       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     1748000 | PA      | $1965947.97    | 0.02%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      130000 | PA      | $85228.34      | 0.00%             | 2032-06-07      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605378                          | CUSIP: 36200NQ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56800 | PA      | $57431.55      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728796                          | CUSIP: 3620AFUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36849 | PA      | $37327.04      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620223                          | CUSIP: 36290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2113 | PA      | $2137.04       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781811                          | CUSIP: 36241KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77535 | PA      | $78413.97      | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 B                      | CUSIP: 92348KCJ0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $487259.83     | 0.01%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3159                          | CUSIP: 36180EQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65255 | PA      | $59113.07      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 504380                          | CUSIP: 36210WJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1551 | PA      | $1585.17       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8335                          | CUSIP: 36178GHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14532 | PA      | $13244.46      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429773                          | CUSIP: 36207EMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1492 | PA      | $1509.78       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                       | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     5090000 | PA      | $5266146.58    | 0.07%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $128907.38     | 0.00%             | 2034-04-03      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126873 | PA      | $123729.87     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ3916                          | CUSIP: 36182YK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1664 | PA      | $1497.89       | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628011                          | CUSIP: 36291GVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6709 | PA      | $6922.95       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 576264                          | CUSIP: 36200YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4322 | PA      | $4457.90       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      627000 | PA      | $624983.11     | 0.01%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 5/25                      | CUSIP: 01F032658<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -70750000 | PA      | $-63832531.95  | -0.81%            | 2025-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-5A A                    | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $151010.25     | 0.00%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612802                          | CUSIP: 36202XX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9556 | PA      | $9769.59       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643383                          | CUSIP: 36292AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6796 | PA      | $6877.24       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433520                          | CUSIP: 36207JSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1078 | PA      | $1102.42       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7330                          | CUSIP: 36179HEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14480 | PA      | $12858.31      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1389                          | CUSIP: 36180CRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98489 | PA      | $89948.20      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA1148                          | CUSIP: 36177XHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15147 | PA      | $14686.35      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737658                          | CUSIP: 3620ARQK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18157 | PA      | $17088.08      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462743                          | CUSIP: 36208WBL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1540 | PA      | $1574.64       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9992                          | CUSIP: 3140MQC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      358004 | PA      | $323419.08     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721139                          | CUSIP: 3620A7EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15420 | PA      | $15270.88      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749291                          | CUSIP: 3620C5NG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52839 | PA      | $52041.29      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600430                          | CUSIP: 36200GA71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5248 | PA      | $5376.88       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603077                          | CUSIP: 36200J6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6441 | PA      | $6566.89       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 679247                          | CUSIP: 36295STC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5249 | PA      | $5493.72       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629347                          | CUSIP: 36291JEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14540 | PA      | $14873.45      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1032788 | PA      | $969549.67     | 0.01%             | 2042-02-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642209                          | CUSIP: 36291YN29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23924 | PA      | $24506.19      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698405                          | CUSIP: 36296Q3N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6117 | PA      | $6195.89       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742994                          | CUSIP: 3620AXNK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43035 | PA      | $41552.55      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      787000 | PA      | $694940.86     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692325                          | CUSIP: 36296JD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4371 | PA      | $4607.62       | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4                  | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125856 | PA      | $122654.27     | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745266                          | CUSIP: 3620C06B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4527 | PA      | $4585.14       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602676                          | CUSIP: 36200JQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3613 | PA      | $3688.60       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4824                          | CUSIP: 3617BLLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      164488 | PA      | $150696.90     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620191                          | CUSIP: 36290W7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10989 | PA      | $11248.94      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV7466                          | CUSIP: 36195JJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163218 | PA      | $150043.29     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476042                          | CUSIP: 36209MZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1000 | PA      | $1021.95       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612368                          | CUSIP: 36202XJM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2755 | PA      | $2810.91       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A B                     | CUSIP: 98164RAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      466000 | PA      | $474062.92     | 0.01%             | 2029-12-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572447                          | CUSIP: 36200T5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5045 | PA      | $5227.89       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582182                          | CUSIP: 36201FXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1263 | PA      | $1291.06       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640548                          | CUSIP: 36291WTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3227 | PA      | $3260.42       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4758                          | CUSIP: 36179EJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75070 | PA      | $68194.64      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2391                          | CUSIP: 36180DUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      123077 | PA      | $115152.90     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697839                          | CUSIP: 36296QHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      335270 | PA      | $332619.71     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                            | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112759.70     | 0.00%             | 2046-06-08      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528924                          | CUSIP: 36212BSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3315 | PA      | $3389.11       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612017                          | CUSIP: 36202W4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3024 | PA      | $3085.48       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                      | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      586000 | PA      | $607250.52     | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469389                          | CUSIP: 36209ENE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1720 | PA      | $1758.83       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710367                          | CUSIP: 36297FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4229 | PA      | $4190.66       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605938                          | CUSIP: 36201XEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1952 | PA      | $1975.37       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22294.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553112                          | CUSIP: 36213FN58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8799 | PA      | $8973.27       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608552                          | CUSIP: 36202TBV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2798 | PA      | $2829.57       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564294                          | CUSIP: 36213T3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1331 | PA      | $1377.19       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743001                          | CUSIP: 3620AXNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64619 | PA      | $62576.14      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687188                          | CUSIP: 36296CND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12951 | PA      | $13114.99      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562262                          | CUSIP: 36213RTT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10583 | PA      | $10833.61      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501517                          | CUSIP: 36210TDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1590 | PA      | $1612.40       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4044                          | CUSIP: 36179SP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1021167 | PA      | $994025.47     | 0.01%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486628                          | CUSIP: 36210ASR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37698 | PA      | $38149.72      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620469                          | CUSIP: 36290XJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17491 | PA      | $17692.52      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1982000 | PA      | $1988330.20    | 0.03%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      947000 | PA      | $882137.29     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605060                          | CUSIP: 36200NE98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22305 | PA      | $22807.37      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746065                          | CUSIP: 3620C1Z66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12672 | PA      | $12532.70      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                     | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $328954.83     | 0.00%             | 2174-02-09      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638142                          | CUSIP: 36291T5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4348 | PA      | $4456.07       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2247000 | PA      | $2163589.67    | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769837                          | CUSIP: 36176MBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80468 | PA      | $77872.24      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608281                          | CUSIP: 36202SXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7087 | PA      | $7165.66       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $479429.54     | 0.01%             | 2031-10-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493577                          | CUSIP: 36210JJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1101 | PA      | $1128.17       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 B                     | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $184188.33     | 0.00%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      948000 | PA      | $686615.85     | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749860                          | CUSIP: 3620C6B53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60319 | PA      | $58362.62      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562349                          | CUSIP: 36213RWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42546 | PA      | $43546.96      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652527                          | CUSIP: 36292L4L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1402 | PA      | $1419.61       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619251                          | CUSIP: 36290V5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3693 | PA      | $3819.56       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645814                          | CUSIP: 36292DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31480 | PA      | $32245.87      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9538                          | CUSIP: 3140MPS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101556 | PA      | $92284.91      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781096                          | CUSIP: 36225BGD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1142 | PA      | $1167.41       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     1143000 | PA      | $1144436.63    | 0.01%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686944                          | CUSIP: 36296CER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1087 | PA      | $1116.59       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611436                          | CUSIP: 36202WHM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         667 | PA      | $680.52        | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488185                          | CUSIP: 36210CJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2444 | PA      | $2498.05       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658958                          | CUSIP: 36294TB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23502 | PA      | $24686.41      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3903                          | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17855935 | PA      | $18592319.53   | 0.23%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593984                          | CUSIP: 36201U2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9594 | PA      | $9704.81       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9606                          | CUSIP: 36179KU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52739 | PA      | $49149.26      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                     | CAS 2024-R05 2A1                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      732240 | PA      | $727895.49     | 0.01%             | 2044-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784682                          | CUSIP: 3622AACT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4187252 | PA      | $3827751.92    | 0.05%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783488                          | CUSIP: 36241L2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      182038 | PA      | $187275.76     | 0.00%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583119                          | CUSIP: 36201GYQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22538 | PA      | $23097.85      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495940                          | CUSIP: 36210L4Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5380 | PA      | $5442.96       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487116                          | CUSIP: 36210BDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4183 | PA      | $4256.18       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746813                          | CUSIP: 3620C2VE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10090 | PA      | $9761.00       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                        | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      549000 | PA      | $556510.92     | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637842                          | CUSIP: 36291TS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2279 | PA      | $2306.41       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7607                          | CUSIP: 36179HNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93432 | PA      | $87440.32      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK7294                          | CUSIP: 36183RC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93222 | PA      | $89798.00      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781014                          | CUSIP: 36225BDT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10325 | PA      | $10490.64      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685483                          | CUSIP: 36296ARC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7868 | PA      | $8284.78       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     3316000 | PA      | $3203772.87    | 0.04%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587829                          | CUSIP: 36201NA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18543 | PA      | $18754.79      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736163                          | CUSIP: 3620APZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29035 | PA      | $28720.50      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501953                          | CUSIP: 36210TTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3004 | PA      | $3071.22       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599715                          | CUSIP: 36200FGY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2285 | PA      | $2327.80       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611939                          | CUSIP: 36202WZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2390 | PA      | $2443.53       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1882                          | CUSIP: 36180UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22359 | PA      | $20167.37      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     6282000 | PA      | $5081180.05    | 0.06%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15950.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574783                          | CUSIP: 36200WRC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16339 | PA      | $16712.84      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591631                          | CUSIP: 36201SHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4595 | PA      | $4711.33       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592735                          | CUSIP: 36201TPU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46689 | PA      | $47739.99      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626463                          | CUSIP: 36291E5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5606 | PA      | $5722.64       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629996                          | CUSIP: 36291J3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7565 | PA      | $7748.57       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542065                          | CUSIP: 36212SFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8811 | PA      | $8992.28       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620647                          | CUSIP: 36290XP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1012 | PA      | $1049.28       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609119                          | CUSIP: 36202TVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      292014 | PA      | $264213.67     | 0.00%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703002                          | CUSIP: 36296WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12934 | PA      | $12803.63      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7545                          | CUSIP: 36179HL25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48856 | PA      | $45624.94      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2559411.49    | 0.03%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615217                          | CUSIP: 36290RPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14481 | PA      | $14649.60      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791043                          | CUSIP: 36177KER3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2623 | PA      | $2594.49       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603643                          | CUSIP: 36200KS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5034 | PA      | $5142.85       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493852                          | CUSIP: 36210JTH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1093 | PA      | $1110.05       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555155                          | CUSIP: 36213HWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5969 | PA      | $6131.07       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7639                          | CUSIP: 36179HPY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60456 | PA      | $56283.51      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596756                          | CUSIP: 36200B5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10034 | PA      | $10232.60      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676934                          | CUSIP: 36295QBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14540 | PA      | $14725.51      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675403                          | CUSIP: 36295NKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11251 | PA      | $11560.21      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733746                          | CUSIP: 3620AMET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57698 | PA      | $57155.97      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499506                          | CUSIP: 36210Q3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2868 | PA      | $2931.59       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726289                          | CUSIP: 3620AC2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7577 | PA      | $7509.80       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781226                          | CUSIP: 36225BLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9684 | PA      | $9899.81       | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469706                          | CUSIP: 36209EYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2111 | PA      | $2145.24       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747250                          | CUSIP: 3620C3EX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19417 | PA      | $18816.98      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3074000 | PA      | $3268916.46    | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      149168 | PA      | $149162.53     | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253238 | PA      | $248851.31     | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9907                          | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16264969 | PA      | $16455084.00   | 0.21%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495799                          | CUSIP: 36210LX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1328 | PA      | $1343.53       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631242                          | CUSIP: 36291LHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15501 | PA      | $15867.94      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620449                          | CUSIP: 36290XH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27591 | PA      | $27891.95      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4889.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488174                          | CUSIP: 36210CJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1757 | PA      | $1779.69       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9450                          | CUSIP: 36180NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152706 | PA      | $138168.24     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 407812                          | CUSIP: 36206DAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1972 | PA      | $2006.97       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744313                          | CUSIP: 3620AY3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44361 | PA      | $43947.35      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622122                          | CUSIP: 36291AD30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8582 | PA      | $8677.71       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust                    | WAMU 2003-AR7 A7                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7576 | PA      | $7451.22       | 0.00%             | 2033-08-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606762                          | CUSIP: 36201YB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14239 | PA      | $14472.96      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710859                          | CUSIP: 36297FWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126276 | PA      | $127911.49     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712909                          | CUSIP: 36297JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39764 | PA      | $40278.88      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616962                          | CUSIP: 36290TMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2064 | PA      | $2117.39       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4340                          | CUSIP: 36180FZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91256 | PA      | $82665.84      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7025                          | CUSIP: 36181AYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      216067 | PA      | $195884.65     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783463                          | CUSIP: 36241LZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      619584 | PA      | $599066.58     | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571828                          | CUSIP: 36200THD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2734 | PA      | $2769.65       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638251                          | CUSIP: 36291UBU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         962 | PA      | $960.41        | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722041                          | CUSIP: 3620A8EN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133651 | PA      | $119914.43     | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                   | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     6871000 | PA      | $5143397.42    | 0.06%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473851                          | CUSIP: 36209KL89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4292 | PA      | $4387.48       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562321                          | CUSIP: 36213RVN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5188 | PA      | $5247.15       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727902                          | CUSIP: 3620AEU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      142547 | PA      | $138019.20     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1420676.84    | 0.02%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476757                          | CUSIP: 36209NTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3902 | PA      | $3956.55       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3795000 | PA      | $3568335.55    | 0.05%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609667                          | CUSIP: 36202UJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2641 | PA      | $2699.50       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706703                          | CUSIP: 36297BDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60978 | PA      | $60475.71      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     6027000 | PA      | $5597872.78    | 0.07%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $311445.11     | 0.00%             | 2033-10-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605151                          | CUSIP: 36200NH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51551 | PA      | $52145.70      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF5073                          | CUSIP: 36181LT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34421 | PA      | $31156.20      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777576                          | CUSIP: 36176VT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128747 | PA      | $115514.38     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503400                          | CUSIP: 36210VGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6265 | PA      | $6404.46       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794070                          | CUSIP: 36177NQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45348 | PA      | $42349.63      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716842                          | CUSIP: 3620A2LX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8204 | PA      | $7965.87       | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559715                          | CUSIP: 36213NYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7982 | PA      | $8224.02       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-1A C                    | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      258000 | PA      | $261045.77     | 0.00%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602692                          | CUSIP: 36200JRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7706 | PA      | $7795.54       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4590                          | CUSIP: 36180GC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19036 | PA      | $17183.24      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA3503                          | CUSIP: 36178A3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34515 | PA      | $32445.31      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                    | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1527247.99    | 0.02%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577788                          | CUSIP: 36201A2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16407 | PA      | $16680.55      | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60519                          | CUSIP: 31335ASG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8092 | PA      | $7989.28       | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3442                            | CUSIP: 36202DZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27626 | PA      | $27992.80      | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC5680                          | CUSIP: 36179FJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9199 | PA      | $8526.40       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626888                          | CUSIP: 36291FND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11477 | PA      | $11746.64      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590083                          | CUSIP: 36201QRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2508 | PA      | $2565.82       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636294                          | CUSIP: 36291R3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2041 | PA      | $2065.50       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB7366                          | CUSIP: 36178UFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125943 | PA      | $117370.88     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631112                          | CUSIP: 36291LDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19650 | PA      | $20115.13      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1313247.52    | 0.02%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604901                          | CUSIP: 36200NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4693 | PA      | $4782.83       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161391.69     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759125                          | CUSIP: 36230UD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1656968 | PA      | $1603514.20    | 0.02%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465573                          | CUSIP: 36209AFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4012 | PA      | $4077.84       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4074000 | PA      | $4244115.60    | 0.05%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    16038000 | PA      | $15867103.66   | 0.20%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 B                     | CUSIP: 36268DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $209643.30     | 0.00%             | 2036-08-11      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637757                          | CUSIP: 36291TQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4376 | PA      | $4485.89       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737665                          | CUSIP: 3620ARQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34533 | PA      | $34979.55      | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614574                          | CUSIP: 36290QXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86483 | PA      | $87435.57      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619587                          | CUSIP: 36290WJ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2522 | PA      | $2551.37       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781591                          | CUSIP: 36225BXU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      221522 | PA      | $223733.30     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631261                          | CUSIP: 36291LJE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5143 | PA      | $5274.37       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614565                          | CUSIP: 36290QW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14978 | PA      | $15140.86      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610877                          | CUSIP: 36202VUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29310 | PA      | $29883.38      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620462                          | CUSIP: 36290XJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1308 | PA      | $1338.45       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551927                          | CUSIP: 36213ED86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3079 | PA      | $3159.30       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741876                          | CUSIP: 3620AWFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9058 | PA      | $8977.23       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491584                          | CUSIP: 36210GCV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5216 | PA      | $5327.99       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB0620                          | CUSIP: 36178KVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99151 | PA      | $92450.24      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507082                          | CUSIP: 36211AJ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1398 | PA      | $1428.87       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44130.40      | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603783                          | CUSIP: 36200KXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3963 | PA      | $4048.28       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496957                          | CUSIP: 36210NB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1203 | PA      | $1223.25       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -96 | NC      | $-207020.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1091196.07    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658874                          | CUSIP: 36294S6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9661 | PA      | $9925.29       | 0.00%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2993734.38    | 0.04%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542009                          | CUSIP: 36212SDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7792 | PA      | $8072.26       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724845                          | CUSIP: 3620ABHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8151 | PA      | $7410.96       | 0.00%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559837                          | CUSIP: 36213N4W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2979 | PA      | $3077.99       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587782                          | CUSIP: 36201M6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3365 | PA      | $3424.53       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484836                          | CUSIP: 36209XSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9938 | PA      | $10159.93      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615587                          | CUSIP: 36290R2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4422 | PA      | $4579.26       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      167000 | PA      | $170968.94     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      385000 | PA      | $371000.98     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622613                          | CUSIP: 36291AVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1162 | PA      | $1204.01       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $356129.35     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1030675.72    | 0.01%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719205                          | CUSIP: 3620A5AE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22618 | PA      | $22564.08      | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28663000 | PA      | $29426600.09   | 0.37%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589576                          | CUSIP: 36201P6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14096 | PA      | $14535.94      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756595                          | CUSIP: 36230RKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22001 | PA      | $21766.89      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7022                          | CUSIP: 36181AYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      732374 | PA      | $664497.37     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3068444.54    | 0.04%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1758                          | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22950 | PA      | $20333.41      | 0.00%             | 2044-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603212                          | CUSIP: 36200KDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7846 | PA      | $7943.34       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745322                          | CUSIP: 3620C1AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13252 | PA      | $13133.61      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2257069 | PA      | $2054539.56    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724832                          | CUSIP: 3620ABHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18191 | PA      | $17990.62      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7020000 | PA      | $7075929.56    | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761439                          | CUSIP: 36176BV87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20476 | PA      | $19784.01      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737815                          | CUSIP: 3620ARVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18670 | PA      | $18079.47      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK9718                          | CUSIP: 36183TYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166667 | PA      | $160034.39     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580655                          | CUSIP: 36201EBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6446 | PA      | $6593.04       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A B                      | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      212000 | PA      | $213952.16     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $1597596.86    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623557                          | CUSIP: 36291BWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7198 | PA      | $7279.30       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 718195                          | CUSIP: 3620A33C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23646 | PA      | $23425.53      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711697                          | CUSIP: 36297GUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28914 | PA      | $26234.45      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769635                          | CUSIP: 36176LY82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96092 | PA      | $89761.57      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3734                            | CUSIP: 36202EEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2712 | PA      | $2702.92       | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497373                          | CUSIP: 36210NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4223 | PA      | $4284.36       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627220                          | CUSIP: 36291FYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28489 | PA      | $29155.45      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486620                          | CUSIP: 36210ASH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1551 | PA      | $1568.82       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495578                          | CUSIP: 36210LQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1739 | PA      | $1777.49       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6647                          | CUSIP: 36178EL49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17841 | PA      | $16155.59      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     1033000 | PA      | $677800.32     | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753379                          | CUSIP: 36230MXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67633 | PA      | $66938.13      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1799000 | PA      | $1839396.05    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783050                          | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1681986 | PA      | $1710083.56    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500246                          | CUSIP: 36210RWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5841 | PA      | $5972.20       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434139                          | CUSIP: 36207KHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1051 | PA      | $1064.95       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666083                          | CUSIP: 36295B6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1239 | PA      | $1254.39       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783095                          | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69263 | PA      | $67072.95      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714343                          | CUSIP: 36297KS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11486 | PA      | $11376.10      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1147919.82    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612035                          | CUSIP: 36202W4U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1701 | PA      | $1740.89       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8270                          | CUSIP: 36178GFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9033 | PA      | $8270.43       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      700000 | PA      | $449207.38     | 0.01%             | 2031-06-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9389                          | CUSIP: 3140LYNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      598348 | PA      | $543348.67     | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9884                          | CUSIP: 36181D6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96853 | PA      | $87461.31      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729029                          | CUSIP: 3620AF4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53428 | PA      | $52940.23      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5688                          | CUSIP: 36180HJ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31078 | PA      | $30671.28      | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17750000 | PA      | $17821191.70   | 0.23%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620431                          | CUSIP: 36290XHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27770 | PA      | $28093.92      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                      | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     4015000 | PA      | $3076035.24    | 0.04%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580634                          | CUSIP: 36201EBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4754 | PA      | $4867.37       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                   | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1038635.36    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647640                          | CUSIP: 36292FPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14866 | PA      | $15270.75      | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726270                          | CUSIP: 3620AC2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3449 | PA      | $3419.71       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783908                          | CUSIP: 3622A2KV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      482915 | PA      | $451579.41     | 0.01%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                          | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171218 | PA      | $152554.12     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644980                          | CUSIP: 36292CQ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2309 | PA      | $2366.26       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3341000 | PA      | $3389935.60    | 0.04%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514584                          | CUSIP: 36211JUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8455 | PA      | $8624.41       | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750316                          | CUSIP: 3620C6SD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135229 | PA      | $131012.78     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781029                          | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8895 | PA      | $9093.41       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     4373000 | PA      | $3635712.20    | 0.05%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5254                          | CUSIP: 3138EMZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10714 | PA      | $10578.05      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      146000 | PA      | $141223.16     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621760                          | CUSIP: 36290YWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24004 | PA      | $24483.87      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714077                          | CUSIP: 36297KJW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50327 | PA      | $51763.36      | 0.00%             | 2039-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2512                          | CUSIP: 36180DYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84752 | PA      | $76774.55      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565150                          | CUSIP: 36213UZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80135 | PA      | $81035.66      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9663                          | CUSIP: 36179KWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122154 | PA      | $111012.00     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781597                          | CUSIP: 36225BX29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9782 | PA      | $9881.89       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494244                          | CUSIP: 36210KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2111 | PA      | $2139.53       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469228                          | CUSIP: 36209EHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3999 | PA      | $4088.11       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      489000 | PA      | $481369.43     | 0.01%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97770                          | CUSIP: 312946T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38182 | PA      | $37803.99      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509594                          | CUSIP: 36211DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1011 | PA      | $1033.94       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613042                          | CUSIP: 36290NBK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2492 | PA      | $2483.01       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740934                          | CUSIP: 3620AVEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      188257 | PA      | $182183.86     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM9727                          | CUSIP: 36185CYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75657 | PA      | $71650.90      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615521                          | CUSIP: 36290RYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3971 | PA      | $4015.09       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596645                          | CUSIP: 36200BZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8988 | PA      | $9287.60       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498229                          | CUSIP: 36210PPN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1271 | PA      | $1299.26       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609456                          | CUSIP: 36202UBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5161 | PA      | $5205.41       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553992                          | CUSIP: 36213GNH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1324 | PA      | $1360.38       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3145                          | CUSIP: 36180EP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3183 | PA      | $3138.33       | 0.00%             | 2028-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 791807                          | CUSIP: 36177LAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3830 | PA      | $3459.52       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632402                          | CUSIP: 36291MRX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7699 | PA      | $7955.27       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619109                          | CUSIP: 36290VYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4076 | PA      | $4155.25       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8287                          | CUSIP: 3132DWF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7066015 | PA      | $6769482.97    | 0.09%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569086                          | CUSIP: 36200QF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6131 | PA      | $6208.39       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633598                          | CUSIP: 36291N3F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5196 | PA      | $5320.28       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724833                          | CUSIP: 3620ABHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1883 | PA      | $1830.65       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2146                          | CUSIP: 36179QL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98895 | PA      | $86871.06      | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701667                          | CUSIP: 36296UQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10006 | PA      | $10290.62      | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      869000 | PA      | $804108.82     | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637745                          | CUSIP: 36291TP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16706 | PA      | $17124.38      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615279                          | CUSIP: 36290RQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11052 | PA      | $11174.49      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C B                      | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      119000 | PA      | $119821.15     | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696566                          | CUSIP: 36296NZ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11344 | PA      | $11949.94      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638331                          | CUSIP: 36291UEC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6420 | PA      | $6577.71       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645897                          | CUSIP: 36292DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18864 | PA      | $19540.92      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796363                          | CUSIP: 36177RB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7724 | PA      | $7036.36       | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738016                          | CUSIP: 3620AR3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19943 | PA      | $20201.26      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4097                          | CUSIP: 36180FRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7186 | PA      | $6745.95       | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781377                          | CUSIP: 36225BQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32076 | PA      | $32574.51      | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94002                          | CUSIP: 312942NT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69634 | PA      | $70680.34      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541852                          | CUSIP: 36212R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1783 | PA      | $1840.28       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635265                          | CUSIP: 36291QW26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34278 | PA      | $35115.72      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605476                          | CUSIP: 36200NT92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23322 | PA      | $23849.87      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592743                          | CUSIP: 36201TP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9885 | PA      | $10071.74      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463729                          | CUSIP: 36208XEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1636 | PA      | $1672.22       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641615                          | CUSIP: 36291XYL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26059 | PA      | $26617.77      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671079                          | CUSIP: 36295HQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80739 | PA      | $84550.03      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4896000 | PA      | $4648137.68    | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761210                          | CUSIP: 36176BN37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102771 | PA      | $99552.15      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732504                          | CUSIP: 3620AKX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2628 | PA      | $2662.07       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614545                          | CUSIP: 36290QWE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67572 | PA      | $68338.21      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617537                          | CUSIP: 36290UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3075 | PA      | $3113.90       | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597904                          | CUSIP: 36200DGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2192 | PA      | $2217.88       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608948                          | CUSIP: 36202TP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17549 | PA      | $18238.75      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646868                          | CUSIP: 36292ETZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14162 | PA      | $14082.98      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580232                          | CUSIP: 36201DSV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2650 | PA      | $2710.04       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496565                          | CUSIP: 36210MTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3767 | PA      | $3832.72       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751953                          | CUSIP: 36230LE21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58015 | PA      | $56113.20      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465366                          | CUSIP: 36208Y6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1492 | PA      | $1525.03       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604292                          | CUSIP: 36200MKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6117 | PA      | $6314.16       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587345                          | CUSIP: 36201MP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4956 | PA      | $5107.14       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688083                          | CUSIP: 36296DM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56043 | PA      | $56771.39      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3416000 | PA      | $2553476.95    | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486933                          | CUSIP: 36210A4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2195 | PA      | $2230.39       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616365                          | CUSIP: 36290SW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3149 | PA      | $3204.14       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631236                          | CUSIP: 36291LHM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46235 | PA      | $47344.40      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590261                          | CUSIP: 36201QWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18435 | PA      | $18763.53      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698037                          | CUSIP: 36296QPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12352 | PA      | $12931.06      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499267                          | CUSIP: 36210QTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1158 | PA      | $1184.05       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10695.97      | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD1041                          | CUSIP: 3617BGEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154540 | PA      | $141631.33     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733395                          | CUSIP: 3620ALXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      341312 | PA      | $307036.24     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8778                          | CUSIP: 36180MXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5656 | PA      | $5052.91       | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593011                          | CUSIP: 36201TYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3557 | PA      | $3683.90       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520245                          | CUSIP: 36211Q5E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4061 | PA      | $4159.84       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746798                          | CUSIP: 3620C2UX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72689 | PA      | $70412.09      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0695                          | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12162 | PA      | $10720.82      | 0.00%             | 2043-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658362                          | CUSIP: 36294SMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3211 | PA      | $3343.63       | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604639                          | CUSIP: 36200MV83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52760 | PA      | $53353.12      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                    | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $4078231.84    | 0.05%             | 2048-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637391                          | CUSIP: 36291TC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24476 | PA      | $24761.59      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736107                          | CUSIP: 3620APYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7872 | PA      | $7973.92       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3935000 | PA      | $4019238.65    | 0.05%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623600                          | CUSIP: 36291BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2631 | PA      | $2661.66       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4741                          | CUSIP: 3617BLHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6867 | PA      | $6291.54       | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737270                          | CUSIP: 3620ARCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      168533 | PA      | $170719.01     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2385                          | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9034193 | PA      | $9435703.32    | 0.12%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691716                          | CUSIP: 36296HN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80577 | PA      | $79318.73      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642213                          | CUSIP: 36291YN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19035 | PA      | $19272.43      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      105000 | PA      | $77288.68      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740194                          | CUSIP: 3620AUKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22555 | PA      | $21942.19      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                        | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     3817000 | PA      | $3368319.50    | 0.04%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                   | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1362000 | PA      | $1323208.64    | 0.02%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1445                          | CUSIP: 3132CXTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12250000 | PA      | $10921836.47   | 0.14%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637148                          | CUSIP: 36291SZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2152 | PA      | $2156.05       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626858                          | CUSIP: 36291FMF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19699 | PA      | $19927.03      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598141                          | CUSIP: 36200DP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7340 | PA      | $7485.70       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2997000 | PA      | $3154859.29    | 0.04%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778048                          | CUSIP: 36176WEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24608 | PA      | $22974.86      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613842                          | CUSIP: 36290N5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16892 | PA      | $17239.83      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2281000 | PA      | $2285878.34    | 0.03%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599926                          | CUSIP: 36200FPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5985 | PA      | $6094.63       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19232000 | PA      | $18129706.40   | 0.23%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600289                          | CUSIP: 36200F2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3014 | PA      | $3069.68       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618842                          | CUSIP: 36290VP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6841 | PA      | $6917.89       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717313                          | CUSIP: 3620A23W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7592 | PA      | $7093.79       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783283                          | CUSIP: 36241LUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2572 | PA      | $2548.22       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647332                          | CUSIP: 36292FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3046 | PA      | $3032.72       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456737                          | CUSIP: 36208PLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3864 | PA      | $3949.63       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757073                          | CUSIP: 36230R2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23897 | PA      | $23081.62      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      958000 | PA      | $974697.65     | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711171                          | CUSIP: 36297GCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3885 | PA      | $3764.80       | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FI 2.875 6/15/2028                 | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | IE        |     1100000 | PA      | $1247162.31    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      293000 | PA      | $306466.17     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737833                          | CUSIP: 3620ARV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14790 | PA      | $14318.08      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739673                          | CUSIP: 3620ATXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44581 | PA      | $43368.61      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM7602                          | CUSIP: 36184YNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16869 | PA      | $15975.38      | 0.00%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $241088.35     | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       83000 | PA      | $76135.76      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615460                          | CUSIP: 36290RWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40389 | PA      | $41205.28      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644988                          | CUSIP: 36292CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19541 | PA      | $20038.45      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490199                          | CUSIP: 36210ERU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1116 | PA      | $1121.43       | 0.00%             | 2029-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772033                          | CUSIP: 36176PPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13860 | PA      | $13382.19      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2292282.80    | 0.03%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604844                          | CUSIP: 36200M5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14568 | PA      | $14876.93      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637734                          | CUSIP: 36291TPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1086 | PA      | $1087.81       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849470                          | CUSIP: 31300MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294050 | PA      | $302774.31     | 0.00%             | 2044-09-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481318                          | CUSIP: 36209TVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1188 | PA      | $1214.53       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2                       | MLMI 2003-A2 2A2                   | CUSIP: 589929M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7033 | PA      | $6674.67       | 0.00%             | 2033-02-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607025                          | CUSIP: 36201YLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1761 | PA      | $1827.78       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                    | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     5935000 | PA      | $4978792.56    | 0.06%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 B                      | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $110223.43     | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46768.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | UNITED WHOLESALE                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      346000 | PA      | $344385.89     | 0.00%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658287                          | CUSIP: 36294SJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2303 | PA      | $2354.38       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462641                          | CUSIP: 36208V5A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6978 | PA      | $7069.69       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727842                          | CUSIP: 3620AES76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125559 | PA      | $124190.48     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597755                          | CUSIP: 36200DBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8397 | PA      | $8560.83       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615727                          | CUSIP: 36290SA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2026 | PA      | $2067.69       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495201                          | CUSIP: 36210LDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2185 | PA      | $2210.55       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723743                          | CUSIP: 3620AABL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38793 | PA      | $37629.95      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587300                          | CUSIP: 36201MNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6349 | PA      | $6532.75       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744243                          | CUSIP: 3620AYZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1799 | PA      | $1781.48       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782889                          | CUSIP: 36241LF68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48703 | PA      | $49333.87      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650695                          | CUSIP: 36292J3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1739 | PA      | $1760.34       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705318                          | CUSIP: 36296YSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44733 | PA      | $44252.66      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                           | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     2293000 | PA      | $2289422.82    | 0.03%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649547                          | CUSIP: 36292HTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5200 | PA      | $5397.85       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL8620                          | CUSIP: 36184FSH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122116 | PA      | $116974.43     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621411                          | CUSIP: 36290YKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8716 | PA      | $8923.18       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553117                          | CUSIP: 36213FPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8607 | PA      | $8782.74       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7729                          | CUSIP: 3140M9ST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145102 | PA      | $130993.61     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781916                          | CUSIP: 36241KDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9751 | PA      | $9968.48       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9093                          | CUSIP: 36178WC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43272 | PA      | $39341.18      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734029                          | CUSIP: 3620AMPN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4942 | PA      | $4895.60       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2124000 | PA      | $2158830.47    | 0.03%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606905                          | CUSIP: 36201YGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10409 | PA      | $10652.74      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627992                          | CUSIP: 36291GUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7175 | PA      | $7334.01       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767060                          | CUSIP: 36176H5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108084 | PA      | $100574.46     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752955                          | CUSIP: 36230MH83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34314 | PA      | $33935.79      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768088                          | CUSIP: 36176KCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60936 | PA      | $58887.54      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $67988.45      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644984                          | CUSIP: 36292CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16227 | PA      | $16618.07      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630108                          | CUSIP: 36291KAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24491 | PA      | $25084.56      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708852                          | CUSIP: 36297DQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11132 | PA      | $11276.39      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                      | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $210519.19     | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584087                          | CUSIP: 36201H2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2240 | PA      | $2317.80       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1196459.71    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6679                          | CUSIP: 36198TM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24296 | PA      | $23825.46      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760098                          | CUSIP: 36176AGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14398 | PA      | $13911.84      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586346                          | CUSIP: 36201LL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8300 | PA      | $8504.35       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574550                          | CUSIP: 36200WH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9076 | PA      | $9389.79       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     2089000 | PA      | $2108331.60    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO1866                          | CUSIP: 3617A2CB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91857 | PA      | $86993.09      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466057                          | CUSIP: 36209AWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1911 | PA      | $1953.75       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      395000 | PA      | $375889.93     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q22521                          | CUSIP: 3132JPYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93593 | PA      | $92319.59      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $128427.71     | 0.00%             | 2030-09-10      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486703                          | CUSIP: 36210AU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4827 | PA      | $4892.19       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605388                          | CUSIP: 36200NRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2972 | PA      | $2960.26       | 0.00%             | 2034-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662321                          | CUSIP: 36294WYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3468 | PA      | $3639.78       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 4.000000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -54241000 | NC      | $-53282.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 516462                          | CUSIP: 36211LWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1197 | PA      | $1223.82       | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641198                          | CUSIP: 36291XKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12946 | PA      | $13277.62      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582427                          | CUSIP: 36201GA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9872 | PA      | $10032.46      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723540                          | CUSIP: 3620A9ZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13804 | PA      | $13982.50      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      355000 | PA      | $342074.91     | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4325                          | CUSIP: 36178BYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7249 | PA      | $6639.80       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749834                          | CUSIP: 3620C6BB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28077 | PA      | $27146.86      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734431                          | CUSIP: 3620AM4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12758 | PA      | $12625.97      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639095                          | CUSIP: 36291U7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6524 | PA      | $6619.21       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                   | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      751000 | PA      | $757720.32     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539119                          | CUSIP: 36212N4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5639 | PA      | $5823.48       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637015                          | CUSIP: 36291SVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3467 | PA      | $3510.50       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618902                          | CUSIP: 36290VRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3757 | PA      | $3801.58       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1974000 | PA      | $1931030.36    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2521208.03    | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602426                          | CUSIP: 36200JHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20452 | PA      | $20930.41      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749271                          | CUSIP: 3620C5MU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81602 | PA      | $78709.47      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9203                          | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19112 | PA      | $17382.92      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608519                          | CUSIP: 36202TAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24119 | PA      | $25346.48      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615493                          | CUSIP: 36290RXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26342 | PA      | $26635.15      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578256                          | CUSIP: 36201BMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19435 | PA      | $19863.43      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733476                          | CUSIP: 3620AL2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9098 | PA      | $8792.28       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2071712.49    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633750                          | CUSIP: 36291PBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7657 | PA      | $7956.90       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                         | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     2939000 | PA      | $3023286.14    | 0.04%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616085                          | CUSIP: 36290SNA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7611 | PA      | $7784.17       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538255                          | CUSIP: 36212M5Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6257 | PA      | $6446.29       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535799                          | CUSIP: 36212KGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4507 | PA      | $4648.48       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      490000 | PA      | $296812.08     | 0.00%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653640                          | CUSIP: 36292NEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7711 | PA      | $8028.37       | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594711                          | CUSIP: 36201VVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1379 | PA      | $1408.66       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615551                          | CUSIP: 36290RZQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2227 | PA      | $2251.89       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713051                          | CUSIP: 36297JEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70176 | PA      | $69653.96      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781305                          | CUSIP: 36225BNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17605 | PA      | $18152.54      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606747                          | CUSIP: 36201YBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58845 | PA      | $60046.17      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616208                          | CUSIP: 36290SR52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15275 | PA      | $15611.11      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503015                          | CUSIP: 36210UYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1517 | PA      | $1544.07       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783621                          | CUSIP: 3622A2AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      385006 | PA      | $360509.99     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BD3961                          | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1299055 | PA      | $1220913.72    | 0.02%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629484                          | CUSIP: 36291JJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3550 | PA      | $3634.50       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       34000 | PA      | $33929.15      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559748                          | CUSIP: 36213NZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10194 | PA      | $10420.31      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738547                          | CUSIP: 3620ASP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91757 | PA      | $90779.94      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625115                          | CUSIP: 36291DN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32720 | PA      | $33457.02      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21261                          | CUSIP: 3132JNMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15696 | PA      | $15078.20      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 695263                          | CUSIP: 36296MML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130517 | PA      | $137256.41     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615239                          | CUSIP: 36290RPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68574 | PA      | $69298.25      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553187                          | CUSIP: 36213FRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3508 | PA      | $3581.08       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 798893                          | CUSIP: 36177T3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10005 | PA      | $9655.63       | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688029                          | CUSIP: 36296DLJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128000 | PA      | $134805.05     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8890000 | PA      | $9008353.94    | 0.11%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551979                          | CUSIP: 36213EFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1910 | PA      | $1978.89       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587086                          | CUSIP: 36201MF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4163 | PA      | $4257.16       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630168                          | CUSIP: 36291KCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1572 | PA      | $1591.35       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623702                          | CUSIP: 36291B3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9482 | PA      | $9705.46       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661812                          | CUSIP: 36294WGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2070 | PA      | $2158.24       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738956                          | CUSIP: 3620AS5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49819 | PA      | $48424.59      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605561                          | CUSIP: 36200NWW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13665 | PA      | $13979.49      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486694                          | CUSIP: 36210AUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1067 | PA      | $1085.13       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521288                          | CUSIP: 36211SCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10884 | PA      | $11014.68      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627335                          | CUSIP: 36291F4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16093 | PA      | $16484.96      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594597                          | CUSIP: 36201VRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9640 | PA      | $9871.32       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2147000 | PA      | $2307219.68    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3735                            | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      654049 | PA      | $663831.67     | 0.01%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686872                          | CUSIP: 36296CCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1059 | PA      | $1072.34       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1778927.88    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773704                          | CUSIP: 36176RKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8233 | PA      | $8154.96       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497496                          | CUSIP: 36210NUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2609 | PA      | $2651.31       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552948                          | CUSIP: 36213FHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10918 | PA      | $11259.15      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN                   | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     3936000 | PA      | $3050291.78    | 0.04%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463867                          | CUSIP: 36208XJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8644 | PA      | $8744.79       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528616                          | CUSIP: 36212BGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6409 | PA      | $6623.33       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670586                          | CUSIP: 36295G6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4932 | PA      | $4951.13       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626876                          | CUSIP: 36291FMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1921 | PA      | $1943.37       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626536                          | CUSIP: 36291FBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3471 | PA      | $3544.55       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761574                          | CUSIP: 36176B2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16082 | PA      | $15535.51      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605824                          | CUSIP: 36201XAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16392 | PA      | $16789.00      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622515                          | CUSIP: 36291ASC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19213 | PA      | $19432.10      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705344                          | CUSIP: 36296YS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20237 | PA      | $21287.55      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770479                          | CUSIP: 36176MXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59043 | PA      | $57138.32      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642290                          | CUSIP: 36291YRK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2233 | PA      | $2283.23       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643644                          | CUSIP: 36292BBM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19917 | PA      | $20373.07      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607267                          | CUSIP: 36201YTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1780 | PA      | $1849.72       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571215                          | CUSIP: 36200SSC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3523 | PA      | $3640.20       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3105000 | PA      | $2076347.47    | 0.03%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598176                          | CUSIP: 36200DQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4471 | PA      | $4567.62       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                          | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7572 | PA      | $7362.34       | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2162129.20    | 0.03%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626266                          | CUSIP: 36291EW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10828 | PA      | $11074.86      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497356                          | CUSIP: 36210NQH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5232 | PA      | $5320.72       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8261                          | CUSIP: 36178VFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19315 | PA      | $18086.48      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627899                          | CUSIP: 36291GRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20654 | PA      | $20896.66      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.719380 31-AUG-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    31300000 | NC      | $-494745.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 411011                          | CUSIP: 36206GR85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12275 | PA      | $12929.42      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614514                          | CUSIP: 36290QVF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4517 | PA      | $4607.46       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479060                          | CUSIP: 36209RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1104 | PA      | $1128.42       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602924                          | CUSIP: 36200JYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7307 | PA      | $7489.26       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $500496.42     | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609720                          | CUSIP: 36202UK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5573 | PA      | $5706.25       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631183                          | CUSIP: 36291LFY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12674 | PA      | $12969.32      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619829                          | CUSIP: 36290WSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1042 | PA      | $1051.83       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8426                          | CUSIP: 36178VLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      369791 | PA      | $329863.79     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85581                          | CUSIP: 312932FW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3887 | PA      | $3945.26       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5768                          | CUSIP: 36178SMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35954 | PA      | $33798.22      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60239                          | CUSIP: 31335AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61477 | PA      | $60737.99      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1147                          | CUSIP: 36182VHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130241 | PA      | $117206.22     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA3690                          | CUSIP: 36178BC37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29906 | PA      | $28026.50      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758314                          | CUSIP: 36230TGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      311571 | PA      | $301306.14     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548770                          | CUSIP: 36213AT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1314 | PA      | $1359.61       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778972                          | CUSIP: 36176XFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35194 | PA      | $32981.39      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706718                          | CUSIP: 36297BDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5596 | PA      | $5545.32       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 C                     | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134000 | PA      | $134582.87     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479607                          | CUSIP: 36209RYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5089 | PA      | $4922.41       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473451                          | CUSIP: 36209J5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2200 | PA      | $2249.32       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2293000 | PA      | $2241630.57    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587791                          | CUSIP: 36201M7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2063 | PA      | $2107.76       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714594                          | CUSIP: 36297K3B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5597 | PA      | $5554.15       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594626                          | CUSIP: 36201VSP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6694 | PA      | $6856.64       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631334                          | CUSIP: 36291LLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2623 | PA      | $2655.71       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620100                          | CUSIP: 36290W3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3988 | PA      | $4125.95       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33175.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      987000 | PA      | $957237.34     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    17600000 | PA      | $13504746.23   | 0.17%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                          | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1296046 | PA      | $1152631.35    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615639                          | CUSIP: 36290R4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10217 | PA      | $10177.97      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B C                     | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | PA      | $524594.30     | 0.01%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM2614                          | CUSIP: 36184M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10403 | PA      | $9851.75       | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $580230.99     | 0.01%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       88000 | PA      | $89750.81      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389807                          | CUSIP: 36205GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10211 | PA      | $10548.20      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559414 | PA      | $488295.92     | 0.01%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749231                          | CUSIP: 3620C5LL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      250871 | PA      | $246952.54     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6044000 | PA      | $6451990.28    | 0.08%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634662                          | CUSIP: 36291QB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16929 | PA      | $17353.63      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      385000 | PA      | $340426.08     | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611076                          | CUSIP: 36202V2H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13873 | PA      | $14135.94      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690154                          | CUSIP: 36296FWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19231 | PA      | $20253.17      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726139                          | CUSIP: 3620ACV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29772 | PA      | $29494.40      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597975                          | CUSIP: 36200DJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6364 | PA      | $6432.45       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510304                          | CUSIP: 36211D3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1430 | PA      | $1462.31       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610255                          | CUSIP: 36202U5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11874 | PA      | $12011.79      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606696                          | CUSIP: 36201X7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3678 | PA      | $3793.23       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1713                          | CUSIP: 36180C3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      318511 | PA      | $284409.28     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546597                          | CUSIP: 36212XGE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9987 | PA      | $10232.16      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583685                          | CUSIP: 36201HNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2839 | PA      | $2868.29       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623898                          | CUSIP: 36291CDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11226 | PA      | $11660.80      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628006                          | CUSIP: 36291GU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9512 | PA      | $9624.43       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595673                          | CUSIP: 36200AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4970 | PA      | $5022.87       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778874                          | CUSIP: 36176XCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52067 | PA      | $48834.23      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 430349                          | CUSIP: 36207FBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8454 | PA      | $8179.77       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781118                          | CUSIP: 36225BG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6959 | PA      | $7114.09       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-8AR                                      | MSM 2006-8AR 5A1                   | CUSIP: 61749LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69291 | PA      | $66289.03      | 0.00%             | 2036-06-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 B                     | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      484000 | PA      | $487532.18     | 0.01%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598679                          | CUSIP: 36200ECQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34483 | PA      | $35207.89      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553125                          | CUSIP: 36213FPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9056 | PA      | $9355.35       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604674                          | CUSIP: 36200MXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3674 | PA      | $3749.08       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782376                          | CUSIP: 36241KT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89657 | PA      | $94146.91      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590452                          | CUSIP: 36201Q5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3643 | PA      | $3766.53       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616419                          | CUSIP: 36290SYQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9216 | PA      | $9415.04       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                           | FORDR 2024-1 B                     | CUSIP: 34533BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676000 | PA      | $684210.97     | 0.01%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB7349                          | CUSIP: 36178UEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91477 | PA      | $85564.36      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM              | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     1135000 | PA      | $1075315.68    | 0.01%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503777                          | CUSIP: 36210VUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3723 | PA      | $3806.19       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631302                          | CUSIP: 36291LKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22955 | PA      | $23537.54      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      753000 | PA      | $761671.07     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1669                          | CUSIP: 36178L2A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16648 | PA      | $15534.51      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US CAP LLC                     | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1651235.61    | 0.02%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A B                    | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      361042 | PA      | $367772.33     | 0.00%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0264                          | CUSIP: 36177WJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29290 | PA      | $27360.60      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778846                          | CUSIP: 36176XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41374 | PA      | $38893.30      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID -A               | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     5065000 | PA      | $3352367.50    | 0.04%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530781                          | CUSIP: 36212DUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13413 | PA      | $13666.32      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667335                          | CUSIP: 36295DLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7759 | PA      | $8074.31       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506897                          | CUSIP: 36211ADA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3244 | PA      | $3297.87       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7353                          | CUSIP: 36180KE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35650 | PA      | $33336.85      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635972                          | CUSIP: 36291RQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8416 | PA      | $8734.28       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      347000 | PA      | $345855.94     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705429                          | CUSIP: 36296YVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28985 | PA      | $28740.52      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9301                          | CUSIP: 36180NKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107085 | PA      | $96551.80      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615942                          | CUSIP: 36290SHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48141 | PA      | $47955.82      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632850                          | CUSIP: 36291NBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7378 | PA      | $7560.96       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562379                          | CUSIP: 36213RXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11114 | PA      | $11380.98      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662414                          | CUSIP: 36294W3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13800 | PA      | $14174.79      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158655 | PA      | $154413.63     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                               | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |     1132349 | PA      | $1136781.24    | 0.01%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      799000 | PA      | $789075.04     | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594086                          | CUSIP: 36201U6X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5041 | PA      | $5157.84       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4476                          | CUSIP: 3140J86N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11408 | PA      | $11246.41      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7053                          | CUSIP: 36179VZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23189003 | PA      | $20596090.11   | 0.26%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1680811.68    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572072                          | CUSIP: 36200TQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8018 | PA      | $8201.59       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766897                          | CUSIP: 36176HX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6916 | PA      | $6685.35       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587548                          | CUSIP: 36201MWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14473 | PA      | $14797.22      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3428                            | CUSIP: 36202DYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4702 | PA      | $4763.19       | 0.00%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765299                          | CUSIP: 36176F7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9749 | PA      | $9660.58       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 A3                   | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650895 | PA      | $678281.34     | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607121                          | CUSIP: 36201YPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5551 | PA      | $5663.41       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553858                          | CUSIP: 36213GJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2067 | PA      | $2112.84       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510580                          | CUSIP: 36211EFV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8690 | PA      | $8897.61       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577982                          | CUSIP: 36201BCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2313 | PA      | $2383.43       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640187                          | CUSIP: 36291WF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2284 | PA      | $2340.46       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    15000000 | PA      | $17734799.61   | 0.22%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782662                          | CUSIP: 36241K5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2359 | PA      | $2424.31       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC5301                          | CUSIP: 36179E3J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82277 | PA      | $74327.25      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     9482000 | PA      | $9919937.35    | 0.13%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621072                          | CUSIP: 36290X6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14109 | PA      | $14813.74      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748082                          | CUSIP: 3620C4CT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29082 | PA      | $28779.84      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434343                          | CUSIP: 36207KP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1983 | PA      | $2016.79       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572050                          | CUSIP: 36200TQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10427 | PA      | $10667.09      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8072                          | CUSIP: 36179W6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3373091 | PA      | $3168655.29    | 0.04%             | 2037-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7427                          | CUSIP: 3140M9HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150374 | PA      | $136363.45     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726433                          | CUSIP: 3620ADBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6322 | PA      | $6268.03       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622145                          | CUSIP: 36291AES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2627 | PA      | $2687.22       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9189                          | CUSIP: 36178WF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      119092 | PA      | $106341.80     | 0.00%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97046                          | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1209 | PA      | $1198.90       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462674                          | CUSIP: 36208V6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2361 | PA      | $2413.70       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600132                          | CUSIP: 36200FVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2834 | PA      | $2921.10       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588361                          | CUSIP: 36201NTS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2074 | PA      | $2137.13       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698371                          | CUSIP: 36296Q2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      201462 | PA      | $204063.74     | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600024                          | CUSIP: 36200FSM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10435 | PA      | $10613.68      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651823                          | CUSIP: 36292LD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1587 | PA      | $1606.28       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578345                          | CUSIP: 36201BP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3107 | PA      | $3207.56       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 681522                          | CUSIP: 36295VD30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9362 | PA      | $9853.66       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620444                          | CUSIP: 36290XHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2939 | PA      | $2927.55       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485678                          | CUSIP: 36209YQ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2488 | PA      | $2555.81       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464283                          | CUSIP: 36208XXL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4577 | PA      | $4648.26       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719234                          | CUSIP: 3620A5BB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      593042 | PA      | $600735.60     | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615941                          | CUSIP: 36290SHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9742 | PA      | $9701.68       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4998                          | CUSIP: 36178RRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62728 | PA      | $58801.37      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468094                          | CUSIP: 36209C7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         994 | PA      | $1015.81       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3032                          | CUSIP: 36179RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      607749 | PA      | $532363.71     | 0.01%             | 2045-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473723                          | CUSIP: 36209KG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1013 | PA      | $1035.80       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620195                          | CUSIP: 36290W7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8365 | PA      | $8578.49       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763584                          | CUSIP: 36176ECV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140915 | PA      | $136500.98     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 452349                          | CUSIP: 36208JQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6324 | PA      | $6572.59       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553118                          | CUSIP: 36213FPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3917 | PA      | $3980.05       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591925                          | CUSIP: 36201SSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11714 | PA      | $11953.34      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603246                          | CUSIP: 36200KET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13023 | PA      | $13170.42      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659105                          | CUSIP: 36294TGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2767 | PA      | $2837.26       | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617571                          | CUSIP: 36290UCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2506 | PA      | $2612.85       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636918                          | CUSIP: 36291SSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16740 | PA      | $17134.31      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF3150                          | CUSIP: 36181JQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49961 | PA      | $45046.57      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608987                          | CUSIP: 36202TRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6184 | PA      | $6430.27       | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3994                            | CUSIP: 36202ENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2310 | PA      | $2347.36       | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9694.05       | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732842                          | CUSIP: 3620ALEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36944 | PA      | $36590.24      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609351                          | CUSIP: 36202T5L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7962 | PA      | $8095.13       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464444                          | CUSIP: 36208X5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2045 | PA      | $2079.17       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613819                          | CUSIP: 36290N4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2525 | PA      | $2553.08       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                          | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1023 | PA      | $1015.39       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2298279.84    | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2163000 | PA      | $2109002.27    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642421                          | CUSIP: 36291YVN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2215 | PA      | $2273.07       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764536                          | CUSIP: 36176FEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7759 | PA      | $7859.46       | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705613                          | CUSIP: 36296Y3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17028 | PA      | $16502.34      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564000 | PA      | $567298.78     | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723600                          | CUSIP: 3620A93H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9079 | PA      | $9002.92       | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492945                          | CUSIP: 36210HTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3082 | PA      | $3150.71       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626187                          | CUSIP: 36291EUL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1693 | PA      | $1732.94       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY8206                          | CUSIP: 36196YDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101509 | PA      | $93188.79      | 0.00%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735697                          | CUSIP: 3620APKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141233 | PA      | $143063.81     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768888                          | CUSIP: 36176K6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74694 | PA      | $75659.31      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608159                          | CUSIP: 36202STQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5624 | PA      | $5751.73       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748638                          | CUSIP: 3620C4V72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      593372 | PA      | $565126.42     | 0.01%             | 2040-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710683                          | CUSIP: 36297FRC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37743 | PA      | $37384.28      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488506                          | CUSIP: 36210CU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2732 | PA      | $2793.02       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683054                          | CUSIP: 36295WZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7312 | PA      | $7406.86       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736068                          | CUSIP: 3620APW50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43471 | PA      | $44672.34      | 0.00%             | 2040-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670389                          | CUSIP: 36295GXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68939 | PA      | $69831.96      | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486597                          | CUSIP: 36210ARS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1122 | PA      | $1135.98       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                     | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $802468.73     | 0.01%             | 2029-01-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761863                          | CUSIP: 36176CFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32937 | PA      | $31874.11      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      159000 | PA      | $155567.06     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585117                          | CUSIP: 36201KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2662 | PA      | $2748.69       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438596                          | CUSIP: 36207QGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12617 | PA      | $11817.59      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570517                          | CUSIP: 36200RYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5111 | PA      | $5250.86       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604620                          | CUSIP: 36200MVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1877 | PA      | $1869.59       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619479                          | CUSIP: 36290WFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39232 | PA      | $40096.19      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611565                          | CUSIP: 36202WMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1316 | PA      | $1345.63       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451215                          | CUSIP: 36208HGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1467 | PA      | $1500.07       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486516                          | CUSIP: 36210AN94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2147 | PA      | $2194.93       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646778                          | CUSIP: 36292EQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4191 | PA      | $4259.41       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740134                          | CUSIP: 3620AUHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5260 | PA      | $5204.91       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE8173                          | CUSIP: 36181CCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59627 | PA      | $58165.72      | 0.00%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580686                          | CUSIP: 36201ECX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3082 | PA      | $3151.82       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476276                          | CUSIP: 36209NCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1225 | PA      | $1252.72       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604285                          | CUSIP: 36200MJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62982 | PA      | $63647.43      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620596                          | CUSIP: 36290XNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8165 | PA      | $8346.08       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754088                          | CUSIP: 36230NRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69030 | PA      | $67001.65      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3803                          | CUSIP: 3138ELGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1510 | PA      | $1489.27       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $198867.25     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1379                          | CUSIP: 36180CQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18790 | PA      | $17524.72      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564503                          | CUSIP: 36213UDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1614 | PA      | $1658.15       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635812 | PA      | $604131.74     | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494251                          | CUSIP: 36210KBU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14284 | PA      | $14492.23      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7825                          | CUSIP: 36179WVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      262287 | PA      | $204863.06     | 0.00%             | 2052-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744339                          | CUSIP: 3620AY4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10570 | PA      | $10200.41      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 899948                          | CUSIP: 31410WZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1025 | PA      | $1096.11       | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682100                          | CUSIP: 36295VX53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1480 | PA      | $1558.37       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553351                          | CUSIP: 36213FWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12977 | PA      | $12926.67      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619507                          | CUSIP: 36290WGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         998 | PA      | $1017.58       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM2621                          | CUSIP: 36184M4E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76579 | PA      | $73599.92      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8706                          | CUSIP: 36178VU74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28203 | PA      | $26331.52      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1558366.29    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606906                          | CUSIP: 36201YGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10980 | PA      | $11208.55      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559755                          | CUSIP: 36213NZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12823 | PA      | $13105.21      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739387                          | CUSIP: 3620ATNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11138 | PA      | $11282.49      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608255                          | CUSIP: 36202SWQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40203 | PA      | $40641.80      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2144000 | PA      | $2152182.68    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767564                          | CUSIP: 36176JQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43278 | PA      | $42833.16      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6.5 5/25                      | CUSIP: 21H062651<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -1250000 | PA      | $-1277785.50   | -0.02%            | 2025-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644932                          | CUSIP: 36292CPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5597 | PA      | $5737.41       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509970                          | CUSIP: 36211DQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5376 | PA      | $5439.38       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751884                          | CUSIP: 36230LCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4735 | PA      | $4691.02       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5583000 | PA      | $5654074.26    | 0.07%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7513                          | CUSIP: 36181BK25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      739904 | PA      | $670524.95     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 A4                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289597 | PA      | $286345.14     | 0.00%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616414                          | CUSIP: 36290SYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14410 | PA      | $14575.73      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782902                          | CUSIP: 36241LGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87558 | PA      | $86791.28      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677292                          | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6480 | PA      | $6564.53       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574880                          | CUSIP: 36200WUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1082 | PA      | $1101.24       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757446                          | CUSIP: 36230SHX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107199 | PA      | $105842.92     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403386                          | CUSIP: 36205XCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3370 | PA      | $3407.68       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721238                          | CUSIP: 3620A7HP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13945 | PA      | $14125.47      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757578                          | CUSIP: 36230SM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18955 | PA      | $18398.41      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL6707                          | CUSIP: 36184DNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10270 | PA      | $9840.64       | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2433000 | PA      | $2444360.41    | 0.03%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 654442                          | CUSIP: 36294NBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5310 | PA      | $5379.10       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3897                          | CUSIP: 36178QKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8529 | PA      | $7695.40       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5822                          | CUSIP: 36178DPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39854 | PA      | $36131.14      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1182051.02    | 0.01%             | 2027-12-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                    | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     2452000 | PA      | $1516774.26    | 0.02%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3908000 | PA      | $4060464.88    | 0.05%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     1558000 | PA      | $1290333.15    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749862                          | CUSIP: 3620C6B79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39416 | PA      | $38070.65      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460872                          | CUSIP: 36208T6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4361 | PA      | $4458.67       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      431000 | PA      | $458183.79     | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473188                          | CUSIP: 36209JUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1837 | PA      | $1869.09       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603068                          | CUSIP: 36200J6D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11734 | PA      | $11867.82      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581081                          | CUSIP: 36201ERA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2674 | PA      | $2764.76       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675065                          | CUSIP: 36295M6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34191 | PA      | $35892.15      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614546                          | CUSIP: 36290QWF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28674 | PA      | $29293.74      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747936                          | CUSIP: 3620C34V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8950 | PA      | $9064.92       | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2911                          | CUSIP: 3140QNGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530720 | PA      | $481771.55     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3650                            | CUSIP: 36202EBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4037 | PA      | $4024.40       | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737707                          | CUSIP: 3620ARR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7451 | PA      | $7206.60       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741034                          | CUSIP: 3620AVHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1599 | PA      | $1548.83       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      221000 | PA      | $224222.97     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889072                          | CUSIP: 31410GW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19560 | PA      | $20842.93      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644772                          | CUSIP: 36292CJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9045 | PA      | $9155.05       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706864                          | CUSIP: 36297BJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      202758 | PA      | $196008.93     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562432                          | CUSIP: 36213RY50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8778 | PA      | $8984.62       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608316                          | CUSIP: 36202SYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5847 | PA      | $5915.06       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1059182.26    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756982                          | CUSIP: 36230RXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11231 | PA      | $11126.66      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706509                          | CUSIP: 36297A3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72719 | PA      | $76485.07      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482926                          | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1346 | PA      | $1369.93       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710511                          | CUSIP: 36297FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126266 | PA      | $122404.49     | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $248690.30     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592222                          | CUSIP: 36201S4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24203 | PA      | $24735.85      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651132                          | CUSIP: 36292KLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6131 | PA      | $6371.84       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637915                          | CUSIP: 36291TVG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2767 | PA      | $2876.41       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607182                          | CUSIP: 36201YRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19925 | PA      | $20373.15      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487825                          | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91802 | PA      | $91015.84      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721330                          | CUSIP: 3620A7LK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65102 | PA      | $64515.87      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733317                          | CUSIP: 3620ALVJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9490 | PA      | $9402.33       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1080                          | CUSIP: 36181GFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5485 | PA      | $4972.90       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-4                                                    | BSARM 2006-4 2A1                   | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171486 | PA      | $148341.02     | 0.00%             | 2036-10-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644021                          | CUSIP: 36292BPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9746 | PA      | $9996.12       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL               | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9280000 | PA      | $7823699.81    | 0.10%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782055                          | CUSIP: 36241KH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1278 | PA      | $1309.69       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613882                          | CUSIP: 36290N6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6195 | PA      | $6339.62       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605426                          | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14271 | PA      | $14437.09      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601315                          | CUSIP: 36200HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5961 | PA      | $6088.00       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471653                          | CUSIP: 36209G5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2319 | PA      | $2357.58       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608503                          | CUSIP: 36202TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2171 | PA      | $2283.28       | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1507147.67    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740926                          | CUSIP: 3620AVD74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4679 | PA      | $4629.69       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622590                          | CUSIP: 36291AUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1171 | PA      | $1212.89       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652560                          | CUSIP: 36292L5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15526 | PA      | $16115.24      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562476                          | CUSIP: 36213R2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12698 | PA      | $12988.72      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607370                          | CUSIP: 36201YW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10481 | PA      | $10724.80      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607396                          | CUSIP: 36201YXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6002 | PA      | $6129.74       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622372                          | CUSIP: 36291AMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18068 | PA      | $18466.37      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733086                          | CUSIP: 3620ALNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47309 | PA      | $46852.39      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493361                          | CUSIP: 36210JB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7226 | PA      | $7352.04       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                         | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1332000 | PA      | $1371683.24    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-178.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622543                          | CUSIP: 36291AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5582 | PA      | $5646.74       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692446                          | CUSIP: 36296JHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34768 | PA      | $34461.19      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635425                          | CUSIP: 36291Q4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1112 | PA      | $1156.08       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0734                          | CUSIP: 36177WY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9077 | PA      | $8303.70       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603556                          | CUSIP: 36200KQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9331 | PA      | $9528.59       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709047                          | CUSIP: 36297DWG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28219 | PA      | $27275.04      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575023                          | CUSIP: 36200WYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1569 | PA      | $1621.24       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657533                          | CUSIP: 36294RPS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3988 | PA      | $4188.68       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708590                          | CUSIP: 36297DF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1154 | PA      | $1145.09       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646786                          | CUSIP: 36292ERF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28353 | PA      | $29074.69      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6407                          | CUSIP: 36178EDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      373679 | PA      | $338371.13     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460780                          | CUSIP: 36208T2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1278 | PA      | $1292.95       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485524                          | CUSIP: 36209YLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6010 | PA      | $6208.48       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782918                          | CUSIP: 36241LG34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13587 | PA      | $13763.21      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497624                          | CUSIP: 36210NYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1178 | PA      | $1197.15       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523001                          | CUSIP: 36211UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1805 | PA      | $1862.32       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615490                          | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48429 | PA      | $48235.24      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604182                          | CUSIP: 36200MFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8730 | PA      | $8918.67       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483292                          | CUSIP: 36209V2Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1579 | PA      | $1597.79       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595598                          | CUSIP: 36200AUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4020 | PA      | $4153.09       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1517237.77    | 0.02%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619612                          | CUSIP: 36290WKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28801 | PA      | $29115.45      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV6097                          | CUSIP: 36195GX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108809 | PA      | $99686.41      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3136000 | PA      | $3155873.78    | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    28426000 | PA      | $28952130.94   | 0.37%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     1985000 | PA      | $1463226.27    | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742996                          | CUSIP: 3620AXNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118792 | PA      | $114699.00     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723235                          | CUSIP: 3620A9PU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6086 | PA      | $6032.30       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741215                          | CUSIP: 3620AVN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35878 | PA      | $35541.00      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548496                          | CUSIP: 36213AKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1580 | PA      | $1622.92       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602683                          | CUSIP: 36200JRC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13091 | PA      | $13376.28      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592603                          | CUSIP: 36201TKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1270 | PA      | $1298.42       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL1884                          | CUSIP: 36183XCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14285 | PA      | $12831.43      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567883                          | CUSIP: 36213X2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14308 | PA      | $14717.54      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM5827                          | CUSIP: 36184VPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151403 | PA      | $143385.71     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0834                          | CUSIP: 36180B4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104025 | PA      | $92010.02      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3775                          | CUSIP: 3131X7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2350 | PA      | $2321.42       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642004                          | CUSIP: 36291YGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1146 | PA      | $1190.40       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782156                          | CUSIP: 36241KMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5737 | PA      | $5827.37       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553965                          | CUSIP: 36213GMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12263 | PA      | $12663.07      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     9657000 | PA      | $7524402.58    | 0.10%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610366                          | CUSIP: 36202VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4944 | PA      | $5043.00       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612032                          | CUSIP: 36202W4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2916 | PA      | $2939.26       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602635                          | CUSIP: 36200JPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8865 | PA      | $9179.02       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2589                            | CUSIP: 36202C2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8348 | PA      | $8446.61       | 0.00%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1732                          | CUSIP: 36179A4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84404 | PA      | $76989.04      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682444                          | CUSIP: 36295WER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68804 | PA      | $68161.94      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634417                          | CUSIP: 36291PYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6565 | PA      | $6718.59       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628072                          | CUSIP: 36291GW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7124 | PA      | $7202.23       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                           | FORDR 2020-2 B                     | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      309000 | PA      | $304253.02     | 0.00%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557702                          | CUSIP: 36213LRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1612 | PA      | $1660.65       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7112                          | CUSIP: 36181A3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117973 | PA      | $106783.45     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468155                          | CUSIP: 36209DBY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8174 | PA      | $8356.09       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599946                          | CUSIP: 36200FP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5879 | PA      | $6007.08       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781210                          | CUSIP: 36225BKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4461 | PA      | $4560.70       | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD5823                          | CUSIP: 3133B3PG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      382397 | PA      | $347725.53     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0383                          | CUSIP: 36177WM80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62118 | PA      | $58768.59      | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605373                          | CUSIP: 36200NQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3644 | PA      | $3725.48       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779220                          | CUSIP: 36176XPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7324 | PA      | $6683.58       | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486621                          | CUSIP: 36210ASJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2023 | PA      | $2067.68       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633742                          | CUSIP: 36291PBK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17735 | PA      | $18168.65      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473882                          | CUSIP: 36209KM70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1015 | PA      | $1038.08       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592613                          | CUSIP: 36201TK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6038 | PA      | $6160.95       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763825                          | CUSIP: 36176ELE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3058 | PA      | $3097.22       | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610380                          | CUSIP: 36202VCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12128 | PA      | $12378.17      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529966                          | CUSIP: 36212CW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12934 | PA      | $13379.88      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ3926                          | CUSIP: 36182YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6562 | PA      | $5876.97       | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550726                          | CUSIP: 36213CYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7375 | PA      | $7329.34       | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611222                          | CUSIP: 36202WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10334 | PA      | $10578.76      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769784                          | CUSIP: 36176L6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4156 | PA      | $4016.55       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634233                          | CUSIP: 36291PSW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12358 | PA      | $12666.48      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0702                          | CUSIP: 36181FX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5035 | PA      | $4538.19       | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54476                          | CUSIP: 3132XW6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11744 | PA      | $10773.31      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B A2                    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288340 | PA      | $290425.40     | 0.00%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486970                          | CUSIP: 36210A6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2290 | PA      | $2321.06       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      733000 | PA      | $724128.95     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668653                          | CUSIP: 36295EZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24447 | PA      | $25730.11      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636295                          | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4807 | PA      | $4864.70       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782429                          | CUSIP: 36241KVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16627 | PA      | $16840.78      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726247                          | CUSIP: 3620ACZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74116 | PA      | $69363.03      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457924                          | CUSIP: 36208QVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1280 | PA      | $1300.35       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757596                          | CUSIP: 36230SNM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47817 | PA      | $46241.50      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425318                          | CUSIP: 36206YPB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1570 | PA      | $1605.25       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08625                          | CUSIP: 3128MJVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      313403 | PA      | $307574.20     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623765                          | CUSIP: 36291B6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57367 | PA      | $58619.18      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7336000 | PA      | $7454806.47    | 0.09%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582202                          | CUSIP: 36201FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5706 | PA      | $5844.73       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635268                          | CUSIP: 36291QW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10680 | PA      | $10941.29      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3001797.77    | 0.04%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764410                          | CUSIP: 36176FAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8209 | PA      | $8315.55       | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640212                          | CUSIP: 36291WGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2745 | PA      | $2815.02       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740925                          | CUSIP: 3620AVD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6863 | PA      | $6650.41       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700741                          | CUSIP: 36296TP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8200 | PA      | $8638.17       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645799                          | CUSIP: 36292DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5096 | PA      | $5161.51       | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734097                          | CUSIP: 3620AMRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53436 | PA      | $52985.98      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743015                          | CUSIP: 3620AXN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      148811 | PA      | $143708.29     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615890                          | CUSIP: 36290SF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52315 | PA      | $52903.39      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      591000 | PA      | $539077.34     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3555                            | CUSIP: 36202D5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86304 | PA      | $87515.61      | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493469                          | CUSIP: 36210JFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1451 | PA      | $1483.57       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630943                          | CUSIP: 36291K5C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2860 | PA      | $2926.77       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763501                          | CUSIP: 36176EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14203 | PA      | $14063.32      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.090000 22-APR-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    21020000 | NC      | $-92629.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733734                          | CUSIP: 3620AMEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3006 | PA      | $2913.72       | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54982                          | CUSIP: 3132XXRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13320 | PA      | $12219.12      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723283                          | CUSIP: 3620A9RC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24235 | PA      | $24007.89      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53748930 | PA      | $54402377.05   | 0.69%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1010                          | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25799 | PA      | $22901.74      | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736158                          | CUSIP: 3620APZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6238 | PA      | $6174.01       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585108                          | CUSIP: 36201KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3526 | PA      | $3599.25       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704262                          | CUSIP: 36296XMK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12507 | PA      | $12669.38      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3984                            | CUSIP: 36202EM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1873 | PA      | $1903.08       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483850                          | CUSIP: 36209WQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4330 | PA      | $4386.24       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BA9298                          | CUSIP: 3617ANKK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      230820 | PA      | $211467.54     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745062                          | CUSIP: 3620C0WX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155042 | PA      | $153735.46     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583037                          | CUSIP: 36201GV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6678 | PA      | $6808.57       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443689                          | CUSIP: 36207V2W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2918 | PA      | $2951.74       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616483                          | CUSIP: 36290S2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6313 | PA      | $6372.45       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A B                     | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $258542.59     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550762                          | CUSIP: 36213CZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9560 | PA      | $9507.33       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587465                          | CUSIP: 36201MTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3763 | PA      | $3878.62       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599862                          | CUSIP: 36200FMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4369 | PA      | $4462.16       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605147                          | CUSIP: 36200NHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5691 | PA      | $5823.09       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783276                          | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      586039 | PA      | $580609.53     | 0.01%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712738                          | CUSIP: 36297HZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5388 | PA      | $5344.10       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG0440                          | CUSIP: 36181TPZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3479 | PA      | $3160.74       | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                                              | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1214958 | PA      | $1226403.30    | 0.02%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742405                          | CUSIP: 3620AWYA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6582 | PA      | $6667.42       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC3797                          | CUSIP: 3617B7GE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35916 | PA      | $32916.33      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1729000 | PA      | $1445232.29    | 0.02%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485119                          | CUSIP: 36209X4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1266 | PA      | $1288.61       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      973000 | PA      | $992418.99     | 0.01%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563255                          | CUSIP: 36213SWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2074 | PA      | $2146.01       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657285                          | CUSIP: 36294RF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10507 | PA      | $11039.68      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2713000 | PA      | $2595456.53    | 0.03%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      155000 | PA      | $157513.71     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485602                          | CUSIP: 36209YNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2270 | PA      | $2342.86       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1110471.35    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8624                          | CUSIP: 36178GSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31024 | PA      | $28927.26      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: KRW 2.382000 18-JUN-2030 KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 46000000000 | NC      | $219650.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566518                          | CUSIP: 36213WK70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2315 | PA      | $2304.55       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572205                          | CUSIP: 36200TU63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13122 | PA      | $13273.61      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      357000 | PA      | $359375.55     | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610256                          | CUSIP: 36202U5R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2244 | PA      | $2257.69       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736761                          | CUSIP: 3620AQQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38238 | PA      | $34778.18      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484554                          | CUSIP: 36209XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         991 | PA      | $1012.67       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572181                          | CUSIP: 36200TUE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8218 | PA      | $8308.35       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781039                          | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3483 | PA      | $3561.04       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782989                          | CUSIP: 36241LKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42266 | PA      | $41880.26      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6446                          | CUSIP: 36181AET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17986 | PA      | $16770.19      | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783081                          | CUSIP: 36241LM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49417 | PA      | $47905.80      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605430                          | CUSIP: 36200NST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158491 | PA      | $160327.70     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626700                          | CUSIP: 36291FGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1982 | PA      | $2028.79       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5580000 | PA      | $5391730.47    | 0.07%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3272000 | PA      | $3391712.32    | 0.04%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756948                          | CUSIP: 36230RWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65368 | PA      | $64733.60      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 D                     | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1346000 | PA      | $1339985.00    | 0.02%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599643                          | CUSIP: 36200FEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3680 | PA      | $3753.29       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493535                          | CUSIP: 36210JHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1973 | PA      | $2036.70       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565117                          | CUSIP: 36213UYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20393 | PA      | $20842.04      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603995                          | CUSIP: 36200K7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9084 | PA      | $9180.12       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574174                          | CUSIP: 36200V2F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6532 | PA      | $6729.80       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550722                          | CUSIP: 36213CYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2617 | PA      | $2680.88       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604586                          | CUSIP: 36200MUK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11235 | PA      | $11356.49      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615554                          | CUSIP: 36290RZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1896 | PA      | $1931.48       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799085                          | CUSIP: 36177UCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54556 | PA      | $52777.27      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1462000 | PA      | $1505617.44    | 0.02%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620627                          | CUSIP: 36290XPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21363 | PA      | $21855.09      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645349                          | CUSIP: 36292C5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12095 | PA      | $12730.29      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746305                          | CUSIP: 3620C2DJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27453 | PA      | $27153.40      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637270                          | CUSIP: 36291S6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1572 | PA      | $1604.84       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6408                          | CUSIP: 36178EDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14625 | PA      | $13259.02      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485929                          | CUSIP: 36209YY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1168 | PA      | $1207.88       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403390                          | CUSIP: 36205XC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2947 | PA      | $3006.83       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603132                          | CUSIP: 36200KA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4723 | PA      | $4875.23       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570504                          | CUSIP: 36200RX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3120 | PA      | $3210.95       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737809                          | CUSIP: 3620ARVA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15603 | PA      | $15111.87      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF1236                          | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      492114 | PA      | $462512.42     | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644939                          | CUSIP: 36292CPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2694 | PA      | $2798.42       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708645                          | CUSIP: 36297DHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32293 | PA      | $31993.56      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770473                          | CUSIP: 36176MXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4677 | PA      | $4517.95       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG1543                          | CUSIP: 36181UWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2919 | PA      | $2628.53       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501535                          | CUSIP: 36210TEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1009 | PA      | $1031.39       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7514                          | CUSIP: 3140XPK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13750000 | PA      | $12543580.58   | 0.16%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2769223.65    | 0.03%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                           | HARLEY-DAVIDSON                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     2836000 | PA      | $2716933.93    | 0.03%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610943                          | CUSIP: 36202VWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15454 | PA      | $15823.14      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597588                          | CUSIP: 36200C2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1358 | PA      | $1375.22       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507748                          | CUSIP: 36211BBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2012 | PA      | $2045.02       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574534                          | CUSIP: 36200WHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4345 | PA      | $4396.37       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734153                          | CUSIP: 3620AMTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      208737 | PA      | $201967.20     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626119                          | CUSIP: 36291ESG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4896 | PA      | $5009.89       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592354                          | CUSIP: 36201TBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2485 | PA      | $2505.18       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555051                          | CUSIP: 36213HTG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8121 | PA      | $8307.73       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497550                          | CUSIP: 36210NWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1551 | PA      | $1578.13       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602657                          | CUSIP: 36200JQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24559 | PA      | $25105.23      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2347                          | CUSIP: 36180UTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82227 | PA      | $76689.79      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11930114 | PA      | $10013845.03   | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498283                          | CUSIP: 36210PRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3004 | PA      | $3048.68       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724681                          | CUSIP: 3620ABCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31123 | PA      | $32007.92      | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764492                          | CUSIP: 36176FC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15018 | PA      | $15212.41      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673315                          | CUSIP: 36295LAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20805 | PA      | $18650.63      | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    13519000 | PA      | $13707796.08   | 0.17%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739144                          | CUSIP: 3620ATER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40162 | PA      | $39790.06      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621788                          | CUSIP: 36290YXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2050 | PA      | $2097.19       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705117                          | CUSIP: 36296YK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10448 | PA      | $10581.74      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548302                          | CUSIP: 36213ADF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1434 | PA      | $1450.51       | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 725707                          | CUSIP: 3620ACGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31881 | PA      | $31585.45      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626015                          | CUSIP: 36291EN80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17149 | PA      | $17550.62      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670654                          | CUSIP: 36295HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14718 | PA      | $15389.04      | 0.00%             | 2039-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6130                          | CUSIP: 36178DY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126569 | PA      | $114564.96     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27927000 | PA      | $23844857.91   | 0.30%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471590                          | CUSIP: 36209G2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1661 | PA      | $1686.72       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490149                          | CUSIP: 36210EQA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3717 | PA      | $3783.73       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747948                          | CUSIP: 3620C35H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114917 | PA      | $111249.09     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611559                          | CUSIP: 36202WMG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16589 | PA      | $16959.77      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776802                          | CUSIP: 36176UX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24390 | PA      | $22813.42      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705963                          | CUSIP: 36297AJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41816 | PA      | $43999.88      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636774                          | CUSIP: 36291SMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4544 | PA      | $4630.55       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611005                          | CUSIP: 36202VYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16986 | PA      | $17186.29      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425346                          | CUSIP: 36206YP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5295 | PA      | $5390.76       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2788000 | PA      | $2707010.27    | 0.03%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG2325                          | CUSIP: 36181VSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38430 | PA      | $37736.29      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769623                          | CUSIP: 36176LYU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      159461 | PA      | $149397.08     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503503                          | CUSIP: 36210VKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5764 | PA      | $5892.71       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1155                          | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42307 | PA      | $37478.80      | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600457                          | CUSIP: 36200GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1821 | PA      | $1839.07       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666344                          | CUSIP: 36295CHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14334 | PA      | $13005.73      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 411002                          | CUSIP: 36206GRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1566 | PA      | $1553.80       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770597                          | CUSIP: 36176M3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1132 | PA      | $1094.79       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3883                          | CUSIP: 3142GUJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14981968 | PA      | $15302582.47   | 0.19%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1153566.50    | 0.01%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736568                          | CUSIP: 3620AQJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8122 | PA      | $8046.71       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545072                          | CUSIP: 36212VQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1115 | PA      | $1143.81       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759416                          | CUSIP: 36230UN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30482 | PA      | $29467.79      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      133000 | PA      | $125420.29     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646904                          | CUSIP: 36292EU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2525 | PA      | $2589.02       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796107                          | CUSIP: 36177QYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155420 | PA      | $145731.25     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616016                          | CUSIP: 36290SK59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12653 | PA      | $12792.09      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-94.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466125                          | CUSIP: 36209AYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2560 | PA      | $2600.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733524                          | CUSIP: 3620AL4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61170 | PA      | $59280.65      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678552                          | CUSIP: 36295RZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3864 | PA      | $3914.76       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521330                          | CUSIP: 36211SEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5115 | PA      | $5176.33       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604505                          | CUSIP: 36200MR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1400 | PA      | $1394.25       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649514                          | CUSIP: 36292HSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16077 | PA      | $16440.93      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9611                          | CUSIP: 36179KVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      143816 | PA      | $130750.30     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638191                          | CUSIP: 36291T7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2457 | PA      | $2516.38       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48661002 | PA      | $38919337.19   | 0.49%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627730                          | CUSIP: 36291GLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1879 | PA      | $1976.45       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25318.17      | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.730000 21-APR-2033 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     6600000 | NC      | $-84876.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615692                          | CUSIP: 36290R7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25038 | PA      | $25275.76      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      157000 | PA      | $144953.64     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621758                          | CUSIP: 36290YWT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2487 | PA      | $2542.23       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK4648                          | CUSIP: 36183NEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      258020 | PA      | $231306.94     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8111                          | CUSIP: 36178GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6562 | PA      | $6120.52       | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5932                          | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3679876 | PA      | $3578156.99    | 0.05%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573044                          | CUSIP: 36200US97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10273 | PA      | $9889.56       | 0.00%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597983                          | CUSIP: 36200DJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2150 | PA      | $2175.73       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2890                          | CUSIP: 36178NF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52241 | PA      | $47611.64      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620123                          | CUSIP: 36290W4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17986 | PA      | $18437.01      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736548                          | CUSIP: 3620AQHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62577 | PA      | $62041.61      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605232                          | CUSIP: 36200NLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8699 | PA      | $8897.19       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711645                          | CUSIP: 36297GTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85738 | PA      | $80131.69      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690656                          | CUSIP: 36296GH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95325 | PA      | $92056.55      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577879                          | CUSIP: 36201A6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1886 | PA      | $1942.77       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572190                          | CUSIP: 36200TUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9924 | PA      | $10080.20      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717168                          | CUSIP: 3620A2W51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10305 | PA      | $10216.15      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691714                          | CUSIP: 36296HN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92454 | PA      | $89284.01      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793219                          | CUSIP: 36177MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5245 | PA      | $4905.60       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642606                          | CUSIP: 36291Y3P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10536 | PA      | $10805.20      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC5503                          | CUSIP: 3617B9DG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69529 | PA      | $63699.72      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461073                          | CUSIP: 36208UFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2389 | PA      | $2416.50       | 0.00%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487430                          | CUSIP: 36210BPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3152 | PA      | $3210.30       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627873                          | CUSIP: 36291GQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14692 | PA      | $15069.62      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748527                          | CUSIP: 3620C4SQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4524 | PA      | $4482.46       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410986                          | CUSIP: 36206GRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5793 | PA      | $5743.05       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594541                          | CUSIP: 36201VP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4450 | PA      | $4554.19       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A B                    | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $826600.59     | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628101                          | CUSIP: 36291GX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35641 | PA      | $36461.95      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627124                          | CUSIP: 36291FVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1236 | PA      | $1263.37       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746876                          | CUSIP: 3620C2XD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12247 | PA      | $12116.72      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530758                          | CUSIP: 36212DTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2199 | PA      | $2224.45       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8698                          | CUSIP: 36179JUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71952 | PA      | $63798.68      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752904                          | CUSIP: 36230MGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10418 | PA      | $10340.58      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490103                          | CUSIP: 36210ENU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2676 | PA      | $2709.67       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626766                          | CUSIP: 36291FJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35902 | PA      | $36692.76      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 D                     | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430000 | PA      | $431550.28     | 0.01%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570575                          | CUSIP: 36200R2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5717 | PA      | $5816.77       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643363                          | CUSIP: 36292AWY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1687 | PA      | $1708.15       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578255                          | CUSIP: 36201BMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1109 | PA      | $1132.94       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498194                          | CUSIP: 36210PNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2531 | PA      | $2591.97       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0710                          | CUSIP: 36181FYF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19620 | PA      | $18266.36      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                         | PMTLT 2025-INV4 A9                 | CUSIP: 73015DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $25049690.00   | 0.32%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605834                          | CUSIP: 36201XBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10341 | PA      | $10524.87      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606847                          | CUSIP: 36201YEU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8073 | PA      | $8161.06       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751876                          | CUSIP: 36230LCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73529 | PA      | $71280.44      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6676                          | CUSIP: 3140QSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19222337 | PA      | $19687757.93   | 0.25%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763488                          | CUSIP: 36176D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42396 | PA      | $40935.49      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366985                          | CUSIP: 36204DUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      484856 | PA      | $479750.78     | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782518                          | CUSIP: 36241KYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1981 | PA      | $2006.30       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495392                          | CUSIP: 36210LKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5235 | PA      | $5351.81       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740864                          | CUSIP: 3620AVB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1828 | PA      | $1810.94       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-206.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733482                          | CUSIP: 3620AL2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67507 | PA      | $66852.14      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625299                          | CUSIP: 36291DUY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4832 | PA      | $5008.31       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584143                          | CUSIP: 36201H5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12339 | PA      | $12595.66      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650343                          | CUSIP: 36292JP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5736 | PA      | $5807.62       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981730                          | CUSIP: 31415BEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26275 | PA      | $28150.19      | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477199                          | CUSIP: 36209PDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3886 | PA      | $3972.63       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1739                          | CUSIP: 36179A4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      190241 | PA      | $172678.32     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598218                          | CUSIP: 36200DSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10763 | PA      | $10989.00      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641549                          | CUSIP: 36291XWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1549 | PA      | $1586.97       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471960                          | CUSIP: 36209HJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1145 | PA      | $1171.00       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4868000 | PA      | $4877681.62    | 0.06%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737460                          | CUSIP: 3620ARJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1341015 | PA      | $1328931.87    | 0.02%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                          | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21847717 | PA      | $19397954.37   | 0.25%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733871                          | CUSIP: 3620AMJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48081 | PA      | $47629.26      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540345                          | CUSIP: 36212QHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2443 | PA      | $2523.55       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597589                          | CUSIP: 36200C2W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3909 | PA      | $4008.35       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 725105                          | CUSIP: 3620ABR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15138 | PA      | $14695.24      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781846                          | CUSIP: 36241KBP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6944 | PA      | $7183.77       | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763585                          | CUSIP: 36176ECW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21461 | PA      | $20721.51      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739956                          | CUSIP: 3620AUBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33703 | PA      | $32603.69      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604549                          | CUSIP: 36200MTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17411 | PA      | $17602.68      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661536                          | CUSIP: 36294V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13684 | PA      | $14322.46      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663301                          | CUSIP: 36294X3J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6906 | PA      | $7264.97       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29234.66      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701738                          | CUSIP: 36296US35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34695 | PA      | $35143.15      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2862                          | CUSIP: 36179CFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89922 | PA      | $84042.59      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567917                          | CUSIP: 36213X4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1147 | PA      | $1181.74       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-699.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714472                          | CUSIP: 36297KW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18136 | PA      | $17988.93      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5                  | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303581 | PA      | $297685.00     | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      624000 | PA      | $632156.80     | 0.01%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06202                          | CUSIP: 3128M8GK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6619 | PA      | $6594.28       | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756987                          | CUSIP: 36230RXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      266006 | PA      | $257287.70     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636759                          | CUSIP: 36291SMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6090 | PA      | $6244.63       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3158                          | CUSIP: 36180EQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9604 | PA      | $8637.47       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491889                          | CUSIP: 36210GNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1837 | PA      | $1858.79       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638116                          | CUSIP: 36291T3Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5078 | PA      | $5201.46       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705317                          | CUSIP: 36296YSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45518 | PA      | $45098.94      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610992                          | CUSIP: 36202VXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6132 | PA      | $6274.46       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     4336000 | PA      | $4248670.02    | 0.05%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A B                    | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $199231.87     | 0.00%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545177                          | CUSIP: 36212VUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8482 | PA      | $8751.78       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486634                          | CUSIP: 36210ASX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9184 | PA      | $9313.45       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623469                          | CUSIP: 36291BT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6846 | PA      | $7004.34       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481513                          | CUSIP: 36209T3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2271 | PA      | $2321.39       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85452                          | CUSIP: 312932BV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6453 | PA      | $6407.07       | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613820                          | CUSIP: 36290N4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3456 | PA      | $3494.03       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4228000 | PA      | $4090868.59    | 0.05%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587787                          | CUSIP: 36201M6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5980 | PA      | $6108.66       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607770                          | CUSIP: 36202SFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1421 | PA      | $1438.99       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604804                          | CUSIP: 36200M3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3253 | PA      | $3321.10       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A C                      | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288000 | PA      | $291123.73     | 0.00%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10772.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652595                          | CUSIP: 36292L7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4615 | PA      | $4799.14       | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558917                          | CUSIP: 36213M4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1531 | PA      | $1584.22       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490096                          | CUSIP: 36210ENM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3692 | PA      | $3748.92       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616864                          | CUSIP: 36290TJH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16538 | PA      | $16954.43      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462642                          | CUSIP: 36208V5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1002 | PA      | $1024.25       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     2754000 | PA      | $3502456.48    | 0.04%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727827                          | CUSIP: 3620AESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22211 | PA      | $21953.28      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2685                          | CUSIP: 36180U6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      195346 | PA      | $182143.55     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-AR8                                           | CMLTI 2007-AR8 2A1A                | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7748 | PA      | $6746.87       | 0.00%             | 2037-07-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499205                          | CUSIP: 36210QR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1144 | PA      | $1163.56       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638329                          | CUSIP: 36291UEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3273 | PA      | $3308.69       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      169000 | PA      | $170134.44     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620233                          | CUSIP: 36290XBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2519 | PA      | $2571.47       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777171                          | CUSIP: 36176VFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7278 | PA      | $6820.78       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608176                          | CUSIP: 36202ST99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41449 | PA      | $42286.46      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615633                          | CUSIP: 36290R4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3473 | PA      | $3550.28       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 795434                          | CUSIP: 36177QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20188 | PA      | $18195.63      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711616                          | CUSIP: 36297GSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42338 | PA      | $39633.49      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480111                          | CUSIP: 36209SKY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1177 | PA      | $1203.40       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL                | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5395000 | PA      | $5480817.19    | 0.07%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741682                          | CUSIP: 3620AV6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3543 | PA      | $3418.54       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736950                          | CUSIP: 3620AQWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10243 | PA      | $9903.57       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622621                          | CUSIP: 36291AVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7596 | PA      | $7838.28       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498286                          | CUSIP: 36210PRF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1302 | PA      | $1331.44       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 409568                          | CUSIP: 36206E6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3682 | PA      | $3730.44       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738101                          | CUSIP: 3620ASAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63669 | PA      | $61593.05      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0732                          | CUSIP: 3140W0Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9836706 | PA      | $9278614.96    | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462086                          | CUSIP: 36208VJ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1745 | PA      | $1784.26       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1134855.42    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     6701000 | PA      | $6791379.23    | 0.09%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                  | AKELIUS RESIDENT                   | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |     1369000 | PA      | $1808440.01    | 0.02%             | 2025-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 515957                          | CUSIP: 36211LE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4099 | PA      | $3972.33       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783060                          | CUSIP: 36241LMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5561 | PA      | $5384.99       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600771                          | CUSIP: 36200GMU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46275 | PA      | $47335.32      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733469                          | CUSIP: 3620AL2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52025 | PA      | $50320.20      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738238                          | CUSIP: 3620ASEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      175016 | PA      | $169430.02     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618213                          | CUSIP: 36290UYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10566 | PA      | $10965.18      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661505                          | CUSIP: 36294V3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27703 | PA      | $29010.78      | 0.00%             | 2036-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630039                          | CUSIP: 36291J4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4617 | PA      | $4716.11       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592717                          | CUSIP: 36201TPA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11305 | PA      | $11542.34      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93511                          | CUSIP: 3129413U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11759 | PA      | $11935.22      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591849                          | CUSIP: 36201SQA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15739 | PA      | $16063.85      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9762                          | CUSIP: 3133B7Z35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57807 | PA      | $52295.13      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496126                          | CUSIP: 36210MD73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2328 | PA      | $2362.93       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580434                          | CUSIP: 36201DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10033 | PA      | $10284.83      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                   | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1061641.98    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129310.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575346                          | CUSIP: 36200XET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1586 | PA      | $1604.58       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 547724                          | CUSIP: 36212YPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2598 | PA      | $2681.53       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4935.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635373                          | CUSIP: 36291Q2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9281 | PA      | $9505.14       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579480                          | CUSIP: 36201CXH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3221 | PA      | $3318.70       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663813                          | CUSIP: 36294YN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5921 | PA      | $6219.50       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                   | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2934175.07    | 0.04%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648756                          | CUSIP: 36292GWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9430 | PA      | $9805.28       | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     6733000 | PA      | $6806773.83    | 0.09%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1461880.67    | 0.02%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     9776000 | PA      | $10078878.63   | 0.13%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6611                          | CUSIP: 36181AKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24392 | PA      | $22060.76      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619601                          | CUSIP: 36290WKN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80068 | PA      | $81902.46      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783605                          | CUSIP: 3622A2AE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5178 | PA      | $5124.46       | 0.00%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8848                          | CUSIP: 36183EZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      129060 | PA      | $116320.48     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704704                          | CUSIP: 36296X3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2878 | PA      | $2914.90       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794603                          | CUSIP: 36177PDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10319 | PA      | $9678.25       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                          | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13650 | PA      | $13852.79      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2854                          | CUSIP: 31329LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6780 | PA      | $6680.23       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 504322                          | CUSIP: 36210WG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2569 | PA      | $2620.47       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580431                          | CUSIP: 36201DY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4680 | PA      | $4796.86       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766310                          | CUSIP: 36176HDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9414 | PA      | $9352.56       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558573                          | CUSIP: 36213MQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24881 | PA      | $25477.96      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592852                          | CUSIP: 36201TTH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8019 | PA      | $8121.54       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1130589.93    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                      | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     5832000 | PA      | $4495170.37    | 0.06%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477198                          | CUSIP: 36209PDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2999 | PA      | $3039.43       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633777                          | CUSIP: 36291PCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3759 | PA      | $3852.34       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | FREEPORT INDONES                   | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     1154000 | PA      | $1150164.82    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620150                          | CUSIP: 36290W5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11404 | PA      | $11687.19      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711072                          | CUSIP: 36297F6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28507 | PA      | $28248.79      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659642                          | CUSIP: 36294TZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7594 | PA      | $7914.87       | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2332                          | CUSIP: 36180DSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      253863 | PA      | $237840.45     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     2133000 | PA      | $1490472.24    | 0.02%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4081                          | CUSIP: 3138ELRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6524 | PA      | $6410.45       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634920                          | CUSIP: 36291QK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7150 | PA      | $7349.83       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620139                          | CUSIP: 36290W4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8358 | PA      | $8569.80       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                          | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10776 | PA      | $10935.32      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN6655                          | CUSIP: 36186PMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52479 | PA      | $47045.92      | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468157                          | CUSIP: 36209DB29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2536 | PA      | $2592.75       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889495                          | CUSIP: 31410KGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1721 | PA      | $1829.20       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499243                          | CUSIP: 36210QS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1240 | PA      | $1267.58       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2913                          | CUSIP: 36179CGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      218873 | PA      | $205514.55     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4                  | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42206 | PA      | $40969.67      | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG5656                          | CUSIP: 36182AH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27990 | PA      | $26012.77      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781496                          | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8785 | PA      | $9061.65       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643377                          | CUSIP: 36292AXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7265 | PA      | $7448.37       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634589                          | CUSIP: 36291P7A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1299 | PA      | $1320.21       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585073                          | CUSIP: 36201J6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1326 | PA      | $1367.31       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $1624458.66    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      815000 | PA      | $812448.66     | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612946                          | CUSIP: 36202X5F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13759 | PA      | $14059.37      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5704                          | CUSIP: 36184CKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       78309 | PA      | $70286.85      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618839                          | CUSIP: 36290VPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7895 | PA      | $7985.00       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757459                          | CUSIP: 36230SJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37504 | PA      | $35098.82      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616475                          | CUSIP: 36290S2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10890 | PA      | $11015.23      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1713                          | CUSIP: 36179A3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141015 | PA      | $128679.16     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683063                          | CUSIP: 36295WZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35412 | PA      | $37321.97      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783379                          | CUSIP: 36241LXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4657904 | PA      | $4502082.34    | 0.06%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699866                          | CUSIP: 36296SQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128514 | PA      | $127298.86     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572248                          | CUSIP: 36200TWH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18393 | PA      | $18821.65      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756617                          | CUSIP: 36230RK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38689 | PA      | $37482.74      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592007                          | CUSIP: 36201SU80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9273 | PA      | $9465.74       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494494                          | CUSIP: 36210KKF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1955 | PA      | $1998.72       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759149                          | CUSIP: 36230UEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      315991 | PA      | $306139.20     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614470                          | CUSIP: 36290QT39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38036 | PA      | $38463.21      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772372                          | CUSIP: 36176P2D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103939 | PA      | $97168.66      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612945                          | CUSIP: 36202X5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2089 | PA      | $2136.93       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778131                          | CUSIP: 36176WHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2331 | PA      | $2255.30       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779825                          | CUSIP: 36176YD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5622 | PA      | $5573.27       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780975                          | CUSIP: 36225BCL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5692 | PA      | $5774.89       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69562 | PA      | $70811.43      | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06505                          | CUSIP: 3128M8R22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286777 | PA      | $284579.99     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619081                          | CUSIP: 36290VXJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12242 | PA      | $12708.92      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781330                          | CUSIP: 36225BPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4880 | PA      | $4970.07       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783161                          | CUSIP: 36241LQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      796303 | PA      | $771243.66     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3414                            | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      164887 | PA      | $167059.76     | 0.00%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698096                          | CUSIP: 36296QRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40216 | PA      | $39890.51      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 29336TAA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      968000 | PA      | $985594.71     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650146                          | CUSIP: 36292JHX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1251 | PA      | $1267.01       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466461                          | CUSIP: 36209BFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1686 | PA      | $1723.63       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                          | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4618859 | PA      | $4134149.00    | 0.05%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434029                          | CUSIP: 36207KEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1185 | PA      | $1203.29       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 5/25                        | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   139000000 | PA      | $140970978.30  | 1.78%             | 2025-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733671                          | CUSIP: 3620AMCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7107 | PA      | $7198.87       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489790                          | CUSIP: 36210EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2983789 | PA      | $2794705.93    | 0.04%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381000 | PA      | $383878.65     | 0.00%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL8123                          | CUSIP: 36184FAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55713 | PA      | $53406.47      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1159627.62    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750253                          | CUSIP: 3620C6QE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29350 | PA      | $28393.39      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474727                          | CUSIP: 36209LLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1238 | PA      | $1265.54       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781778                          | CUSIP: 36225B6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14158 | PA      | $14314.13      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765302                          | CUSIP: 36176GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18074 | PA      | $17883.27      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554851                          | CUSIP: 36213HL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3263 | PA      | $3369.65       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550718                          | CUSIP: 36213CYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24832 | PA      | $25137.25      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642403                          | CUSIP: 36291YU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12384 | PA      | $12704.06      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      976000 | PA      | $982984.83     | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613840                          | CUSIP: 36290N4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24957 | PA      | $25226.70      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765951                          | CUSIP: 36176GWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27594 | PA      | $27310.62      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                               | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395641 | PA      | $373282.78     | 0.00%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737428                          | CUSIP: 3620ARHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      106217 | PA      | $105219.32     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     3425119 | NS      | $342477664.51  | 4.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717368                          | CUSIP: 3620A26D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93820 | PA      | $87639.29      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616305                          | CUSIP: 36290SU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4325 | PA      | $4418.95       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                                             | PROG 2024-SFR3 A                   | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      568397 | PA      | $530352.65     | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392258.02     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603778                          | CUSIP: 36200KXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29901 | PA      | $30209.87      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1658870.83    | 0.02%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498753                          | CUSIP: 36210QBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         989 | PA      | $1012.20       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737106                          | CUSIP: 3620AQ3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18650 | PA      | $18477.49      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617572                          | CUSIP: 36290UCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3044 | PA      | $3176.26       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | HY 2025-SPRL A                     | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4790000 | PA      | $4922396.56    | 0.06%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2222                          | CUSIP: 36179BPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42095 | PA      | $38476.60      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630103                          | CUSIP: 36291KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18640 | PA      | $19091.55      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604412                          | CUSIP: 36200MN58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17682 | PA      | $17866.91      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1950764.32    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749106                          | CUSIP: 3620C5GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65446 | PA      | $64729.13      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615652                          | CUSIP: 36290R5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1157 | PA      | $1170.12       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746001                          | CUSIP: 3620C1X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43619 | PA      | $40945.49      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675179                          | CUSIP: 36295NCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27614 | PA      | $27969.92      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648858                          | CUSIP: 36292GZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5372 | PA      | $5502.01       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723186                          | CUSIP: 3620A9NB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7058 | PA      | $7149.31       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481970                          | CUSIP: 36209UMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1769 | PA      | $1794.59       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                            | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24942 | PA      | $26333.67      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                   | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      959000 | PA      | $988789.96     | 0.01%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740479                          | CUSIP: 3620AUUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14053 | PA      | $14234.81      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599339                          | CUSIP: 36200EZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5756 | PA      | $5880.57       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796219                          | CUSIP: 36177Q4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12872 | PA      | $12046.57      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629876                          | CUSIP: 36291JXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6052 | PA      | $6188.79       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617483                          | CUSIP: 36290T6U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13845 | PA      | $14545.17      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633584                          | CUSIP: 36291N2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9142 | PA      | $9352.31       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636877                          | CUSIP: 36291SQ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13195 | PA      | $13713.88      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619302                          | CUSIP: 36290WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1809 | PA      | $1848.42       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666307                          | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15869 | PA      | $14134.16      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620447                          | CUSIP: 36290XHY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6450 | PA      | $6597.40       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782272                          | CUSIP: 36241KQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42424 | PA      | $43560.83      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592736                          | CUSIP: 36201TPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28515 | PA      | $29131.28      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602242                          | CUSIP: 36200JBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11162 | PA      | $11413.14      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429805                          | CUSIP: 36207ENW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48463 | PA      | $49471.69      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      234000 | PA      | $233471.77     | 0.00%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763752                          | CUSIP: 36176EH53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17368 | PA      | $16799.11      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631638                          | CUSIP: 36291LV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11130 | PA      | $11401.30      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645797                          | CUSIP: 36292DNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13980 | PA      | $14331.67      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      920000 | PA      | $823127.32     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10362900 | PA      | $10400951.22   | 0.13%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491156                          | CUSIP: 36210FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1021 | PA      | $1038.54       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO4549                          | CUSIP: 3617A5BS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91112 | PA      | $81678.90      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591884                          | CUSIP: 36201SRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5050 | PA      | $5228.25       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497110                          | CUSIP: 36210NGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6883 | PA      | $7039.12       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580840                          | CUSIP: 36201EHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17955 | PA      | $18606.48      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646931                          | CUSIP: 36292EVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29014 | PA      | $29752.16      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626995 | PA      | $580284.62     | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741597                          | CUSIP: 3620AV3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10737 | PA      | $10366.93      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3106000 | PA      | $3003675.56    | 0.04%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK8998                          | CUSIP: 36183S7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28830 | PA      | $25845.05      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733720                          | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3750 | PA      | $3712.21       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630720                          | CUSIP: 36291KVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9377 | PA      | $9544.42       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593294                          | CUSIP: 36201UC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7514 | PA      | $7679.77       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK9710                          | CUSIP: 36183TYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68208 | PA      | $65404.21      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690105                          | CUSIP: 36296FU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4134 | PA      | $4244.41       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 A                     | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1867000 | PA      | $1863636.79    | 0.02%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08573                          | CUSIP: 3128MJT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78515 | PA      | $75305.88      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606119                          | CUSIP: 36201XK80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         996 | PA      | $1016.00       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A C                    | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      533000 | PA      | $531063.98     | 0.01%             | 2032-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591796                          | CUSIP: 36201SNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18051 | PA      | $18404.45      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778655                          | CUSIP: 36176WZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44848 | PA      | $42183.02      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    10000000 | PA      | $8878326.21    | 0.11%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505760                          | CUSIP: 36210XZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1620 | PA      | $1658.48       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617495                          | CUSIP: 36290T7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1853 | PA      | $1947.84       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582998                          | CUSIP: 36201GUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1169 | PA      | $1182.79       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614102                          | CUSIP: 36290QGK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9857 | PA      | $10205.52      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3760                          | CUSIP: 3140QPFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1854102 | PA      | $1681937.60    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3929                          | CUSIP: 36178QLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86229 | PA      | $80808.81      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604568                          | CUSIP: 36200MTZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1060 | PA      | $1071.24       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737831                          | CUSIP: 3620ARVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10009 | PA      | $9667.88       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610349                          | CUSIP: 36202VBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1435 | PA      | $1468.07       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599428                          | CUSIP: 36200E4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34004 | PA      | $34370.73      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642507                          | CUSIP: 36291YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1443 | PA      | $1479.08       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0849                          | CUSIP: 36180B5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8967 | PA      | $7931.67       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619058                          | CUSIP: 36290VWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4976 | PA      | $5095.01       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458024                          | CUSIP: 36208QYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1137 | PA      | $1150.95       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD3619                          | CUSIP: 3617BKAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89665 | PA      | $82175.64      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615518                          | CUSIP: 36290RYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2371 | PA      | $2361.85       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492199                          | CUSIP: 36210GX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2401 | PA      | $2428.64       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594087                          | CUSIP: 36201U6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1503 | PA      | $1520.79       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628016                          | CUSIP: 36291GVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3805 | PA      | $3896.56       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595679                          | CUSIP: 36200AXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3900 | PA      | $3960.12       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84114.21      | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647996                          | CUSIP: 36292F3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3512 | PA      | $3554.98       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      242000 | PA      | $232533.05     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4015                            | CUSIP: 36202EN88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2342 | PA      | $2378.59       | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1947000 | PA      | $1563485.19    | 0.02%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627846                          | CUSIP: 36291GP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13134 | PA      | $13461.98      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643661                          | CUSIP: 36292BB62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5972 | PA      | $6119.42       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573910                          | CUSIP: 36200VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3383 | PA      | $3422.94       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496724                          | CUSIP: 36210MYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6422 | PA      | $6565.25       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK7330                          | CUSIP: 36183REB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110164 | PA      | $99063.11      | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4458                            | CUSIP: 36202E5T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      232370 | PA      | $226759.79     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 718516                          | CUSIP: 3620A4GZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58906 | PA      | $58409.96      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 A3                    | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1074000 | PA      | $1075765.66    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      609000 | PA      | $592435.41     | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606216                          | CUSIP: 36201XN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1998 | PA      | $2043.62       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757598                          | CUSIP: 36230SNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22363 | PA      | $21584.91      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759219                          | CUSIP: 36230UG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1638 | PA      | $1583.31       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760879                          | CUSIP: 36176BCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      211734 | PA      | $204758.08     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719571                          | CUSIP: 3620A5MU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99367 | PA      | $98516.12      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637354                          | CUSIP: 36291TBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3824 | PA      | $3839.93       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932866                          | CUSIP: 31412RMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69682 | PA      | $68961.31      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782071                          | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      216113 | PA      | $220471.56     | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553389                          | CUSIP: 36213FXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125413 | PA      | $126752.28     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | WFCM 2017-RC1 A4                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126060 | PA      | $123657.93     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500245                          | CUSIP: 36210RWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1081 | PA      | $1103.02       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637058                          | CUSIP: 36291SWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17455 | PA      | $17884.99      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608778                          | CUSIP: 36202TJX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1740 | PA      | $1780.64       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $166631.28     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 418377                          | CUSIP: 36206QXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1018 | PA      | $1041.26       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586351                          | CUSIP: 36201LL85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28579 | PA      | $29257.77      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (INDON)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -18420000 | NC      | $18303.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671529                          | CUSIP: 36295JA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15002 | PA      | $15780.77      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7027                          | CUSIP: 36181AYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24111 | PA      | $21876.27      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781147                          | CUSIP: 36225BHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1580 | PA      | $1607.47       | 0.00%             | 2030-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605441                          | CUSIP: 36200NS69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1283 | PA      | $1331.56       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616010                          | CUSIP: 36290SKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3586 | PA      | $3572.32       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2935000 | PA      | $2964689.04    | 0.04%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678567                          | CUSIP: 36295RZ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16944 | PA      | $17165.11      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756946                          | CUSIP: 36230RWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117044 | PA      | $115930.02     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1625516.91    | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605009                          | CUSIP: 36200NDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6439 | PA      | $6514.50       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461629                          | CUSIP: 36208UY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2993 | PA      | $3036.79       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B B                     | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      817000 | PA      | $832963.85     | 0.01%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent 2015-SFR2 Trust                                            | AH4R 2015-SFR2 A                   | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150652 | PA      | $149718.18     | 0.00%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592486                          | CUSIP: 36201TF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6844 | PA      | $6969.42       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1842668.29    | 0.02%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED                   | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     2246000 | PA      | $1908151.20    | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 5/25                        | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $15079687.50   | 0.19%             | 2025-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719876                          | CUSIP: 3620A5XD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29652 | PA      | $30467.42      | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498467                          | CUSIP: 36210PW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6706 | PA      | $6793.64       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595856                          | CUSIP: 36200A5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5800 | PA      | $5930.25       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47203.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608286                          | CUSIP: 36202SXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19145 | PA      | $19566.81      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 B                     | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      864000 | PA      | $862672.29     | 0.01%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781830                          | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      257065 | PA      | $260019.37     | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651739                          | CUSIP: 36292LBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4253 | PA      | $4363.04       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $1664462.61    | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781653                          | CUSIP: 36225BZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38463 | PA      | $39663.75      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616351                          | CUSIP: 36290SWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59536 | PA      | $60884.24      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6170                          | CUSIP: 3140F12C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      265595 | PA      | $227996.96     | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727837                          | CUSIP: 3620AES27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21124 | PA      | $21398.82      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4099                          | CUSIP: 36180FRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103369 | PA      | $96235.76      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2697000 | PA      | $2704029.72    | 0.03%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 444240                          | CUSIP: 36207WPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12991 | PA      | $12845.93      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                          | SMB 2017-B A2A                     | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |       87086 | PA      | $85964.97      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616477                          | CUSIP: 36290S2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17831 | PA      | $18168.45      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509931                          | CUSIP: 36211DPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6506 | PA      | $6629.47       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584095                          | CUSIP: 36201H3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10132 | PA      | $10315.14      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      730000 | PA      | $739036.53     | 0.01%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7511                          | CUSIP: 36181BKY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2667072 | PA      | $2416986.13    | 0.03%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757631                          | CUSIP: 36230SPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12629 | PA      | $12187.68      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667330                          | CUSIP: 36295DLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2747 | PA      | $2794.45       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741309                          | CUSIP: 3620AVR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6158 | PA      | $6102.43       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593920                          | CUSIP: 36201UYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1503 | PA      | $1537.06       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759207                          | CUSIP: 36230UGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54745 | PA      | $53006.33      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                         | GACI FIRST INVST                   | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     3200000 | PA      | $3214136.00    | 0.04%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663439                          | CUSIP: 36294YBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2056 | PA      | $2111.56       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                   | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1217000 | PA      | $1235448.96    | 0.02%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630692                          | CUSIP: 36291KUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34150 | PA      | $34918.65      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606888                          | CUSIP: 36201YF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2719 | PA      | $2750.01       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1907280.65    | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781636                          | CUSIP: 36225BY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103178 | PA      | $105368.41     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446762                          | CUSIP: 36208CJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1907 | PA      | $1928.97       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5710                          | CUSIP: 31417CKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20899 | PA      | $20528.91      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558789                          | CUSIP: 36213MXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14169 | PA      | $14326.75      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648526                          | CUSIP: 36292GPK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3061 | PA      | $3096.97       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714008                          | CUSIP: 36297KGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7916 | PA      | $8018.72       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487782                          | CUSIP: 36210B2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6480 | PA      | $6425.24       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782539                          | CUSIP: 36241KZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23153 | PA      | $23795.26      | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9742                          | CUSIP: 3133B7ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      383028 | PA      | $348299.55     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619148                          | CUSIP: 36290VZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7955 | PA      | $8126.61       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746333                          | CUSIP: 3620C2EE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28158 | PA      | $27852.65      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552822                          | CUSIP: 36213FD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12014 | PA      | $12266.64      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633388                          | CUSIP: 36291NUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3331 | PA      | $3418.32       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742409                          | CUSIP: 3620AWYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7784 | PA      | $7880.36       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530053                          | CUSIP: 36212CZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4256 | PA      | $4381.70       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611503                          | CUSIP: 36202WKQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9560 | PA      | $9773.41       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8332                          | CUSIP: 36180MHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15331 | PA      | $13844.33      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457941                          | CUSIP: 36208QWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3259 | PA      | $3309.73       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604575                          | CUSIP: 36200MT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9321 | PA      | $9167.49       | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602419                          | CUSIP: 36200JG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1720 | PA      | $1761.09       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 5/25                      | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -103500000 | PA      | $-103261463.55 | -1.30%            | 2025-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565676                          | CUSIP: 36213VMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9882 | PA      | $10177.80      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $803823.50     | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625563                          | CUSIP: 36291D5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1934 | PA      | $2005.47       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487025                          | CUSIP: 36210BA21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18005 | PA      | $18458.00      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    14074000 | PA      | $11973187.18   | 0.15%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749198                          | CUSIP: 3620C5KK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166554 | PA      | $161238.21     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629889                          | CUSIP: 36291JXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30237 | PA      | $30979.32      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539282                          | CUSIP: 36212PCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32850 | PA      | $30052.06      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722702                          | CUSIP: 3620A83K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      294358 | PA      | $291800.12     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703146                          | CUSIP: 36296WET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54620 | PA      | $52848.37      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595096                          | CUSIP: 36200AC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8532 | PA      | $8633.19       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625964                          | CUSIP: 36291EMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6640 | PA      | $6753.79       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      837000 | PA      | $821763.32     | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651012                          | CUSIP: 36292KGV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2584 | PA      | $2645.38       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749222                          | CUSIP: 3620C5LB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      344232 | PA      | $332543.01     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612943                          | CUSIP: 36202X5C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8005 | PA      | $8168.10       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682572                          | CUSIP: 36295WJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13888 | PA      | $13453.31      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618961                          | CUSIP: 36290VTS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6707 | PA      | $6788.27       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507743                          | CUSIP: 36211BBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2077 | PA      | $2101.44       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643405                          | CUSIP: 36292AYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2560 | PA      | $2617.82       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562510                          | CUSIP: 36213R3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10560 | PA      | $10764.14      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604497                          | CUSIP: 36200MRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57801 | PA      | $58450.37      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649246                          | CUSIP: 36292HHX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4336 | PA      | $4449.43       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21934                          | CUSIP: 3132JPEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3127 | PA      | $2996.02       | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750281                          | CUSIP: 3620C6RA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9196 | PA      | $9131.44       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734095                          | CUSIP: 3620AMRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110312 | PA      | $106584.40     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781611                          | CUSIP: 36225BYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16522 | PA      | $16700.61      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4777                          | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32780179 | PA      | $29370908.87   | 0.37%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548303                          | CUSIP: 36213ADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1879 | PA      | $1882.43       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    65500000 | PA      | $66055214.68   | 0.83%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 792470                          | CUSIP: 36177LW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75037 | PA      | $70167.85      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |      881000 | PA      | $893468.79     | 0.01%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7693                          | CUSIP: 36180KRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57035 | PA      | $53153.28      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592611                          | CUSIP: 36201TKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21528 | PA      | $22009.43      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544271                          | CUSIP: 36212UT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1172 | PA      | $1230.91       | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460484                          | CUSIP: 36208TRD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1991 | PA      | $2035.31       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3512                            | CUSIP: 36202D3V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1523 | PA      | $1519.15       | 0.00%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783353                          | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3681158 | PA      | $3728876.61    | 0.05%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593366                          | CUSIP: 36201UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3045 | PA      | $3110.53       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484034                          | CUSIP: 36209WV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1703 | PA      | $1732.16       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650397                          | CUSIP: 36292JRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20252 | PA      | $20495.55      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616350                          | CUSIP: 36290SWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34305 | PA      | $34708.86      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602759                          | CUSIP: 36200JTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2087 | PA      | $2153.69       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2447                          | CUSIP: 36179BWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3225 | PA      | $2999.86       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6580                          | CUSIP: 36181AJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      161454 | PA      | $146372.72     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612873                          | CUSIP: 36202X2E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1316 | PA      | $1346.62       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599562                          | CUSIP: 36200FB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10382 | PA      | $10655.32      | 0.00%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605266                          | CUSIP: 36200NMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101926 | PA      | $103121.16     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19227.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574773                          | CUSIP: 36200WQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3574 | PA      | $3557.37       | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692202                          | CUSIP: 36296JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1482 | PA      | $1501.69       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 4.050000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -3759000 | NC      | $-3064.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544456                          | CUSIP: 36212UZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9605 | PA      | $9880.62       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622633                          | CUSIP: 36291AV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5184 | PA      | $5301.32       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 512935                          | CUSIP: 36211GY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1531 | PA      | $1565.06       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757047                          | CUSIP: 36230RZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10845 | PA      | $11013.91      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745917                          | CUSIP: 3620C1VJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1112 | PA      | $1039.98       | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425011                          | CUSIP: 36206YDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20998 | PA      | $21219.72      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737193                          | CUSIP: 3620AQ7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5479 | PA      | $5549.92       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757049                          | CUSIP: 36230RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4520 | PA      | $4591.06       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                   | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6955000 | PA      | $5764434.82    | 0.07%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2550                          | CUSIP: 36179BZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69081 | PA      | $64411.97      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3549                          | CUSIP: 36180E5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16086 | PA      | $14559.94      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6246                          | CUSIP: 36180Y5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22403 | PA      | $20393.03      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609383                          | CUSIP: 36202T6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4467 | PA      | $4551.79       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644033                          | CUSIP: 36292BPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1503 | PA      | $1540.58       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697486                          | CUSIP: 36296P2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      207232 | PA      | $217962.73     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748256                          | CUSIP: 3620C4H94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2304 | PA      | $2334.07       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650243                          | CUSIP: 36292JLY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4225 | PA      | $4275.83       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520259                          | CUSIP: 36211Q5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18390 | PA      | $18826.87      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $198353.88     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9302                          | CUSIP: 36180NKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      297813 | PA      | $270428.82     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782443                          | CUSIP: 36241KWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5864 | PA      | $5939.66       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1169736.76    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-SA3 Trust                                                      | RFMSI 2006-SA3 2A1                 | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91535 | PA      | $47361.79      | 0.00%             | 2036-09-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741445                          | CUSIP: 3620AVWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      480361 | PA      | $464781.69     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781988                          | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      498882 | PA      | $504959.79     | 0.01%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7349                          | CUSIP: 36180KEW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       90496 | PA      | $81880.28      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566184                          | CUSIP: 36213V6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1287 | PA      | $1316.07       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676086                          | CUSIP: 36295PCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18149 | PA      | $19066.35      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784770                          | CUSIP: 3622AAFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      866924 | PA      | $889959.41     | 0.01%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 798473                          | CUSIP: 36177TMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94537 | PA      | $85775.21      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648371                          | CUSIP: 36292GJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10143 | PA      | $10263.34      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0176                          | CUSIP: 36180BFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15111 | PA      | $14204.79      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614492                          | CUSIP: 36290QUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19212 | PA      | $19433.84      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7703                          | CUSIP: 36179WRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1420151 | PA      | $1109228.96    | 0.01%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774778                          | CUSIP: 36176SQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2794 | PA      | $2699.51       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631669                          | CUSIP: 36291LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58705 | PA      | $60885.60      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      121000 | PA      | $120811.21     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772431                          | CUSIP: 36176P4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5853 | PA      | $5791.96       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94629                          | CUSIP: 312943EA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28658 | PA      | $28361.54      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799900                          | CUSIP: 36177VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4387 | PA      | $4094.40       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03854                          | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1003 | PA      | $1017.65       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604276                          | CUSIP: 36200MJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25227 | PA      | $25505.24      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719209                          | CUSIP: 3620A5AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1987 | PA      | $1982.52       | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19186.10      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658609                          | CUSIP: 36294SVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4373 | PA      | $4555.25       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                          | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28267441 | PA      | $22511285.66   | 0.28%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741517                          | CUSIP: 3620AVYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81764 | PA      | $79312.36      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2131000 | PA      | $2046035.36    | 0.03%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765929                          | CUSIP: 36176GVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37825 | PA      | $37433.59      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672595                          | CUSIP: 36295KGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1135 | PA      | $1149.95       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780958                          | CUSIP: 36225BB31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1210 | PA      | $1228.52       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609159                          | CUSIP: 36202TWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55481 | PA      | $50120.74      | 0.00%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 681392                          | CUSIP: 36295U7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5452 | PA      | $5742.25       | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589585                          | CUSIP: 36201P6W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9077 | PA      | $9267.70       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606715                          | CUSIP: 36201YAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3417 | PA      | $3498.20       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2670                          | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1451 | PA      | $1433.05       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635939                          | CUSIP: 36291RPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7574 | PA      | $7762.97       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572180                          | CUSIP: 36200TUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2978 | PA      | $2966.99       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608224                          | CUSIP: 36202SVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11035 | PA      | $11275.46      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      416000 | PA      | $476907.92     | 0.01%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620108                          | CUSIP: 36290W3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4480 | PA      | $4545.57       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7090                          | CUSIP: 3140ML2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32685 | PA      | $29589.08      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796299                          | CUSIP: 36177Q7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2121 | PA      | $1978.74       | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2605                          | CUSIP: 3138EJ3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2936 | PA      | $2898.40       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 B                     | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $260497.31     | 0.00%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704207                          | CUSIP: 36296XKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36923 | PA      | $38886.63      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A B                      | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      606000 | PA      | $614763.49     | 0.01%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE0175                          | CUSIP: 36180SFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4276 | PA      | $3876.43       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544201                          | CUSIP: 36212URW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2468 | PA      | $2499.08       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   621300000 | PA      | $2680496.69    | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI                   | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1024865.31    | 0.01%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      152000 | PA      | $168460.01     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651941                          | CUSIP: 36292LHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68205 | PA      | $70947.99      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  5000000000 | PA      | $22657612.95   | 0.29%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741200                          | CUSIP: 3620AVNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44934 | PA      | $44506.70      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0219                          | CUSIP: 36177WG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10852 | PA      | $9907.12       | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545116                          | CUSIP: 36212VSD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5337 | PA      | $5538.75       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578096                          | CUSIP: 36201BGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4107 | PA      | $4199.75       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705253                          | CUSIP: 36296YQE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1851 | PA      | $1874.09       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      120000 | PA      | $119267.91     | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     1374000 | PA      | $1416618.53    | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647374                          | CUSIP: 36292FFP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2324 | PA      | $2382.49       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -663 | NC      | $-1680378.34   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 D                      | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $210385.54     | 0.00%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C B                     | CUSIP: 344940AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $588878.23     | 0.01%             | 2029-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776144                          | CUSIP: 36176UBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17267 | PA      | $17072.63      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      415000 | PA      | $428130.07     | 0.01%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616970                          | CUSIP: 36290TMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1190 | PA      | $1237.16       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630929                          | CUSIP: 36291K4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17930 | PA      | $18364.24      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628924                          | CUSIP: 36291HVR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29302 | PA      | $29991.85      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $609.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429799                          | CUSIP: 36207ENQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16119 | PA      | $16723.89      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606774                          | CUSIP: 36201YCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2179 | PA      | $2227.49       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684147                          | CUSIP: 36295YBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19560 | PA      | $19815.07      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3858                          | CUSIP: 31417AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1656 | PA      | $1636.47       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474581                          | CUSIP: 36209LFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1203 | PA      | $1230.20       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605892                          | CUSIP: 36201XC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3404 | PA      | $3526.10       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723231                          | CUSIP: 3620A9PQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50672 | PA      | $49183.05      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606533                          | CUSIP: 36201XY69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1908 | PA      | $1958.22       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769813                          | CUSIP: 36176MAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29286 | PA      | $28267.49      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.93         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521849                          | CUSIP: 36211SWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14673 | PA      | $14821.22      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646827                          | CUSIP: 36292ESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32868 | PA      | $33698.49      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629389                          | CUSIP: 36291JF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7151 | PA      | $7324.88       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486710                          | CUSIP: 36210AVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2715 | PA      | $2775.61       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZA        |    10000000 | PA      | $9499955.00    | 0.12%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     1906000 | PA      | $1963115.86    | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668387                          | CUSIP: 36295ERG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3299 | PA      | $3465.55       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                            | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6876875 | PA      | $6991758.32    | 0.09%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6744                          | CUSIP: 36178TP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72045 | PA      | $67211.07      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569427                          | CUSIP: 36200QSQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4837 | PA      | $4991.36       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593741                          | CUSIP: 36201US62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20080 | PA      | $20313.19      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726436                          | CUSIP: 3620ADBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6279 | PA      | $6360.80       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1631957.83    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT2641                          | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63420 | PA      | $50644.74      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1472000 | PA      | $1495261.07    | 0.02%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117828.02     | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607660                          | CUSIP: 36202SB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3814 | PA      | $3892.26       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758682                          | CUSIP: 36230TUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14086 | PA      | $13940.95      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541970                          | CUSIP: 36212SCF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2397 | PA      | $2455.19       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 790836                          | CUSIP: 36177J4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69556 | PA      | $64888.97      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1846646.59    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672674                          | CUSIP: 36295KJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27194 | PA      | $27544.00      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM5343                          | CUSIP: 36184S5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7170 | PA      | $6866.98       | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704489                          | CUSIP: 36296XUN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61800 | PA      | $63538.02      | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711187                          | CUSIP: 36297GCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6575 | PA      | $6516.99       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1646976.87    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465664                          | CUSIP: 36209AJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1761 | PA      | $1800.73       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $175271.53     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26264.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3572                          | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      121151 | PA      | $118187.09     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3876                            | CUSIP: 36202EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5266 | PA      | $5344.40       | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497320                          | CUSIP: 36210NPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1150 | PA      | $1166.77       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542063                          | CUSIP: 36212SFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17305 | PA      | $17665.09      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647769                          | CUSIP: 36292FT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2031 | PA      | $2021.04       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629464                          | CUSIP: 36291JJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5662 | PA      | $5790.49       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                    | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1090190.74    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555760                          | CUSIP: 36213JMH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2012 | PA      | $2059.12       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609213                          | CUSIP: 36202TYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      169285 | PA      | $151886.33     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621948                          | CUSIP: 36290Y5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5114 | PA      | $5172.36       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541662                          | CUSIP: 36212RWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9459 | PA      | $9687.14       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762680                          | CUSIP: 36176DCR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9835 | PA      | $9522.18       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738256                          | CUSIP: 3620ASE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11690 | PA      | $11840.98      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615161                          | CUSIP: 36290RMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13010 | PA      | $13331.85      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4992                            | CUSIP: 36202FRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24058 | PA      | $25172.74      | 0.00%             | 2041-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478435                          | CUSIP: 36209QPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3129 | PA      | $3198.94       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472532                          | CUSIP: 36209H4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2737 | PA      | $2797.80       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601328                          | CUSIP: 36200HA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3291 | PA      | $3357.83       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719225                          | CUSIP: 3620A5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80986 | PA      | $80241.01      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1746                          | CUSIP: 36179A5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14728 | PA      | $13417.73      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583011                          | CUSIP: 36201GVC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4153 | PA      | $4253.47       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6181                          | CUSIP: 36178D2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12690 | PA      | $11477.00      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189947.39     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624166                          | CUSIP: 36291CMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8812 | PA      | $9013.90       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG9108                          | CUSIP: 36182EDM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155992 | PA      | $139841.93     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      925000 | PA      | $1023710.36    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605300                          | CUSIP: 36200NNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2670 | PA      | $2701.53       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618849                          | CUSIP: 36290VQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3701 | PA      | $3786.59       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    13313000 | PA      | $15003172.88   | 0.19%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749877                          | CUSIP: 3620C6CN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98301 | PA      | $94979.59      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566510                          | CUSIP: 36213WKX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2763 | PA      | $2829.54       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619513                          | CUSIP: 36290WGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4840 | PA      | $4941.51       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615606                          | CUSIP: 36290R3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3990 | PA      | $4060.61       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708206                          | CUSIP: 36297CYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1411 | PA      | $1429.16       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636011                          | CUSIP: 36291RR87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15210 | PA      | $15571.16      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776854                          | CUSIP: 36176UZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21654 | PA      | $20855.01      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK6176                          | CUSIP: 36183P2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130484 | PA      | $117785.13     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771537                          | CUSIP: 36176N4W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94100 | PA      | $84682.04      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      768000 | PA      | $818846.92     | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605374                          | CUSIP: 36200NQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21222 | PA      | $22001.21      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669995                          | CUSIP: 36295GKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      392484 | PA      | $354287.45     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1176170.43    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747171                          | CUSIP: 3620C3CG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89528 | PA      | $86608.91      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739672                          | CUSIP: 3620ATW94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34472 | PA      | $34107.39      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1958000 | PA      | $1992748.79    | 0.03%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633778                          | CUSIP: 36291PCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1859 | PA      | $1880.57       | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HYB2                                        | CWHL 2007-HYB2 3A1                 | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140583 | PA      | $120548.70     | 0.00%             | 2047-02-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682536                          | CUSIP: 36295WHM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8439 | PA      | $8336.21       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC1123                          | CUSIP: 3617B4G84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13946 | PA      | $12781.24      | 0.00%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19000 | PA      | $17176.97      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640179                          | CUSIP: 36291WFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6437 | PA      | $6597.93       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615581                          | CUSIP: 36290R2N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10563 | PA      | $10950.63      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600399                          | CUSIP: 36200F7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6144 | PA      | $6293.97       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736161                          | CUSIP: 3620APZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18937 | PA      | $18727.23      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614362                          | CUSIP: 36290QQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1904 | PA      | $1971.17       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653800                          | CUSIP: 36292NKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5189 | PA      | $5164.54       | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486794                          | CUSIP: 36210AXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2927 | PA      | $2991.93       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661833                          | CUSIP: 36294WHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9394 | PA      | $9837.10       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643375                          | CUSIP: 36292AXC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17744 | PA      | $18159.62      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632883                          | CUSIP: 36291NCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7058 | PA      | $7239.45       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      356000 | PA      | $347787.04     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548308                          | CUSIP: 36213ADM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1778 | PA      | $1797.48       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612785                          | CUSIP: 36202XXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1290 | PA      | $1305.03       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK TRANSPRTN DE              | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $136718.12     | 0.00%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610369                          | CUSIP: 36202VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7537 | PA      | $7657.56       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AU9947                          | CUSIP: 36194YBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68057 | PA      | $62563.61      | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 B                     | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $634140.74     | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741227                          | CUSIP: 3620AVPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10920 | PA      | $10821.18      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | ALLIANT ENERGY F                   | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21290.66      | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601489                          | CUSIP: 36200HF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5780 | PA      | $5972.46       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615285                          | CUSIP: 36290RRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38410 | PA      | $39263.84      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637767                          | CUSIP: 36291TQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25082 | PA      | $25707.83      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740710                          | CUSIP: 3620AU3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5849 | PA      | $5648.17       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558944                          | CUSIP: 36213M5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8929 | PA      | $9112.88       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3                   | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127196 | PA      | $123917.45     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602916                          | CUSIP: 36200JYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2838 | PA      | $2911.28       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         404 | NC      | $481509.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615391                          | CUSIP: 36290RUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14320 | PA      | $14475.00      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7891.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783176                          | CUSIP: 36241LQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101451 | PA      | $98195.40      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554058                          | CUSIP: 36213GQK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6365 | PA      | $6568.08       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739201                          | CUSIP: 3620ATGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20121 | PA      | $19910.76      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622106                          | CUSIP: 36291ADK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34128 | PA      | $34909.99      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726168                          | CUSIP: 3620ACW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6138 | PA      | $5942.53       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655622                          | CUSIP: 36294PLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3013 | PA      | $3095.12       | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      864000 | PA      | $880522.43     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     8245000 | PA      | $8367236.29    | 0.11%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541579                          | CUSIP: 36212RUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13186 | PA      | $13487.90      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK8141                          | CUSIP: 36183SBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      209531 | PA      | $188205.72     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6419                          | CUSIP: 36178EDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2439 | PA      | $2271.00       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      457000 | PA      | $553473.95     | 0.01%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757619                          | CUSIP: 36230SPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2539 | PA      | $2511.57       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611167                          | CUSIP: 36202V6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1643 | PA      | $1680.14       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27880000 | PA      | $27945884.39   | 0.35%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489993                          | CUSIP: 36210EKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1549 | PA      | $1572.15       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711470                          | CUSIP: 36297GMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47946 | PA      | $47415.78      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                    | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     3207000 | PA      | $2081247.04    | 0.03%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71925                          | CUSIP: 3128L5D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36321 | PA      | $36856.82      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9546                          | CUSIP: 3133B7TB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      194879 | PA      | $177209.95     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 656537                          | CUSIP: 36294QLS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      119811 | PA      | $112658.66     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     1800000 | PA      | $1153491.90    | 0.01%             | 2031-08-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602397                          | CUSIP: 36200JGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1259 | PA      | $1272.80       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510730                          | CUSIP: 36211ELK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3379 | PA      | $3461.26       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600185                          | CUSIP: 36200FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2453 | PA      | $2535.75       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF6712                          | CUSIP: 36181NN59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37557 | PA      | $37088.21      | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 400143                          | CUSIP: 36205TP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3205 | PA      | $3250.45       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1115733.90    | 0.01%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781038                          | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4080 | PA      | $4170.74       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                            | REPUBLIC OF ECUA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |    10000000 | PA      | $5206607.00    | 0.07%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                    | CGCMT 2015-GC33 C                  | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203404 | PA      | $171114.35     | 0.00%             | 2058-09-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591264                          | CUSIP: 36201RZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1087 | PA      | $1121.06       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472443                          | CUSIP: 36209HZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2903 | PA      | $2952.66       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569712                          | CUSIP: 36200Q3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16521 | PA      | $16724.32      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481540                          | CUSIP: 36209T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2107 | PA      | $2153.59       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                        | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1119517.22    | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      121000 | PA      | $124218.60     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 755052                          | CUSIP: 36230PTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35269 | PA      | $32902.80      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15098000 | PA      | $12067847.67   | 0.15%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7357                          | CUSIP: 3617BBE64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66401 | PA      | $60833.79      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609364                          | CUSIP: 36202T5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4176 | PA      | $4304.67       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     2523000 | PA      | $2540081.98    | 0.03%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625919                          | CUSIP: 36291EK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3228 | PA      | $3303.94       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5375.24       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     3832000 | PA      | $3702744.59    | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687513                          | CUSIP: 36296CYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4925 | PA      | $4988.46       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711573                          | CUSIP: 36297GQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      434001 | PA      | $418975.13     | 0.01%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734218                          | CUSIP: 3620AMVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18645 | PA      | $18030.87      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620439                          | CUSIP: 36290XHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20386 | PA      | $20610.84      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757474                          | CUSIP: 36230SJT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      139318 | PA      | $130632.96     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537468                          | CUSIP: 36212MCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2582 | PA      | $2662.77       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567668                          | CUSIP: 36213XTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1137 | PA      | $1173.99       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550569                          | CUSIP: 36213CT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31414 | PA      | $32648.40      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629478                          | CUSIP: 36291JJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2810 | PA      | $2878.65       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601924                          | CUSIP: 36200HVR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22716 | PA      | $23276.40      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1581215.12    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708573                          | CUSIP: 36297DFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25904 | PA      | $26638.00      | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0276                          | CUSIP: 36198KJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131970 | PA      | $122323.52     | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603671                          | CUSIP: 36200KT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5327 | PA      | $5383.65       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592774                          | CUSIP: 36201TQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75964 | PA      | $77652.41      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589532                          | CUSIP: 36201P4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16902 | PA      | $17268.09      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-1 A1                    | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      969000 | PA      | $987291.23     | 0.01%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782162                          | CUSIP: 36241KMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9748 | PA      | $9858.48       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                     | CAS 2024-R01 1M1                   | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1015617 | PA      | $1012130.99    | 0.01%             | 2044-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610209                          | CUSIP: 36202U3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23948 | PA      | $24746.95      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562213                          | CUSIP: 36213RSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22020 | PA      | $22833.18      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661591                          | CUSIP: 36294V7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4330 | PA      | $4531.47       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM4633                          | CUSIP: 36184SEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41724 | PA      | $39961.25      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15035659 | PA      | $15094739.98   | 0.19%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491196                          | CUSIP: 36210FUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1762 | PA      | $1790.36       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619664                          | CUSIP: 36290WMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10009 | PA      | $10121.62      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723537                          | CUSIP: 3620A9ZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103682 | PA      | $102787.84     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583697                          | CUSIP: 36201HNN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9851 | PA      | $10069.78      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662065                          | CUSIP: 36294WQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8868 | PA      | $9282.05       | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497099                          | CUSIP: 36210NGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16349 | PA      | $16519.74      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739615                          | CUSIP: 3620ATVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29356 | PA      | $26754.36      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK6178                          | CUSIP: 36183P2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      197819 | PA      | $177225.60     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761582                          | CUSIP: 36176B2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16844 | PA      | $16669.47      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552227                          | CUSIP: 36213EPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53750 | PA      | $50289.32      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682909                          | CUSIP: 36295WVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12652 | PA      | $12228.68      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782437                          | CUSIP: 36241KV62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3751 | PA      | $3799.07       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685642                          | CUSIP: 36296AWB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30116 | PA      | $31709.11      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605207                          | CUSIP: 36200NKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3374 | PA      | $3453.28       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0255                          | CUSIP: 36180BH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11549 | PA      | $10757.42      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604651                          | CUSIP: 36200MWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44560 | PA      | $45040.65      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2297000 | PA      | $2237938.30    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1224032.48    | 0.02%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472715                          | CUSIP: 36209JDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1791 | PA      | $1821.63       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566479                          | CUSIP: 36213WJY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19415 | PA      | $19861.97      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4508                          | CUSIP: 36179TAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      616492 | PA      | $534285.87     | 0.01%             | 2047-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602454                          | CUSIP: 36200JH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2731 | PA      | $2765.65       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721143                          | CUSIP: 3620A7EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2286 | PA      | $2266.09       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570530                          | CUSIP: 36200RY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1432 | PA      | $1458.60       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757580                          | CUSIP: 36230SM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      162507 | PA      | $156934.06     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      288000 | PA      | $272691.25     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638277                          | CUSIP: 36291UCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8047 | PA      | $8219.18       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748554                          | CUSIP: 3620C4TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8628 | PA      | $8350.00       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9633                          | CUSIP: 36179KV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92466 | PA      | $86535.62      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633366                          | CUSIP: 36291NTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8605 | PA      | $8950.55       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729360                          | CUSIP: 3620AGJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2894 | PA      | $2798.13       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623432                          | CUSIP: 36291BSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2594 | PA      | $2656.50       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      734000 | PA      | $694364.01     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632898                          | CUSIP: 36291NDB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4683 | PA      | $4805.62       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4710000 | PA      | $4280893.59    | 0.05%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764894                          | CUSIP: 36176FRP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12703 | PA      | $12288.78      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1199786.88    | 0.02%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482829                          | CUSIP: 36209VLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2019 | PA      | $2064.37       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609292                          | CUSIP: 36202T2Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16312 | PA      | $16717.42      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MZ                     | CUSIP: 35563PLL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2911594 | PA      | $2149452.69    | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615701                          | CUSIP: 36290SAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2629 | PA      | $2655.84       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592744                          | CUSIP: 36201TP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1196 | PA      | $1220.42       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8967                          | CUSIP: 36183E6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19216 | PA      | $18829.01      | 0.00%             | 2029-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701958                          | CUSIP: 36296UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85614 | PA      | $83138.21      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661050                          | CUSIP: 36294VL73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10551 | PA      | $11081.59      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108103.39     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 679480                          | CUSIP: 36295S2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7321 | PA      | $7704.54       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521359                          | CUSIP: 36211SE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11325 | PA      | $11465.46      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506647                          | CUSIP: 36210YZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1727 | PA      | $1765.03       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776718                          | CUSIP: 36176UVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56490 | PA      | $52782.12      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60891                          | CUSIP: 31335A7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4577 | PA      | $4644.70       | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764034                          | CUSIP: 36176ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5796 | PA      | $5412.41       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2672000 | PA      | $1991740.27    | 0.03%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731525                          | CUSIP: 3620AJVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14950 | PA      | $14807.26      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716812                          | CUSIP: 3620A2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3433 | PA      | $3404.21       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3263000 | PA      | $2420733.17    | 0.03%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 725531                          | CUSIP: 3620ACA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5397 | PA      | $5348.27       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462245                          | CUSIP: 36208VP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3520 | PA      | $3598.97       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 B                     | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $432643.88     | 0.01%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604338                          | CUSIP: 36200MLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30142 | PA      | $30460.92      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678647                          | CUSIP: 36295R5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130843 | PA      | $126706.14     | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649380                          | CUSIP: 36292HM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15142 | PA      | $15748.01      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719649                          | CUSIP: 3620A5QA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18206 | PA      | $17657.41      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3737646 | PA      | $3529170.87    | 0.04%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651814                          | CUSIP: 36292LDT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3855 | PA      | $3956.61       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4797000 | PA      | $4733625.48    | 0.06%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655519                          | CUSIP: 36294PG49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1164 | PA      | $1178.99       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        3915 | NC      | $6529556.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      489000 | PA      | $498751.85     | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465541                          | CUSIP: 36209AEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1210 | PA      | $1227.77       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 775072                          | CUSIP: 36176S2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3147 | PA      | $3116.79       | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640865                          | CUSIP: 36291W6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2502 | PA      | $2572.18       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631222                          | CUSIP: 36291LG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8865 | PA      | $9064.48       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600760                          | CUSIP: 36200GMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1519 | PA      | $1520.45       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781912                          | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7269 | PA      | $7525.43       | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620053                          | CUSIP: 36290WZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3799 | PA      | $3872.97       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI                   | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24675.57      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29256.48      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736165                          | CUSIP: 3620APZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2972 | PA      | $2949.53       | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757289                          | CUSIP: 36230SC28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10372 | PA      | $10324.10      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768364                          | CUSIP: 36176KMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26125 | PA      | $25225.03      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631622                          | CUSIP: 36291LVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3202 | PA      | $3269.59       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18000000 | PA      | $17803828.08   | 0.22%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562271                          | CUSIP: 36213RT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1258 | PA      | $1272.96       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773120                          | CUSIP: 36176QVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32318 | PA      | $31964.29      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614575                          | CUSIP: 36290QXC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13635 | PA      | $13924.47      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631179                          | CUSIP: 36291LFU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5777 | PA      | $5918.67       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737532                          | CUSIP: 3620ARLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      341804 | PA      | $330998.14     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2050842.69    | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4542214 | PA      | $4502487.35    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616311                          | CUSIP: 36290SVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9194 | PA      | $9409.42       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670915                          | CUSIP: 36295HK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57217 | PA      | $60188.71      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621093                          | CUSIP: 36290X7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23025 | PA      | $23631.07      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580291                          | CUSIP: 36201DUQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8957 | PA      | $9059.96       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1852.38       | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      385000 | PA      | $391324.41     | 0.00%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                            | GSMS 2018-GS9 A4                   | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253747 | PA      | $249304.45     | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A3                     | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      790431 | PA      | $775112.95     | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA1917                          | CUSIP: 36177YDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133165 | PA      | $124359.62     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528918                          | CUSIP: 36212BSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6114 | PA      | $6243.74       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q31864                          | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25206 | PA      | $25584.88      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638757                          | CUSIP: 36291UTN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6038 | PA      | $6336.01       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688086                          | CUSIP: 36296DNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67861 | PA      | $71432.26      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751939                          | CUSIP: 36230LEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39016 | PA      | $37698.08      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN1947                          | CUSIP: 36185KEU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40034 | PA      | $37914.44      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565528                          | CUSIP: 36213VHD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11728 | PA      | $11981.93      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733385                          | CUSIP: 3620ALXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      543982 | PA      | $490285.44     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707531                          | CUSIP: 36297CA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11479 | PA      | $11379.39      | 0.00%             | 2038-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704984                          | CUSIP: 36296YFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3541 | PA      | $3586.68       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548823                          | CUSIP: 36213AVQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4844 | PA      | $4957.28       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603094                          | CUSIP: 36200J7F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9812 | PA      | $10024.13      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |     1183000 | PA      | $1249479.28    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489588                          | CUSIP: 36210D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1176 | PA      | $1189.36       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                             | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179520 | PA      | $175086.05     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658643                          | CUSIP: 36294SWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15226 | PA      | $15630.56      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641707                          | CUSIP: 36291X3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9100 | PA      | $9331.50       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1032607.91    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538242                          | CUSIP: 36212M5B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2328 | PA      | $2404.65       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621913                          | CUSIP: 36290Y3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8243 | PA      | $8338.56       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624126                          | CUSIP: 36291CLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3825 | PA      | $3914.48       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1595588.25    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2145                          | CUSIP: 36180UL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      446479 | PA      | $418071.16     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2482                          | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      806312 | PA      | $806770.97     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4872000 | PA      | $4929870.64    | 0.06%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449485                          | CUSIP: 36208FJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1569 | PA      | $1603.74       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8211                          | CUSIP: 36178VDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       78792 | PA      | $73372.99      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645370                          | CUSIP: 36292C6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1700 | PA      | $1733.05       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639442                          | CUSIP: 36291VLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8466 | PA      | $8682.16       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641936                          | CUSIP: 36291YEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9892 | PA      | $10144.96      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646853                          | CUSIP: 36292ETJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4473 | PA      | $4564.70       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766652                          | CUSIP: 36176HQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      328088 | PA      | $298769.48     | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772089                          | CUSIP: 36176PRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132755 | PA      | $124174.33     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643714                          | CUSIP: 36292BDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11174 | PA      | $11459.51      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     6795000 | PA      | $5662551.98    | 0.07%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614460                          | CUSIP: 36290QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59081 | PA      | $59636.09      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592752                          | CUSIP: 36201TQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4589 | PA      | $4743.60       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597538                          | CUSIP: 36200CZB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13380 | PA      | $13655.95      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609432                          | CUSIP: 36202UA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1805 | PA      | $1857.57       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10036656.49   | 0.13%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759085                          | CUSIP: 36230UCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      499421 | PA      | $475412.60     | 0.01%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520221                          | CUSIP: 36211Q4E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13971 | PA      | $14287.19      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630126                          | CUSIP: 36291KA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5230 | PA      | $5355.69       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726240                          | CUSIP: 3620ACZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85835 | PA      | $80075.02      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705121                          | CUSIP: 36296YLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5049 | PA      | $4996.15       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1304000 | PA      | $1331300.67    | 0.02%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742224                          | CUSIP: 3620AWSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12266 | PA      | $12151.04      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645404                          | CUSIP: 36292DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3686 | PA      | $3781.10       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496142                          | CUSIP: 36210MEP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1579 | PA      | $1614.52       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU2010                          | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1839191 | PA      | $1688182.76    | 0.02%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      832000 | PA      | $1106834.60    | 0.01%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669050                          | CUSIP: 36295FH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1425 | PA      | $1497.09       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644965                          | CUSIP: 36292CQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21899 | PA      | $22451.65      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542758                          | CUSIP: 36212S5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7005 | PA      | $7113.67       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638680                          | CUSIP: 36291UQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25043 | PA      | $25718.13      | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                     | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     4023000 | PA      | $3855504.14    | 0.05%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702974                          | CUSIP: 36296V6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      299543 | PA      | $296480.47     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625122                          | CUSIP: 36291DPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4812 | PA      | $4930.85       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677309                          | CUSIP: 36295QN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3966 | PA      | $4145.93       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637396                          | CUSIP: 36291TC97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2346 | PA      | $2400.08       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $807906.00     | 0.01%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479806                          | CUSIP: 36209SAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10404 | PA      | $10039.08      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726018                          | CUSIP: 3620ACSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10227 | PA      | $10129.98      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650984                          | CUSIP: 36292KFZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5270 | PA      | $5333.02       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717600                          | CUSIP: 3620A3GH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26969 | PA      | $26128.30      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629972                          | CUSIP: 36291J2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11867 | PA      | $12134.55      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                                           | GSMS 2018-GS10 A5                  | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196539 | PA      | $191000.39     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592389                          | CUSIP: 36201TC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6543 | PA      | $6619.11       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611255                          | CUSIP: 36202WBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4947 | PA      | $5049.05       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464378                          | CUSIP: 36208X2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3558 | PA      | $3614.53       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560273                          | CUSIP: 36213PMW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2321 | PA      | $2372.45       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737713                          | CUSIP: 3620ARSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43574 | PA      | $42160.76      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL4612                          | CUSIP: 36184BDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29280 | PA      | $26222.02      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484514                          | CUSIP: 36209XGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2028 | PA      | $2073.69       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     2252000 | PA      | $2284158.29    | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4734                          | CUSIP: 36178CHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41329 | PA      | $37409.07      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630715                          | CUSIP: 36291KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1972 | PA      | $2050.22       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766889                          | CUSIP: 36176HXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45170 | PA      | $43591.05      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735197                          | CUSIP: 3620ANX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165494 | PA      | $160154.98     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568420                          | CUSIP: 36213YPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1665 | PA      | $1717.01       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502968                          | CUSIP: 36210UW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1159 | PA      | $1181.36       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712825                          | CUSIP: 36297H4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1430 | PA      | $1417.34       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627977                          | CUSIP: 36291GUA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5257 | PA      | $5382.06       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651131                          | CUSIP: 36292KLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5781 | PA      | $6008.74       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618702                          | CUSIP: 36290VKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9074 | PA      | $9531.41       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2138                          | CUSIP: 31416XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1264 | PA      | $1254.50       | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793603                          | CUSIP: 36177NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113540 | PA      | $106403.40     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3102                          | CUSIP: 3138EKNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3179 | PA      | $3134.00       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612944                          | CUSIP: 36202X5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22936 | PA      | $23436.92      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734399                          | CUSIP: 3620AM3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17941 | PA      | $18172.41      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611456                          | CUSIP: 36202WH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12479 | PA      | $12738.89      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615548                          | CUSIP: 36290RZM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8774 | PA      | $8868.24       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738729                          | CUSIP: 3620ASVW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41007 | PA      | $39586.96      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644000                          | CUSIP: 36292BNR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9653 | PA      | $9900.50       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603957                          | CUSIP: 36200K5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29930 | PA      | $30515.85      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3942                          | CUSIP: 36178QLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39718 | PA      | $36243.83      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641968                          | CUSIP: 36291YFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27211 | PA      | $28304.71      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615394                          | CUSIP: 36290RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3949 | PA      | $4037.96       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |     1180000 | PA      | $724726.99     | 0.01%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603078                          | CUSIP: 36200J6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3170 | PA      | $3205.19       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425326                          | CUSIP: 36206YPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1846 | PA      | $1867.92       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509963                          | CUSIP: 36211DQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4306 | PA      | $4386.18       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754300                          | CUSIP: 36230NX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60397 | PA      | $56569.64      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705973                          | CUSIP: 36297AJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8618 | PA      | $9075.35       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696536                          | CUSIP: 36296NY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27157 | PA      | $28611.54      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604141                          | CUSIP: 36200MEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10036 | PA      | $10368.22      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699859                          | CUSIP: 36296SQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22853 | PA      | $22671.08      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600275                          | CUSIP: 36200F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1008 | PA      | $1044.36       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5                   | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      263052 | PA      | $256501.22     | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781887                          | CUSIP: 36241KCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26761 | PA      | $27077.16      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594081                          | CUSIP: 36201U6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53883 | PA      | $54493.68      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719229                          | CUSIP: 3620A5A66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      479900 | PA      | $475393.23     | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9111                          | CUSIP: 36180NDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11261 | PA      | $10208.75      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592325                          | CUSIP: 36201TA23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7298 | PA      | $7468.41       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642002                          | CUSIP: 36291YGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1583 | PA      | $1602.78       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769878                          | CUSIP: 36176MCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21869 | PA      | $21069.35      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608253                          | CUSIP: 36202SWN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32896 | PA      | $33272.36      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767251                          | CUSIP: 36176JEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9298 | PA      | $8980.39       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A C                      | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $286427.74     | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638023                          | CUSIP: 36291TYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1629 | PA      | $1667.94       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723033                          | CUSIP: 3620A9HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47877 | PA      | $47467.25      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769608                          | CUSIP: 36176LYD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68582 | PA      | $66276.39      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480191                          | CUSIP: 36209SNG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1363 | PA      | $1383.21       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612845                          | CUSIP: 36202XZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4755 | PA      | $4919.36       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5072                            | CUSIP: 36202FT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3630 | PA      | $3810.74       | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617617                          | CUSIP: 36290UDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6687 | PA      | $7028.78       | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583001                          | CUSIP: 36201GU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12500 | PA      | $12644.28      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678614                          | CUSIP: 36295R3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65349 | PA      | $64764.12      | 0.00%             | 2038-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672396                          | CUSIP: 36295J7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23722 | PA      | $24932.87      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560902                          | CUSIP: 36213QDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8082 | PA      | $8339.18       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6834                          | CUSIP: 36178TSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29543 | PA      | $26858.85      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794411                          | CUSIP: 36177N3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24180 | PA      | $22623.51      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614191                          | CUSIP: 36290QKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19032 | PA      | $19241.21      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733799                          | CUSIP: 3620AMGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4440 | PA      | $4550.35       | 0.00%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711527                          | CUSIP: 36297GPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81771 | PA      | $80613.12      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 419156                          | CUSIP: 36206RTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2748 | PA      | $2809.54       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                         | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      326000 | PA      | $321060.27     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615418                          | CUSIP: 36290RVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18572 | PA      | $18997.62      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608425                          | CUSIP: 36202S4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6220 | PA      | $6351.16       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 459028                          | CUSIP: 36208R4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1018 | PA      | $1041.03       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645374                          | CUSIP: 36292C6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1108 | PA      | $1136.66       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640213                          | CUSIP: 36291WGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16701 | PA      | $17124.17      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778652                          | CUSIP: 36176WZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33334 | PA      | $31580.64      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      490000 | PA      | $504537.17     | 0.01%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425003                          | CUSIP: 36206YDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6661 | PA      | $6815.80       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564539                          | CUSIP: 36213UEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7019 | PA      | $7208.59       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5407                          | CUSIP: 36178DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10080 | PA      | $9425.68       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | SCRT 2018-4 MZ                     | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2267553 | PA      | $1651052.75    | 0.02%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593753                          | CUSIP: 36201UTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1349 | PA      | $1364.43       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1545                          | CUSIP: 36178LWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27355 | PA      | $25506.30      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487564                          | CUSIP: 36210BTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1398 | PA      | $1428.77       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503739                          | CUSIP: 36210VS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1090 | PA      | $1102.38       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572172                          | CUSIP: 36200TT57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14845 | PA      | $14998.19      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TMSQ 2014-1500 Mortgage Trust                                                    | TMSQ 2014-1500 A                   | CUSIP: 87264JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1116692 | PA      | $924070.45     | 0.01%             | 2036-10-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738305                          | CUSIP: 3620ASGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13103 | PA      | $12686.49      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710846                          | CUSIP: 36297FWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30083 | PA      | $29833.52      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552902                          | CUSIP: 36213FGK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51767 | PA      | $53415.46      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732208                          | CUSIP: 3620AKNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2198 | PA      | $2179.75       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494899                          | CUSIP: 36210KX42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3493 | PA      | $3571.32       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467470                          | CUSIP: 36209CJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1066 | PA      | $1085.38       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612101                          | CUSIP: 36202XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2670 | PA      | $2701.94       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      811000 | PA      | $787209.01     | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765095                          | CUSIP: 36176FXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30924 | PA      | $27338.91      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 5/25                        | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41750000 | PA      | $40870966.28   | 0.52%             | 2025-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767151                          | CUSIP: 36176JBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114815 | PA      | $103521.36     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                    | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $313982.55     | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $15020006.08   | 0.19%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605549                          | CUSIP: 36200NWJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19012 | PA      | $19765.56      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600329                          | CUSIP: 36200F4N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3388 | PA      | $3464.16       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650708                          | CUSIP: 36292J3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1304 | PA      | $1337.85       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616629                          | CUSIP: 36290TA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5104 | PA      | $5294.76       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642516                          | CUSIP: 36291YYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9326 | PA      | $9666.13       | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714450                          | CUSIP: 36297KWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4015 | PA      | $3979.25       | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739842                          | CUSIP: 3620AT5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12825 | PA      | $12721.19      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550800                          | CUSIP: 36213C3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43053 | PA      | $43574.66      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                             | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     9000000 | PA      | $4874477.32    | 0.06%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604871                          | CUSIP: 36200M6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12153 | PA      | $12291.14      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608177                          | CUSIP: 36202SUA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15592 | PA      | $15932.53      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476986                          | CUSIP: 36209N2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2296 | PA      | $2333.55       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109838 | PA      | $96127.56      | 0.00%             | 2050-09-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674415                          | CUSIP: 36295MGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8832 | PA      | $9201.98       | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2959                          | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57865 | PA      | $50864.10      | 0.00%             | 2045-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615899                          | CUSIP: 36290SGG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9973 | PA      | $10202.22      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486842                          | CUSIP: 36210AZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3062 | PA      | $3110.77       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7763                          | CUSIP: 3132A8TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2605 | PA      | $2569.05       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610419                          | CUSIP: 36202VDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2697 | PA      | $2759.94       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671147                          | CUSIP: 36295HTC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3544 | PA      | $3729.07       | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777195                          | CUSIP: 36176VGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60507 | PA      | $58503.05      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 561763                          | CUSIP: 36213RB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1402 | PA      | $1446.31       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 665220                          | CUSIP: 36295BAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10347 | PA      | $10876.50      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633551                          | CUSIP: 36291NZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7863 | PA      | $8054.86       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644034                          | CUSIP: 36292BPT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6770 | PA      | $6916.36       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23182000 | PA      | $23748872.23   | 0.30%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714109                          | CUSIP: 36297KKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5214 | PA      | $5168.64       | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616898                          | CUSIP: 36290TKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12247 | PA      | $12398.01      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2192                          | CUSIP: 36179BNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1758 | PA      | $1638.47       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732170                          | CUSIP: 3620AKMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8239 | PA      | $8202.50       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434036                          | CUSIP: 36207KEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2032 | PA      | $2056.95       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633286                          | CUSIP: 36291NRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6523 | PA      | $6601.07       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631132                          | CUSIP: 36291LED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13932 | PA      | $14257.91      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612766                          | CUSIP: 36202XW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1464 | PA      | $1479.43       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684254                          | CUSIP: 36295YE33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118227 | PA      | $110264.89     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618840                          | CUSIP: 36290VPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8374 | PA      | $8567.31       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620017                          | CUSIP: 36290WYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6934 | PA      | $7059.59       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614645                          | CUSIP: 36290QZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17031 | PA      | $17217.05      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691713                          | CUSIP: 36296HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16180 | PA      | $15616.73      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778171                          | CUSIP: 36176WJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84546 | PA      | $78913.40      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |       82886 | PA      | $82013.73      | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633596                          | CUSIP: 36291N3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1441 | PA      | $1476.36       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889650                          | CUSIP: 31410KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8072 | PA      | $8617.79       | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737660                          | CUSIP: 3620ARQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1755 | PA      | $1698.78       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1044769.47    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25919                          | CUSIP: 3132M6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39535 | PA      | $38898.30      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 656189                          | CUSIP: 36294P7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12287 | PA      | $12790.73      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                    | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      243000 | PA      | $222052.14     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618362                          | CUSIP: 36290U5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15594 | PA      | $16403.80      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663805                          | CUSIP: 36294YNW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3153 | PA      | $3284.34       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783313                          | CUSIP: 36241LVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43500 | PA      | $44718.43      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2538937.29    | 0.03%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616019                          | CUSIP: 36290SK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4060 | PA      | $4149.61       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692013                          | CUSIP: 36296HYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1324 | PA      | $1353.10       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710454                          | CUSIP: 36297FH70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134670 | PA      | $130965.75     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501057                          | CUSIP: 36210STN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3529 | PA      | $3651.80       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582356                          | CUSIP: 36201F5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11500 | PA      | $11877.05      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3970                          | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1785 | PA      | $1761.39       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664362                          | CUSIP: 36295AB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62288 | PA      | $65387.04      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594083                          | CUSIP: 36201U6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8939 | PA      | $9042.62       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5114                          | CUSIP: 36178CVF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13292 | PA      | $12422.83      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 C                     | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124000 | PA      | $126267.71     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502435                          | CUSIP: 36210UEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1207 | PA      | $1235.91       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588206                          | CUSIP: 36201NNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         994 | PA      | $1005.05       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588203                          | CUSIP: 36201NNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4264 | PA      | $4347.61       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737178                          | CUSIP: 3620AQ6P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52011 | PA      | $53446.35      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468156                          | CUSIP: 36209DBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1198 | PA      | $1225.03       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799173                          | CUSIP: 36177UFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57383 | PA      | $53463.53      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733676                          | CUSIP: 3620AMCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1738 | PA      | $1760.72       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624393                          | CUSIP: 36291CUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1156 | PA      | $1169.07       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3826                          | CUSIP: 3138X3HC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         948 | PA      | $938.10        | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641694                          | CUSIP: 36291X3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1764 | PA      | $1809.24       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565142                          | CUSIP: 36213UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9314 | PA      | $9421.69       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     6975000 | PA      | $4129127.07    | 0.05%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1419000 | PA      | $1407575.02    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603069                          | CUSIP: 36200J6E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11184 | PA      | $11308.82      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615686                          | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4685 | PA      | $4666.83       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683151                          | CUSIP: 36295W5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21011 | PA      | $21282.35      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572100                          | CUSIP: 36200TRV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29030 | PA      | $29370.05      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756632                          | CUSIP: 36230RLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128080 | PA      | $123970.15     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760880                          | CUSIP: 36176BCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58473 | PA      | $56526.29      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      364000 | PA      | $358172.23     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2276                          | CUSIP: 36183XQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      195969 | PA      | $175892.73     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                          | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4352 | PA      | $4417.76       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494915                          | CUSIP: 36210KYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4076 | PA      | $4166.86       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639154                          | CUSIP: 36291VBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4528 | PA      | $4631.05       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1126                          | CUSIP: 36182VHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91412 | PA      | $82356.74      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578000                          | CUSIP: 36201BDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2117 | PA      | $2141.08       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710863                          | CUSIP: 36297FWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8668 | PA      | $8780.08       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578252                          | CUSIP: 36201BL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5841 | PA      | $6004.43       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL                | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     8660000 | PA      | $5704809.64    | 0.07%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1382254.92    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0890                          | CUSIP: 31427M7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5941507 | PA      | $5382371.38    | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572173                          | CUSIP: 36200TT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3228 | PA      | $3301.55       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782224                          | CUSIP: 36241KPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14500 | PA      | $14702.84      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733780                          | CUSIP: 3620AMFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1101 | PA      | $1066.16       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      482000 | PA      | $544313.97     | 0.01%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A4                    | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       43000 | PA      | $43228.94      | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5445                          | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6076 | PA      | $5991.72       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                    | WAMU 2003-AR9 1A7                  | CUSIP: 92922FBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12405 | PA      | $12157.97      | 0.00%             | 2033-09-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605770                          | CUSIP: 36200N6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      106804 | PA      | $110858.24     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2116825.49    | 0.03%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603668                          | CUSIP: 36200KTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2780 | PA      | $2884.45       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2904                          | CUSIP: 36178AGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14024 | PA      | $13117.62      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597727                          | CUSIP: 36200DA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2158 | PA      | $2205.69       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN6463                          | CUSIP: 3140JPFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21316 | PA      | $18780.52      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652209                          | CUSIP: 36292LR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54140 | PA      | $56308.03      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769973                          | CUSIP: 36176MFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37063 | PA      | $35816.45      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592277                          | CUSIP: 36201S6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36622 | PA      | $37354.18      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8711                          | CUSIP: 36178VVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12012 | PA      | $11214.29      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18948000 | PA      | $16299670.47   | 0.21%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741699                          | CUSIP: 3620AV7L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43626 | PA      | $42152.18      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610343                          | CUSIP: 36202VBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37897 | PA      | $38292.73      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716514                          | CUSIP: 3620A2AP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14589 | PA      | $14777.72      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631484                          | CUSIP: 36291LRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9055 | PA      | $9158.32       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     6113000 | PA      | $5725317.47    | 0.07%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727866                          | CUSIP: 3620AETX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1568 | PA      | $1564.49       | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606677                          | CUSIP: 36201X6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9947 | PA      | $10063.24      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13596000 | PA      | $10618212.77   | 0.13%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615491                          | CUSIP: 36290RXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4292 | PA      | $4275.35       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0128                          | CUSIP: 36181FD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49073 | PA      | $45674.87      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD3659                          | CUSIP: 3617BKB42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167386 | PA      | $153351.96     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2248                          | CUSIP: 36178MP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22992 | PA      | $22166.12      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606757                          | CUSIP: 36201YB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2996 | PA      | $3102.28       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1930                          | CUSIP: 36180UEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154314 | PA      | $140011.85     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7209                          | CUSIP: 36180KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22314 | PA      | $20206.04      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK8697                          | CUSIP: 36183SUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      231653 | PA      | $208154.60     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIV TXB-A                    | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     7505000 | PA      | $8148874.21    | 0.10%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9107                          | CUSIP: 36178WDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      530682 | PA      | $483061.61     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5021000 | PA      | $4970560.91    | 0.06%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54557                          | CUSIP: 3132XXB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5294 | PA      | $4856.23       | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                    | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $386099.96     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620514                          | CUSIP: 36290XK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3041 | PA      | $3152.99       | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592703                          | CUSIP: 36201TNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21367 | PA      | $21820.47      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17676.38      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542798                          | CUSIP: 36212S7K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6461 | PA      | $6620.78       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590094                          | CUSIP: 36201QRP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12189 | PA      | $12331.21      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673587                          | CUSIP: 36295LJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7050 | PA      | $7415.40       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733374                          | CUSIP: 3620ALXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      220044 | PA      | $198323.61     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $567529.08     | 0.01%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640173                          | CUSIP: 36291WFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2293 | PA      | $2321.71       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638318                          | CUSIP: 36291UDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7162 | PA      | $7417.75       | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622592                          | CUSIP: 36291AUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53321 | PA      | $54542.31      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581512                          | CUSIP: 36201FAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13007 | PA      | $13314.25      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3020000 | PA      | $3018704.60    | 0.04%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     2201000 | PA      | $2304966.33    | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520233                          | CUSIP: 36211Q4S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9288 | PA      | $9516.25       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641489                          | CUSIP: 36291XUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4408 | PA      | $4461.92       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493420                          | CUSIP: 36210JDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1987 | PA      | $2030.91       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662466                          | CUSIP: 36294W6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8633 | PA      | $8868.66       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667425                          | CUSIP: 36295DPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9778 | PA      | $9692.06       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484040                          | CUSIP: 36209WV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3121 | PA      | $3175.32       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |      487000 | PA      | $501294.42     | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487397                          | CUSIP: 36210BNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10294 | PA      | $10469.39      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685744                          | CUSIP: 36296AZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6771 | PA      | $7116.19       | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751911                          | CUSIP: 36230LDQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4132 | PA      | $4096.56       | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724384                          | CUSIP: 3620AAXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1101 | PA      | $1115.06       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1322147.29    | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727886                          | CUSIP: 3620AEUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140554 | PA      | $135923.02     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                    | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     4362000 | PA      | $2827211.51    | 0.04%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645300                          | CUSIP: 36292C3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5927 | PA      | $6003.83       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 5/25                        | CUSIP: 21H050656<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -25000000 | PA      | $-24513582.50  | -0.31%            | 2025-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08680                          | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23995 | PA      | $21445.22      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783143                          | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      282757 | PA      | $273900.30     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU2094                          | CUSIP: 3140M3KG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82183 | PA      | $74525.80      | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462929                          | CUSIP: 36208WHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3593 | PA      | $3673.20       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740162                          | CUSIP: 3620AUJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40714 | PA      | $39297.55      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465233                          | CUSIP: 36208YY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1617 | PA      | $1642.44       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745242                          | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      489066 | PA      | $484504.31     | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |      345000 | PA      | $323974.93     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630164                          | CUSIP: 36291KB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7978 | PA      | $8168.34       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732892                          | CUSIP: 3620ALF90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140007 | PA      | $138042.49     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705632                          | CUSIP: 36296Y4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2859 | PA      | $2940.20       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494691                          | CUSIP: 36210KRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2711 | PA      | $2755.27       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                   | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2325000 | PA      | $2598290.27    | 0.03%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429756                          | CUSIP: 36207EMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5194 | PA      | $5306.54       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683353                          | CUSIP: 36295XE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3499 | PA      | $3544.74       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469687                          | CUSIP: 36209EXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1091 | PA      | $1107.48       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672921                          | CUSIP: 36295KSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5925 | PA      | $6240.26       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772107                          | CUSIP: 36176PR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9562 | PA      | $8941.67       | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783104                          | CUSIP: 36241LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3976 | PA      | $3851.05       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584287                          | CUSIP: 36201JCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1729 | PA      | $1776.15       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746324                          | CUSIP: 3620C2D50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56551 | PA      | $56023.26      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627655                          | CUSIP: 36291GH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6926 | PA      | $7004.89       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8181                          | CUSIP: 36178VCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5650 | PA      | $5260.46       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570578                          | CUSIP: 36200R2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5226 | PA      | $5348.19       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587648                          | CUSIP: 36201MZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4373 | PA      | $4514.56       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2325                          | CUSIP: 36180USN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112567 | PA      | $101730.49     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1083                          | CUSIP: 36181GFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2228 | PA      | $2078.83       | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640882                          | CUSIP: 36291W6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8332 | PA      | $8537.76       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615877                          | CUSIP: 36290SFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5395 | PA      | $5508.35       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604513                          | CUSIP: 36200MSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41257 | PA      | $42201.71      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641817                          | CUSIP: 36291YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4597 | PA      | $4652.43       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620225                          | CUSIP: 36290XA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1883 | PA      | $1927.33       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648238                          | CUSIP: 36292GEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7585 | PA      | $7779.13       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2503                          | CUSIP: 36178MX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9107 | PA      | $8233.70       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4194                          | CUSIP: 36179SUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6599458 | PA      | $5719456.00    | 0.07%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693539                          | CUSIP: 36296KPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19400 | PA      | $19938.09      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605307                          | CUSIP: 36200NNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7992 | PA      | $8304.72       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767546                          | CUSIP: 36176JP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24346 | PA      | $24075.90      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588235                          | CUSIP: 36201NPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1052 | PA      | $1073.71       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559832                          | CUSIP: 36213N4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5379 | PA      | $5550.42       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637942                          | CUSIP: 36291TWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10516 | PA      | $10778.60      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585305                          | CUSIP: 36201KGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4091 | PA      | $4230.96       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770613                          | CUSIP: 36176M3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17302 | PA      | $17135.24      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548304                          | CUSIP: 36213ADH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19267 | PA      | $19556.28      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726362                          | CUSIP: 3620AC5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1276 | PA      | $1267.54       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744251                          | CUSIP: 3620AYZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72736 | PA      | $72062.27      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 681728                          | CUSIP: 36295VLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2840 | PA      | $2876.72       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778762                          | CUSIP: 36176W5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15905 | PA      | $14901.41      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647771                          | CUSIP: 36292FT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4219 | PA      | $4270.82       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630705                          | CUSIP: 36291KU62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1005 | PA      | $1030.09       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602562                          | CUSIP: 36200JMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2174 | PA      | $2262.09       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625104                          | CUSIP: 36291DNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7933 | PA      | $8117.56       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609362                          | CUSIP: 36202T5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9935 | PA      | $10144.30      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587800                          | CUSIP: 36201M7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2665 | PA      | $2722.81       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778366                          | CUSIP: 36176WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88162 | PA      | $82643.27      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO3479                          | CUSIP: 3617A32L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46337 | PA      | $41539.39      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8269                          | CUSIP: 36178GFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49835 | PA      | $48176.45      | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794932                          | CUSIP: 36177PPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87341 | PA      | $81761.67      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3418000 | PA      | $3406443.24    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703157                          | CUSIP: 36296WE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      261290 | PA      | $252991.09     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                             | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      779000 | PA      | $741097.70     | 0.01%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A A4                   | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211000 | PA      | $215360.72     | 0.00%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550656                          | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2036 | PA      | $2061.03       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $47907.13      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592614                          | CUSIP: 36201TK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5079 | PA      | $5189.99       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636174                          | CUSIP: 36291RXB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50670 | PA      | $51880.49      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4946                          | CUSIP: 3132DSP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9723532 | PA      | $7858976.62    | 0.10%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1063421.38    | 0.01%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV4742                          | CUSIP: 36195FHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126244 | PA      | $116054.55     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1881                          | CUSIP: 36180UCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104714 | PA      | $95356.82      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641602                          | CUSIP: 36291XX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21498 | PA      | $22036.45      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783261                          | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2153100 | PA      | $2133151.98    | 0.03%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611999                          | CUSIP: 36202W3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3856 | PA      | $3945.16       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70274.41      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AT7429                          | CUSIP: 36194GHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19241 | PA      | $17688.06      | 0.00%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569570                          | CUSIP: 36200QW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5917 | PA      | $6018.90       | 0.00%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619333                          | CUSIP: 36290WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5938 | PA      | $6068.86       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 B                     | CUSIP: 02007WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      316000 | PA      | $323959.00     | 0.00%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754258                          | CUSIP: 36230NWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2722 | PA      | $2697.22       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460210                          | CUSIP: 36208TGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1103 | PA      | $1127.84       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6632                          | CUSIP: 36181ALM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      265147 | PA      | $240476.58     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604897                          | CUSIP: 36200M7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28060 | PA      | $28382.05      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588365                          | CUSIP: 36201NTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11019 | PA      | $11144.10      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97618                          | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4528 | PA      | $4489.47       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615787                          | CUSIP: 36290SCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17671 | PA      | $18049.20      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607752                          | CUSIP: 36202SEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3675 | PA      | $3795.82       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619647                          | CUSIP: 36290WL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5520 | PA      | $5579.59       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782423                          | CUSIP: 36241KVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9112 | PA      | $9360.22       | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 279907                          | CUSIP: 36220J3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2079 | PA      | $2126.42       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603762                          | CUSIP: 36200KWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6250 | PA      | $6315.98       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497332                          | CUSIP: 36210NPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5762 | PA      | $5890.74       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569569                          | CUSIP: 36200QW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5294 | PA      | $5445.91       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553383                          | CUSIP: 36213FXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10272 | PA      | $10347.54      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 444207                          | CUSIP: 36207WNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14140 | PA      | $13986.84      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607000                          | CUSIP: 36201YKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15974 | PA      | $16543.62      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585193                          | CUSIP: 36201KC61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1203 | PA      | $1229.43       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453041                          | CUSIP: 36208KHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4205 | PA      | $4335.39       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2012000 | PA      | $1324476.49    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628878                          | CUSIP: 36291HUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15687 | PA      | $15865.31      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751241                          | CUSIP: 36230KLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51740 | PA      | $51238.03      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740450                          | CUSIP: 3620AUTF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94952 | PA      | $91856.72      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574591                          | CUSIP: 36200WKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29637 | PA      | $30311.95      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620509                          | CUSIP: 36290XKW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23858 | PA      | $24134.15      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757254                          | CUSIP: 36230SBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16320 | PA      | $16149.36      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620579                          | CUSIP: 36290XM49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2703 | PA      | $2764.05       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793025                          | CUSIP: 36177MLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19734 | PA      | $18468.18      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669028                          | CUSIP: 36295FHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3512 | PA      | $3599.18       | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603341                          | CUSIP: 36200KHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1616 | PA      | $1669.92       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 725266                          | CUSIP: 3620ABW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20700 | PA      | $20502.74      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753314                          | CUSIP: 36230MVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21629 | PA      | $20941.61      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546566                          | CUSIP: 36212XFF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5311 | PA      | $5434.71       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542058                          | CUSIP: 36212SE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26943 | PA      | $27422.83      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A9                 | CUSIP: 69382CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23447092 | PA      | $23515565.03   | 0.30%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644014                          | CUSIP: 36292BN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15923 | PA      | $16316.93      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622123                          | CUSIP: 36291AD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6984 | PA      | $7137.70       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782363                          | CUSIP: 36241KTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1670 | PA      | $1716.48       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497445                          | CUSIP: 36210NTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1265 | PA      | $1282.02       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608776                          | CUSIP: 36202TJV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2888 | PA      | $2955.58       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691722                          | CUSIP: 36296HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15418 | PA      | $14909.64      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462907                          | CUSIP: 36208WGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1283 | PA      | $1311.98       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615658                          | CUSIP: 36290R5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9771 | PA      | $9990.87       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637936                          | CUSIP: 36291TV54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2591 | PA      | $2652.35       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL1468                          | CUSIP: 36183WTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66739 | PA      | $64143.50      | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586915                          | CUSIP: 36201MAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3180 | PA      | $3239.54       | 0.00%             | 2032-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      245000 | PA      | $244064.79     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5058                          | CUSIP: 36184BTP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      142209 | PA      | $127404.71     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621697                          | CUSIP: 36290YUW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3140 | PA      | $3127.68       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592569                          | CUSIP: 36201TJN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8152 | PA      | $8321.77       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593377                          | CUSIP: 36201UFS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1926 | PA      | $1962.38       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496779                          | CUSIP: 36210M2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4501 | PA      | $4581.75       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | BANCO DE CREDITO                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     4090000 | PA      | $4080798.41    | 0.05%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1140623.19    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588327                          | CUSIP: 36201NSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2203 | PA      | $2252.25       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586345                          | CUSIP: 36201LL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2996 | PA      | $3032.52       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8431                          | CUSIP: 36180MLL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17400 | PA      | $15768.09      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8915                          | CUSIP: 36180M3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      938364 | PA      | $834099.44     | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      726000 | PA      | $734626.56     | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468350                          | CUSIP: 36209DH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8914 | PA      | $9035.00       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 C                     | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146000 | PA      | $148823.99     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8148                          | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6318587 | PA      | $5604166.80    | 0.07%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $315072.16     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627262                          | CUSIP: 36291FZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4979 | PA      | $5037.84       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2349000 | PA      | $1827354.48    | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626856                          | CUSIP: 36291FMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5223 | PA      | $5341.00       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                          | STACR 2025-DNA1 A1                 | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      222601 | PA      | $221489.47     | 0.00%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582741                          | CUSIP: 36201GLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6096 | PA      | $6232.48       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      735000 | PA      | $743363.44     | 0.01%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 C                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      924000 | PA      | $923845.41     | 0.01%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705750                          | CUSIP: 36297ABT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1313 | PA      | $1330.48       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771417                          | CUSIP: 36176NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11856 | PA      | $11494.84      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609460                          | CUSIP: 36202UB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3517 | PA      | $3598.46       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494974                          | CUSIP: 36210K2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5172 | PA      | $5267.45       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606285                          | CUSIP: 36201XRE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2732 | PA      | $2762.57       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625963                          | CUSIP: 36291EML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3853 | PA      | $3941.64       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565683                          | CUSIP: 36213VM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2116 | PA      | $2191.52       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9314                          | CUSIP: 36184HK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1106895 | PA      | $995360.74     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571829                          | CUSIP: 36200THE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9100 | PA      | $9016.07       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605798                          | CUSIP: 36200N7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27917 | PA      | $28237.71      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738310                          | CUSIP: 3620ASGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2544 | PA      | $2519.47       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631280                          | CUSIP: 36291LJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15343 | PA      | $15730.39      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778600                          | CUSIP: 36176WX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8466 | PA      | $8229.16       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3975                            | CUSIP: 36202EMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13055 | PA      | $13514.38      | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691708                          | CUSIP: 36296HNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245228 | PA      | $237107.45     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778375                          | CUSIP: 36176WQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      289748 | PA      | $271019.60     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615528                          | CUSIP: 36290RYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      236324 | PA      | $239040.30     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758213                          | CUSIP: 36230TDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130689 | PA      | $126251.27     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1993                          | CUSIP: 3617UMGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      153069 | PA      | $135163.93     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL               | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6465000 | PA      | $5237626.86    | 0.07%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449542                          | CUSIP: 36208FLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1790 | PA      | $1830.19       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5Y NOTE FRI WK1May25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        1371 | NC      | $492703.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778611                          | CUSIP: 36176WYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2081 | PA      | $2011.43       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467038                          | CUSIP: 36209BZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1003 | PA      | $1025.84       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731646                          | CUSIP: 3620AJZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9055 | PA      | $9307.09       | 0.00%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622154                          | CUSIP: 36291AE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1180 | PA      | $1192.66       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645875                          | CUSIP: 36292DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3148 | PA      | $3187.13       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721747                          | CUSIP: 3620A7ZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22137 | PA      | $21932.37      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764491                          | CUSIP: 36176FC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8243 | PA      | $8151.85       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                   | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2799000 | PA      | $2281034.43    | 0.03%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620457                          | CUSIP: 36290XJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17237 | PA      | $17430.59      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764182                          | CUSIP: 36176EXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1374 | PA      | $1325.65       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711709                          | CUSIP: 36297GVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15641 | PA      | $14168.94      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634421                          | CUSIP: 36291PYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39266 | PA      | $40190.24      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 680572                          | CUSIP: 36295UCH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9042 | PA      | $9544.90       | 0.00%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | SCRT 2019-1 MZ                     | CUSIP: 35563PJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3123476 | PA      | $2287764.17    | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617290                          | CUSIP: 36290TXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25911 | PA      | $26608.90      | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611867                          | CUSIP: 36202WW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7896 | PA      | $8078.32       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698434                          | CUSIP: 36296Q4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24817 | PA      | $25139.20      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                     | JPMCC 2010-C2 D                    | CUSIP: 46635GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32579 | PA      | $31076.71      | 0.00%             | 2043-11-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495851                          | CUSIP: 36210LZQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1097 | PA      | $1121.34       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $407990.18     | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2691000 | PA      | $2744591.89    | 0.03%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636909                          | CUSIP: 36291SR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11101 | PA      | $11376.75      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172825.36     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705932                          | CUSIP: 36297AHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      699880 | PA      | $655528.81     | 0.01%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492976                          | CUSIP: 36210HT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2856 | PA      | $2901.31       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634283                          | CUSIP: 36291PUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4494 | PA      | $4606.14       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642388                          | CUSIP: 36291YUM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3571 | PA      | $3663.86       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403450                          | CUSIP: 36205XEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4107 | PA      | $4154.52       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783334                          | CUSIP: 36241LV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25045 | PA      | $26051.47      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5948                          | CUSIP: 36178DTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22138 | PA      | $20118.46      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615894                          | CUSIP: 36290SGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1174 | PA      | $1186.11       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 C                     | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914000 | PA      | $919167.57     | 0.01%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2582                          | CUSIP: 36183X2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80032 | PA      | $71726.99      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652510                          | CUSIP: 36292L3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3312 | PA      | $3448.29       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621338                          | CUSIP: 36290YHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8868 | PA      | $9081.04       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737822                          | CUSIP: 3620ARVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25408 | PA      | $25728.75      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3727                          | CUSIP: 3131X7D88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3766 | PA      | $3720.46       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493894                          | CUSIP: 36210JUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1660 | PA      | $1692.71       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603773                          | CUSIP: 36200KXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1808 | PA      | $1868.46       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605107                          | CUSIP: 36200NGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118164 | PA      | $120871.03     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669094                          | CUSIP: 36295FKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17735 | PA      | $18628.99      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570433                          | CUSIP: 36200RV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5523 | PA      | $5690.42       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629987                          | CUSIP: 36291J2U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16797 | PA      | $17186.05      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604403                          | CUSIP: 36200MNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1003 | PA      | $1025.60       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK9991                          | CUSIP: 36183UC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128664 | PA      | $116232.75     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                    | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      903000 | PA      | $885101.01     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 437483                          | CUSIP: 36207N6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5459 | PA      | $5560.45       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3840                            | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36547 | PA      | $37104.55      | 0.00%             | 2036-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749101                          | CUSIP: 3620C5GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3411 | PA      | $3290.29       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 444362                          | CUSIP: 36207WTT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3085 | PA      | $3154.15       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591991                          | CUSIP: 36201SUQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6823 | PA      | $6966.09       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610884                          | CUSIP: 36202VUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25256 | PA      | $25511.49      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757458                          | CUSIP: 36230SJB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25108 | PA      | $24234.45      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84237                          | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5828 | PA      | $5342.80       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604650                          | CUSIP: 36200MWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17082 | PA      | $17267.88      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609350                          | CUSIP: 36202T5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5222 | PA      | $5334.91       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610990                          | CUSIP: 36202VXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2269 | PA      | $2295.73       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672395                          | CUSIP: 36295J7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8661 | PA      | $9109.08       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762160                          | CUSIP: 36176CQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19930 | PA      | $19719.26      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678949                          | CUSIP: 36295SH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76979 | PA      | $80847.01      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      594000 | PA      | $606057.01     | 0.01%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553248                          | CUSIP: 36213FTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21881 | PA      | $22327.64      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272308 | PA      | $260297.39     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     2358000 | PA      | $2404356.19    | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763480                          | CUSIP: 36176D6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2249 | PA      | $2176.45       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701742                          | CUSIP: 36296US76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44459 | PA      | $45720.75      | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     7000000 | PA      | $3458350.00    | 0.04%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647703                          | CUSIP: 36292FRY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40485 | PA      | $40266.06      | 0.00%             | 2035-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: QZ7659399<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |      125000 | PA      | $159381.96     | 0.00%             | 2026-10-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558779                          | CUSIP: 36213MXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11762 | PA      | $12029.86      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87339                          | CUSIP: 312934EL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1437 | PA      | $1458.76       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 5/25                      | CUSIP: 21H022655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8000000 | PA      | $6816917.60    | 0.09%             | 2025-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580362                          | CUSIP: 36201DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1094 | PA      | $1119.44       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75488100 | PA      | $76039517.17   | 0.96%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1444000 | PA      | $1101060.76    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7947639.20   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634300                          | CUSIP: 36291PUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2158 | PA      | $2212.78       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 271947                          | CUSIP: 36220ABQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10786 | PA      | $10911.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1680000 | PA      | $1734136.15    | 0.02%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553172                          | CUSIP: 36213FQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6970 | PA      | $7129.19       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496114                          | CUSIP: 36210MDT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1522 | PA      | $1556.39       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597323                          | CUSIP: 36200CSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3311 | PA      | $3378.79       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647809                          | CUSIP: 36292FVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7196 | PA      | $7376.78       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     1222000 | PA      | $1199383.13    | 0.02%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442947                          | CUSIP: 36207VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1807 | PA      | $1847.72       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613879                          | CUSIP: 36290N6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5137 | PA      | $5251.12       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT            | INDO ASA/MINERAL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     4415000 | PA      | $4636846.57    | 0.06%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 382828                          | CUSIP: 36204XHD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1181 | PA      | $1207.62       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AQ5878                          | CUSIP: 36189WQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12042 | PA      | $10791.61      | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661570                          | CUSIP: 36294V6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20062 | PA      | $21073.15      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703194                          | CUSIP: 36296WGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14460 | PA      | $13245.44      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520769                          | CUSIP: 36211RQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2599 | PA      | $2661.90       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604061                          | CUSIP: 36200MB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1436 | PA      | $1465.70       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586295                          | CUSIP: 36201LKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24872 | PA      | $25484.72      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498403                          | CUSIP: 36210PU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4156 | PA      | $4249.07       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612172                          | CUSIP: 36202XCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16359 | PA      | $16296.79      | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1200695.69    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 C                     | CUSIP: 02007WAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      254000 | PA      | $260220.87     | 0.00%             | 2029-03-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 B                     | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      271000 | PA      | $274871.56     | 0.00%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5                  | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2020291 | PA      | $1812867.52    | 0.02%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2328                          | CUSIP: 36178MSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3564 | PA      | $3394.84       | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2963.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                     | CAS 2024-R04 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      296650 | PA      | $295588.02     | 0.00%             | 2044-05-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477546                          | CUSIP: 36209PP76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4538 | PA      | $4610.42       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580416                          | CUSIP: 36201DYM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8220 | PA      | $8414.37       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     3458000 | PA      | $2469708.55    | 0.03%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783609                          | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7683 | PA      | $7613.50       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772091                          | CUSIP: 36176PRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      129138 | PA      | $120855.71     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7523075 | PA      | $6418822.61    | 0.08%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606672                          | CUSIP: 36201X6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9801 | PA      | $9906.03       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779746                          | CUSIP: 36176YBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20966 | PA      | $20226.24      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                    | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     1700000 | PA      | $1020921.75    | 0.01%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598064                          | CUSIP: 36200DMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1008 | PA      | $1035.29       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4475                          | CUSIP: 36178B6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26812 | PA      | $25099.62      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                          | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2459231 | PA      | $2255007.99    | 0.03%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 680624                          | CUSIP: 36295UD57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2636 | PA      | $2734.05       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1918000 | PA      | $2047604.31    | 0.03%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737539                          | CUSIP: 3620ARLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21660 | PA      | $20975.38      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8697                          | CUSIP: 36179JUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      173953 | PA      | $158021.99     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783397                          | CUSIP: 36241LX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1603834 | PA      | $1630652.42    | 0.02%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 419155                          | CUSIP: 36206RTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1491 | PA      | $1510.12       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647516                          | CUSIP: 36292FK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3641 | PA      | $3686.98       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619188                          | CUSIP: 36290V2V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12639 | PA      | $12946.34      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 515966                          | CUSIP: 36211LFF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45271 | PA      | $44854.50      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607483                          | CUSIP: 36201Y2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20010 | PA      | $20250.53      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7907000 | PA      | $8081447.59    | 0.10%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710794                          | CUSIP: 36297FUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33811 | PA      | $34249.53      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735209                          | CUSIP: 3620ANYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3501 | PA      | $3382.34       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613910                          | CUSIP: 36290QAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1342 | PA      | $1383.91       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704577                          | CUSIP: 36296XXE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25319 | PA      | $25118.91      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582888                          | CUSIP: 36201GRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2079 | PA      | $2125.72       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 430632                          | CUSIP: 36207FLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3825 | PA      | $3874.91       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555831                          | CUSIP: 36213JPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1242 | PA      | $1283.80       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595624                          | CUSIP: 36200AVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1486 | PA      | $1517.22       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4319                          | CUSIP: 36179SYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      507409 | PA      | $439748.34     | 0.01%             | 2047-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711543                          | CUSIP: 36297GP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      971247 | PA      | $939084.81     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2998                          | CUSIP: 36183YKK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44809 | PA      | $42436.14      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5435                          | CUSIP: 36180HBC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132063 | PA      | $123493.91     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782387                          | CUSIP: 36241KUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45833 | PA      | $46424.54      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583203                          | CUSIP: 36201G3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1072 | PA      | $1105.95       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769606                          | CUSIP: 36176LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15638 | PA      | $15078.33      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462563                          | CUSIP: 36208VZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4034 | PA      | $4080.72       | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |      487000 | PA      | $493936.83     | 0.01%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464522                          | CUSIP: 36208YAX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1886 | PA      | $1903.24       | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632982                          | CUSIP: 36291NFX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10553 | PA      | $11081.99      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1618000 | PA      | $1103099.91    | 0.01%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701962                          | CUSIP: 36296UZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30020 | PA      | $29759.58      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609709                          | CUSIP: 36202UKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8460 | PA      | $8644.98       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738630                          | CUSIP: 3620ASST7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18132 | PA      | $17513.26      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B B                     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206016 | PA      | $207036.40     | 0.00%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763884                          | CUSIP: 36176EM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170971 | PA      | $153976.64     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615656                          | CUSIP: 36290R5R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1296 | PA      | $1311.01       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77292                          | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4068 | PA      | $4128.44       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 504307                          | CUSIP: 36210WGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1480 | PA      | $1512.76       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632242                          | CUSIP: 36291MLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1144 | PA      | $1175.44       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710322                          | CUSIP: 36297FD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1481 | PA      | $1500.27       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1686627.93    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $118735.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2023-2 A                     | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      397000 | PA      | $408637.30     | 0.01%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                           | CRVNA 2021-P3 A4                   | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      496000 | PA      | $485551.12     | 0.01%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1859                          | CUSIP: 36179BB45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15514 | PA      | $14064.76      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748523                          | CUSIP: 3620C4SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39511 | PA      | $39097.43      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                          | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28940 | PA      | $29368.61      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07785                          | CUSIP: 3128M96W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10108 | PA      | $9997.46       | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794387                          | CUSIP: 36177N2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21598 | PA      | $20175.49      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605444                          | CUSIP: 36200NS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9556 | PA      | $9883.51       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2449000 | PA      | $2487780.50    | 0.03%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716818                          | CUSIP: 3620A2K70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15239 | PA      | $15110.73      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749197                          | CUSIP: 3620C5KJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      223221 | PA      | $215828.66     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA9713                          | CUSIP: 36178HYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5471 | PA      | $5095.62       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94672                          | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2047 | PA      | $2028.58       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620429                          | CUSIP: 36290XHE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1927 | PA      | $1947.16       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736150                          | CUSIP: 3620APZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46834 | PA      | $46384.83      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620642                          | CUSIP: 36290XP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20268 | PA      | $20502.07      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687928                          | CUSIP: 36296DHD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54382 | PA      | $57198.52      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737528                          | CUSIP: 3620ARLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94326 | PA      | $91399.30      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471346                          | CUSIP: 36209GTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2737 | PA      | $2794.60       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694335                          | CUSIP: 36296LLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8219 | PA      | $8453.61       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD5918                          | CUSIP: 3617BMSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166081 | PA      | $152156.56     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      763000 | PA      | $776270.92     | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2544                          | CUSIP: 36180UZH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56218 | PA      | $50845.69      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626555                          | CUSIP: 36291FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21205 | PA      | $21721.38      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705903                          | CUSIP: 36297AGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      283576 | PA      | $273851.69     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    73984490 | PA      | $58926589.87   | 0.74%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783121                          | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      768358 | PA      | $743954.95     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6505                          | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51218 | PA      | $41028.15      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521361                          | CUSIP: 36211SFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58546 | PA      | $60856.85      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580447                          | CUSIP: 36201DZL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17130 | PA      | $17572.63      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651244                          | CUSIP: 36292KP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5183 | PA      | $5286.18       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470112                          | CUSIP: 36209FGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2776 | PA      | $2816.34       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A B                      | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      636000 | PA      | $647110.79     | 0.01%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6852000 | PA      | $5131676.17    | 0.06%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764662                          | CUSIP: 36176FJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68576 | PA      | $67836.58      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602413                          | CUSIP: 36200JGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7528 | PA      | $7618.16       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5620                          | CUSIP: 36180HG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5286 | PA      | $4928.59       | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       41000 | PA      | $39708.51      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482788                          | CUSIP: 36209VJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1229 | PA      | $1245.69       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1750                          | CUSIP: 36179A5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53775 | PA      | $48752.18      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9606                          | CUSIP: 36184HU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87525 | PA      | $83864.68      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635891                          | CUSIP: 36291RNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17363 | PA      | $17567.48      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642180                          | CUSIP: 36291YM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17508 | PA      | $17950.72      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587413                          | CUSIP: 36201MSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2802 | PA      | $2857.58       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676434                          | CUSIP: 36295PPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17788 | PA      | $18494.37      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4600                            | CUSIP: 36202FDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130090 | PA      | $134765.26     | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645361                          | CUSIP: 36292C5W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2328 | PA      | $2346.94       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575892                          | CUSIP: 36200XXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1934 | PA      | $2003.35       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724172                          | CUSIP: 3620AAQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27523 | PA      | $26569.73      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621402                          | CUSIP: 36290YKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9801 | PA      | $9917.42       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781288                          | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13331 | PA      | $13729.28      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU2118                          | CUSIP: 3140M3K82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31329 | PA      | $28488.16      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39621523 | PA      | $31664748.51   | 0.40%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762950                          | CUSIP: 36176DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3481 | PA      | $3445.03       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794621                          | CUSIP: 36177PD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      252282 | PA      | $236294.47     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3541                          | CUSIP: 3131X65A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1658 | PA      | $1639.32       | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746148                          | CUSIP: 3620C15H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40756 | PA      | $39497.60      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620167                          | CUSIP: 36290W6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9164 | PA      | $9323.44       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      974000 | PA      | $985784.01     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769944                          | CUSIP: 36176MER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24760 | PA      | $23906.71      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08658                          | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17733 | PA      | $15865.21      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $130714.62     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697571                          | CUSIP: 36296P6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18113 | PA      | $18348.19      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678637                          | CUSIP: 36295R4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23251 | PA      | $22529.71      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738525                          | CUSIP: 3620ASPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28334 | PA      | $28016.99      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1178530.34    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                      | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     4312000 | PA      | $4481515.84    | 0.06%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8427                          | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      145118 | PA      | $129317.85     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739185                          | CUSIP: 3620ATF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13277 | PA      | $13449.59      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    11750000 | PA      | $13331884.43   | 0.17%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438583                          | CUSIP: 36207QFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23109 | PA      | $22444.77      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646296                          | CUSIP: 36292D7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2650 | PA      | $2683.53       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554687                          | CUSIP: 36213HF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1599 | PA      | $1648.89       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557341                          | CUSIP: 36213LEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3573 | PA      | $3637.03       | 0.00%             | 2031-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794654                          | CUSIP: 36177PE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11412 | PA      | $10683.17      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562290                          | CUSIP: 36213RUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8039 | PA      | $8219.83       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671804                          | CUSIP: 36295JKR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10152 | PA      | $10429.76      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                                      | TALNT 2024-1A A                    | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |      929000 | PA      | $956429.84     | 0.01%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682557                          | CUSIP: 36295WJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1844 | PA      | $1827.07       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533673                          | CUSIP: 36212G2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6766 | PA      | $6965.65       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581518                          | CUSIP: 36201FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3328 | PA      | $3402.90       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750328                          | CUSIP: 3620C6SR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83573 | PA      | $80777.23      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737442                          | CUSIP: 3620ARHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158525 | PA      | $153605.84     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1286208.33    | 0.02%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5905                          | CUSIP: 36178DR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      291159 | PA      | $272485.98     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599838                          | CUSIP: 36200FLT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12519 | PA      | $12736.22      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604469                          | CUSIP: 36200MQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         963 | PA      | $959.20        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782277                          | CUSIP: 36241KQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10300 | PA      | $10578.19      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629924                          | CUSIP: 36291JYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5121 | PA      | $5181.05       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701752                          | CUSIP: 36296UTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12084 | PA      | $12742.04      | 0.00%             | 2039-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11949900 | PA      | $12154822.14   | 0.15%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781414                          | CUSIP: 36225BSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10028 | PA      | $10210.74      | 0.00%             | 2032-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782405                          | CUSIP: 36241KU63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50851 | PA      | $52210.26      | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A4                  | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306632 | PA      | $297294.14     | 0.00%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642608                          | CUSIP: 36291Y3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2583 | PA      | $2650.75       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603973                          | CUSIP: 36200K6J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22604 | PA      | $23065.23      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492995                          | CUSIP: 36210HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2174 | PA      | $2205.13       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748053                          | CUSIP: 3620C4BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9515 | PA      | $9196.27       | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719226                          | CUSIP: 3620A5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32827 | PA      | $33253.09      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537487                          | CUSIP: 36212MCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2205 | PA      | $2281.11       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778955                          | CUSIP: 36176XE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20963 | PA      | $19129.26      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597959                          | CUSIP: 36200DJC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1839 | PA      | $1879.47       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A A4                   | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      333075 | PA      | $340325.04     | 0.00%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3709                            | CUSIP: 36202EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2012 | PA      | $2005.59       | 0.00%             | 2035-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595482                          | CUSIP: 36200ARB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14540 | PA      | $14854.94      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $438289.67     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3305                          | CUSIP: 3140XJU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3375202 | PA      | $3048539.95    | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610297                          | CUSIP: 36202U7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1383 | PA      | $1422.97       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                   | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      161000 | PA      | $163615.70     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2372                          | CUSIP: 36180UT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4613 | PA      | $4289.95       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723319                          | CUSIP: 3620A9SG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      390539 | PA      | $387272.84     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733457                          | CUSIP: 3620ALZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45335 | PA      | $44866.01      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781687                          | CUSIP: 36225B2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26181 | PA      | $26758.00      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      400000 | PA      | $367135.71     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761784                          | CUSIP: 36176CCV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73406 | PA      | $72601.78      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694132                          | CUSIP: 36296LED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62778 | PA      | $63594.39      | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6557                          | CUSIP: 3132DUJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38752537 | PA      | $32273616.31   | 0.41%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619553                          | CUSIP: 36290WH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3723 | PA      | $3760.10       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782888                          | CUSIP: 36241LF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21498 | PA      | $21778.30      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461213                          | CUSIP: 36208UK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1426 | PA      | $1457.35       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745409                          | CUSIP: 3620C1DN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16805 | PA      | $16629.85      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633484                          | CUSIP: 36291NXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11168 | PA      | $11407.23      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473458                          | CUSIP: 36209J5T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1972 | PA      | $2015.95       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4193                            | CUSIP: 36202EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1312 | PA      | $1333.42       | 0.00%             | 2038-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610851                          | CUSIP: 36202VTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1490 | PA      | $1539.86       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592661                          | CUSIP: 36201TMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7703 | PA      | $7783.60       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750244                          | CUSIP: 3620C6P58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72708 | PA      | $70226.51      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458930                          | CUSIP: 36208RY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3177 | PA      | $3221.21       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740520                          | CUSIP: 3620AUVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23955 | PA      | $24264.68      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $15852.41      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706871                          | CUSIP: 36297BJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83750 | PA      | $81033.84      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      234000 | PA      | $244598.29     | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470973                          | CUSIP: 36209GFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8649 | PA      | $8842.07       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626114                          | CUSIP: 36291ESB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15662 | PA      | $15837.72      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623025                          | CUSIP: 36291BD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7591 | PA      | $7768.99       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647639                          | CUSIP: 36292FPY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5223 | PA      | $5291.03       | 0.00%             | 2037-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3                 | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1153814 | PA      | $1194106.22    | 0.02%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5134                          | CUSIP: 3140XLV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5620989 | PA      | $5179848.22    | 0.07%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0765                          | CUSIP: 31427MZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24531401 | PA      | $23609243.94   | 0.30%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595870                          | CUSIP: 36200A6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1301 | PA      | $1327.97       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3843000 | PA      | $3957895.46    | 0.05%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      139000 | PA      | $136116.40     | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598676                          | CUSIP: 36200ECM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7987 | PA      | $8233.65       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756932                          | CUSIP: 36230RVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24450 | PA      | $23709.60      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BE6414                          | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      845784 | PA      | $793850.64     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4                   | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254764 | PA      | $248131.91     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445990                          | CUSIP: 36207YNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9497 | PA      | $9695.23       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634372                          | CUSIP: 36291PW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6066 | PA      | $6209.30       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3213815.25    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738635                          | CUSIP: 3620ASSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14320 | PA      | $14204.50      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777558                          | CUSIP: 36176VTP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      256371 | PA      | $231242.59     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    21636000 | PA      | $21570352.52   | 0.27%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626491                          | CUSIP: 36291E7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7631 | PA      | $7721.63       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542828                          | CUSIP: 36212TA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6683 | PA      | $6762.81       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA1346                          | CUSIP: 36177XP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59844 | PA      | $54586.09      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710996                          | CUSIP: 36297F3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36775 | PA      | $37253.53      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763487                          | CUSIP: 36176D6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54786 | PA      | $54188.64      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627462                          | CUSIP: 36291GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2505 | PA      | $2601.16       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $1025647.23    | 0.01%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2638000 | PA      | $2353264.74    | 0.03%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A C                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      517000 | PA      | $525472.75     | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673751                          | CUSIP: 36295LQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20781 | PA      | $21857.54      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550689                          | CUSIP: 36213CXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4251 | PA      | $4300.71       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WK Kellogg Foundation Trust                                                      | WK KELLOGG FOUND                   | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |     9178000 | PA      | $5318196.08    | 0.07%             | 2050-10-01      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505670                          | CUSIP: 36210XW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1951 | PA      | $1982.50       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $101102.42     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7577                          | CUSIP: 36180KM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122660 | PA      | $114137.55     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5734                          | CUSIP: 36178DLP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18647 | PA      | $17400.03      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749251                          | CUSIP: 3620C5L88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21033 | PA      | $20301.58      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      519000 | PA      | $672104.13     | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612804                          | CUSIP: 36202XX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9025 | PA      | $9212.51       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501423                          | CUSIP: 36210TAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8430 | PA      | $8569.40       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR                   | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      975000 | PA      | $990753.94     | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575220                          | CUSIP: 36200XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2372 | PA      | $2427.76       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475371                          | CUSIP: 36209MCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1135 | PA      | $1160.23       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      378000 | PA      | $338958.88     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550436                          | CUSIP: 36213CPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2352 | PA      | $2420.51       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626812                          | CUSIP: 36291FKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10977 | PA      | $11113.11      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     4000000 | PA      | $3987652.76    | 0.05%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464835                          | CUSIP: 36208YLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1373 | PA      | $1403.22       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737662                          | CUSIP: 3620ARQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79972 | PA      | $75240.41      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794490                          | CUSIP: 36177N7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18320 | PA      | $16731.14      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS1286                          | CUSIP: 3132A1NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      602943 | PA      | $611131.76     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701582                          | CUSIP: 36296UM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      208914 | PA      | $214775.37     | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589603                          | CUSIP: 36201QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6016 | PA      | $6145.27       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634764                          | CUSIP: 36291QFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10293 | PA      | $10697.51      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617089                          | CUSIP: 36290TRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4062 | PA      | $4216.51       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $8072677.71    | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617508                          | CUSIP: 36290UAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63048 | PA      | $60896.64      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716046                          | CUSIP: 3620A1P77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24541 | PA      | $24300.04      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734104                          | CUSIP: 3620AMRZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18356 | PA      | $17275.22      | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710982                          | CUSIP: 36297F2P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6061 | PA      | $6007.65       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675364                          | CUSIP: 36295NJH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7578 | PA      | $7904.27       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769528                          | CUSIP: 36176LVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4726 | PA      | $4569.71       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621423                          | CUSIP: 36290YLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2954 | PA      | $3026.95       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     2711000 | PA      | $2750622.13    | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602661                          | CUSIP: 36200JQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10740 | PA      | $10974.04      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A4                    | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      242000 | PA      | $242833.16     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696983                          | CUSIP: 36296PJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68251 | PA      | $67636.36      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466439                          | CUSIP: 36209BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2530 | PA      | $2565.94       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600085                          | CUSIP: 36200FUJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22083 | PA      | $22839.34      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627324                          | CUSIP: 36291F4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2452 | PA      | $2547.04       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      958000 | PA      | $869554.92     | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742450                          | CUSIP: 3620AWZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4792 | PA      | $4745.61       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592009                          | CUSIP: 36201SVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4640 | PA      | $4745.83       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734423                          | CUSIP: 3620AM4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14633 | PA      | $14158.54      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615228                          | CUSIP: 36290RPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6407 | PA      | $6544.50       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3158069.19    | 0.04%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624395                          | CUSIP: 36291CUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11807 | PA      | $11928.87      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619299                          | CUSIP: 36290V7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17258 | PA      | $17649.20      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752300                          | CUSIP: 36230LRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1898 | PA      | $1877.82       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617613                          | CUSIP: 36290UDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2962 | PA      | $3110.97       | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566206                          | CUSIP: 36213WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1733 | PA      | $1752.98       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639141                          | CUSIP: 36291VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2464 | PA      | $2490.78       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606064                          | CUSIP: 36201XJH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1843 | PA      | $1881.08       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6401                          | CUSIP: 36178EDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      233173 | PA      | $211224.65     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1839                          | CUSIP: 36180UBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11490 | PA      | $10379.66      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468722                          | CUSIP: 36209DVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1397 | PA      | $1428.48       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470461                          | CUSIP: 36209FTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79459 | PA      | $78538.08      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS6818                          | CUSIP: 3132A7SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9418 | PA      | $9298.72       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704418                          | CUSIP: 36296XSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6128 | PA      | $6076.67       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     1199000 | PA      | $1607718.13    | 0.02%             | 2025-12-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473067                          | CUSIP: 36209JQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1077 | PA      | $1101.14       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619588                          | CUSIP: 36290WJ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9107 | PA      | $9204.97       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622397                          | CUSIP: 36291ANN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3687 | PA      | $3720.44       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759162                          | CUSIP: 36230UFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41440 | PA      | $40117.20      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 438561                          | CUSIP: 36207QFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11612 | PA      | $11485.45      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635313                          | CUSIP: 36291QYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23022 | PA      | $23594.10      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765930                          | CUSIP: 36176GVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10027 | PA      | $9916.98       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1139000 | PA      | $939407.57     | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646803                          | CUSIP: 36292ERY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3869 | PA      | $3965.55       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701250                          | CUSIP: 36296UBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7462 | PA      | $7839.09       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592362                          | CUSIP: 36201TB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4354 | PA      | $4459.02       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629392                          | CUSIP: 36291JF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8509 | PA      | $8597.66       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      780000 | PA      | $744958.27     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629891                          | CUSIP: 36291JXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18255 | PA      | $18716.30      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491007                          | CUSIP: 36210FNY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6990 | PA      | $7109.10       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712395                          | CUSIP: 36297HNL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1179 | PA      | $1192.85       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598595                          | CUSIP: 36200D7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71389 | PA      | $72830.74      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8312                          | CUSIP: 36180MGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39795 | PA      | $36466.98      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2294                          | CUSIP: 36180URP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22466 | PA      | $20375.93      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462818                          | CUSIP: 36208WDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         961 | PA      | $982.58        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670881                          | CUSIP: 36295HJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17206 | PA      | $18076.15      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615387                          | CUSIP: 36290RUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1604 | PA      | $1621.40       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 561043                          | CUSIP: 36213QHU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5586 | PA      | $5689.37       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                     | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     1781000 | PA      | $1348428.26    | 0.02%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425012                          | CUSIP: 36206YDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2283 | PA      | $2332.86       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552376                          | CUSIP: 36213ET97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1218 | PA      | $1242.59       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4619                          | CUSIP: 3617BLDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9118 | PA      | $8356.19       | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733484                          | CUSIP: 3620AL2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22364 | PA      | $22648.71      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613809                          | CUSIP: 36290N3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46052 | PA      | $46576.23      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476783                          | CUSIP: 36209NUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1715 | PA      | $1753.14       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CF5<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    10000000 | PA      | $9875793.44    | 0.12%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690137                          | CUSIP: 36296FV67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13602 | PA      | $13965.40      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783911                          | CUSIP: 3622A2KY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      267288 | PA      | $241841.43     | 0.00%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562272                          | CUSIP: 36213RT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3057 | PA      | $3136.33       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740440                          | CUSIP: 3620AUS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69095 | PA      | $68507.68      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732221                          | CUSIP: 3620AKPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3051 | PA      | $3027.98       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732513                          | CUSIP: 3620AKYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5112 | PA      | $5178.24       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      958000 | PA      | $936883.95     | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756318                          | CUSIP: 36230RAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      169399 | PA      | $167840.74     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646908                          | CUSIP: 36292EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5404 | PA      | $5378.22       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719252                          | CUSIP: 3620A5BV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29680 | PA      | $28706.85      | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C C                      | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      329000 | PA      | $328440.24     | 0.00%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605150                          | CUSIP: 36200NH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6760 | PA      | $6728.97       | 0.00%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772362                          | CUSIP: 36176PZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183086 | PA      | $176808.21     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434306                          | CUSIP: 36207KNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1718 | PA      | $1750.66       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8781                          | CUSIP: 36180MXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17528 | PA      | $15949.05      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638132                          | CUSIP: 36291T4R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23159 | PA      | $23717.30      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592730                          | CUSIP: 36201TPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8445 | PA      | $8625.72       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782293                          | CUSIP: 36241KRN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30069 | PA      | $29887.12      | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462801                          | CUSIP: 36208WDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1047 | PA      | $1070.72       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613014                          | CUSIP: 36290NAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6709 | PA      | $6786.79       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12800000 | PA      | $11353500.03   | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769934                          | CUSIP: 36176MEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17892 | PA      | $17719.53      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616360                          | CUSIP: 36290SWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29762 | PA      | $30111.08      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                          | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4653 | PA      | $4263.89       | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614434                          | CUSIP: 36290QSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2037 | PA      | $2060.61       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611580                          | CUSIP: 36202WM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1737 | PA      | $1776.18       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769657                          | CUSIP: 36176LZW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37792 | PA      | $35293.34      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B B                      | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315000 | PA      | $320544.69     | 0.00%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759066                          | CUSIP: 36230UCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31208 | PA      | $30195.98      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579509                          | CUSIP: 36201CYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4910 | PA      | $5010.68       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE0023                          | CUSIP: 36180SAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24339 | PA      | $22796.70      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670400                          | CUSIP: 36295GX56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116409 | PA      | $117920.62     | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746404                          | CUSIP: 3620C2GM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141964 | PA      | $140577.29     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594587                          | CUSIP: 36201VRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11415 | PA      | $11685.37      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 406554                          | CUSIP: 36206BTK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10113 | PA      | $10021.73      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3001000 | PA      | $3084354.70    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673267                          | CUSIP: 36295K6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7999 | PA      | $8102.81       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734363                          | CUSIP: 3620AMZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      461181 | PA      | $433524.52     | 0.01%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4450                          | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2420525 | PA      | $2170293.58    | 0.03%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670140                          | CUSIP: 36295GPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9548 | PA      | $9981.99       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699538                          | CUSIP: 36296SEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10742 | PA      | $11313.63      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699452                          | CUSIP: 36296SBV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18600 | PA      | $19601.27      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480282                          | CUSIP: 36209SRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8169 | PA      | $8351.60       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 B                     | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $542537.14     | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2804748.50    | 0.04%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594708                          | CUSIP: 36201VU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22798 | PA      | $23308.32      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615525                          | CUSIP: 36290RYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5969 | PA      | $6031.41       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687957                          | CUSIP: 36296DJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3099 | PA      | $3240.26       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1932                          | CUSIP: 36180DED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24789 | PA      | $23329.39      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609704                          | CUSIP: 36202UKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3637 | PA      | $3723.15       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    10380000 | PA      | $10533292.19   | 0.13%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667443                          | CUSIP: 36295DP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13605 | PA      | $14187.12      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688480                          | CUSIP: 36296D2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26513 | PA      | $27246.17      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704439                          | CUSIP: 36296XS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27807 | PA      | $27579.94      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482875                          | CUSIP: 36209VMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13734 | PA      | $13920.06      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-1 B                     | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      811000 | PA      | $825647.71     | 0.01%             | 2029-04-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733255                          | CUSIP: 3620ALTL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1930 | PA      | $1916.22       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610905                          | CUSIP: 36202VU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8116 | PA      | $8286.58       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615635                          | CUSIP: 36290R4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6583 | PA      | $6825.12       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2063                          | CUSIP: 36179BJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75833 | PA      | $71066.03      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust 2005-AR6                                               | GMACM 2005-AR6 3A1                 | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13372 | PA      | $11396.33      | 0.00%             | 2035-11-19      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620185                          | CUSIP: 36290W6W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5823 | PA      | $5963.53       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM1094                          | CUSIP: 36184LGB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28394 | PA      | $27324.75      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492134                          | CUSIP: 36210GV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3692 | PA      | $3738.83       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636002                          | CUSIP: 36291RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5962 | PA      | $6176.83       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604994                          | CUSIP: 36200NC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65932 | PA      | $66672.56      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499349                          | CUSIP: 36210QWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3023 | PA      | $3073.97       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616913                          | CUSIP: 36290TK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      456453 | PA      | $427294.62     | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670893                          | CUSIP: 36295HKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4157 | PA      | $4375.13       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO8725                          | CUSIP: 3617A9VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25394 | PA      | $22764.92      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655146                          | CUSIP: 36294NZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17637 | PA      | $18377.94      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738950                          | CUSIP: 3620AS5K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16042 | PA      | $15898.78      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732551                          | CUSIP: 3620AKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66055 | PA      | $65426.79      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602835                          | CUSIP: 36200JV49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1011 | PA      | $1021.58       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      985000 | PA      | $988663.04     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84293                          | CUSIP: 3132L9XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6322 | PA      | $5795.81       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0020                          | CUSIP: 36177WAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12166 | PA      | $11401.51      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 656293                          | CUSIP: 36294QC66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24824 | PA      | $25965.96      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07810                          | CUSIP: 3128MAAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144655 | PA      | $143589.86     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574779                          | CUSIP: 36200WQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15594 | PA      | $15765.36      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631766                          | CUSIP: 36291LZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7537 | PA      | $7816.59       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      473000 | PA      | $494960.01     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82363                          | CUSIP: 3132L7TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      196207 | PA      | $194466.77     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723470                          | CUSIP: 3620A9W72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27697 | PA      | $27429.47      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2463409.52    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796317                          | CUSIP: 36177RAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54259 | PA      | $52206.67      | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5                  | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388595 | PA      | $385044.76     | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620170                          | CUSIP: 36290W6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6105 | PA      | $6255.17       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17000000 | PA      | $16183203.04   | 0.20%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646075                          | CUSIP: 36292DXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1770 | PA      | $1792.24       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3486000 | PA      | $2670202.11    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772359                          | CUSIP: 36176PZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20568 | PA      | $20398.67      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781530                          | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14373 | PA      | $14852.64      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2657                            | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7176 | PA      | $7275.80       | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                           | FORDR 2024-1 A                     | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1731000 | PA      | $1761283.50    | 0.02%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578251                          | CUSIP: 36201BL87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1055 | PA      | $1072.97       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $772013.20     | 0.01%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3374                          | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      438511 | PA      | $382879.54     | 0.00%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8455                          | CUSIP: 3132A9MC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5503 | PA      | $5431.62       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1653000 | PA      | $1632557.56    | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692517                          | CUSIP: 36296JK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6627 | PA      | $6983.38       | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6290                          | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64670 | PA      | $58559.81      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1453999.84    | 0.02%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     3639000 | PA      | $3737145.48    | 0.05%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767046                          | CUSIP: 36176H5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88267 | PA      | $80182.90      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL8626                          | CUSIP: 36184FSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14855 | PA      | $13316.63      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595828                          | CUSIP: 36200A4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7122 | PA      | $7082.07       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637267                          | CUSIP: 36291S6C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2294 | PA      | $2349.81       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7691                          | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      586416 | PA      | $531007.01     | 0.01%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616921                          | CUSIP: 36290TLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8417 | PA      | $8629.19       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644991                          | CUSIP: 36292CRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5520 | PA      | $5588.51       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B               | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7080000 | PA      | $4602808.54    | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727907                          | CUSIP: 3620AEU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93581 | PA      | $90419.41      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605265                          | CUSIP: 36200NMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27367 | PA      | $27230.37      | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616966                          | CUSIP: 36290TMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1883 | PA      | $1956.70       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                          | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13060928 | PA      | $12021202.66   | 0.15%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767049                          | CUSIP: 36176H5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      145559 | PA      | $131393.15     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687187                          | CUSIP: 36296CNC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34059 | PA      | $34493.12      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486713                          | CUSIP: 36210AVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2358 | PA      | $2391.08       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4833                          | CUSIP: 36179TLN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6944 | PA      | $5769.63       | 0.00%             | 2046-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    24580214 | PA      | $27576987.26   | 0.35%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491323                          | CUSIP: 36210FYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1481 | PA      | $1514.36       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91645                          | CUSIP: 312939ZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      132379 | PA      | $131442.98     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749786                          | CUSIP: 3620C56X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      127632 | PA      | $123514.85     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553318                          | CUSIP: 36213FVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38598 | PA      | $39023.38      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612764                          | CUSIP: 36202XWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1665 | PA      | $1682.81       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK6890                          | CUSIP: 36183QUP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100148 | PA      | $90090.46      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751007                          | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21658 | PA      | $21448.88      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717992                          | CUSIP: 3620A3UR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21685 | PA      | $22283.23      | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779354                          | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1556 | PA      | $1451.23       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741301                          | CUSIP: 3620AVRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27937 | PA      | $27649.51      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726380                          | CUSIP: 3620AC6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7519 | PA      | $7454.02       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434380                          | CUSIP: 36207KQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2670 | PA      | $2719.05       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3549505.14    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1653309.31    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579538                          | CUSIP: 36201CZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1150 | PA      | $1185.05       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4662                          | CUSIP: 36179EFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26333 | PA      | $23759.83      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8122                          | CUSIP: 36179JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9020 | PA      | $8161.25       | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781244                          | CUSIP: 36225BLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3904 | PA      | $3964.61       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768361                          | CUSIP: 36176KMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125699 | PA      | $121854.66     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $427427.11     | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                      | ALTAREA                            | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235764.53     | 0.00%             | 2031-10-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BG4091                          | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      645984 | PA      | $606318.93     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8242000 | PA      | $8031887.24    | 0.10%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603630                          | CUSIP: 36200KST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5127 | PA      | $5185.13       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626950                          | CUSIP: 36291FQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      328507 | PA      | $294495.95     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749908                          | CUSIP: 3620C6DM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69639 | PA      | $68913.98      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603757                          | CUSIP: 36200KWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10269 | PA      | $10428.38      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1677032.37    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 527597                          | CUSIP: 36212ADA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2196 | PA      | $2267.34       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1421000 | PA      | $1423436.41    | 0.02%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611210                          | CUSIP: 36202WAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21942 | PA      | $22447.68      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501366                          | CUSIP: 36210S6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         996 | PA      | $1007.73       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752979                          | CUSIP: 36230MJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2020 | PA      | $1948.18       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781724                          | CUSIP: 36225B4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21226 | PA      | $21933.68      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1104181.40    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06693                          | CUSIP: 3128M8XW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43288 | PA      | $43938.43      | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489836                          | CUSIP: 36210EEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1798 | PA      | $1838.08       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507856                          | CUSIP: 36211BE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1864 | PA      | $1896.53       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752990                          | CUSIP: 36230MKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6394 | PA      | $6193.58       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551977                          | CUSIP: 36213EFS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1527 | PA      | $1574.56       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | MILEAGE PLUS HLD                   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5471887 | PA      | $5489277.60    | 0.07%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591280                          | CUSIP: 36201R2M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19178 | PA      | $19727.89      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644788                          | CUSIP: 36292CJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2074 | PA      | $2100.06       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4326                          | CUSIP: 36179DYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135340 | PA      | $121285.72     | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637413                          | CUSIP: 36291TDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20203 | PA      | $20658.28      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602589                          | CUSIP: 36200JNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4778 | PA      | $4758.86       | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4390 NZ                        | CUSIP: 3137BDXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56298948 | PA      | $50733915.47   | 0.64%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1188633.83    | 0.02%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08607                          | CUSIP: 3128MJU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22254 | PA      | $21854.26      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      719000 | PA      | $708766.57     | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606932                          | CUSIP: 36201YHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5435 | PA      | $5561.94       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682929                          | CUSIP: 36295WVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4492 | PA      | $4450.51       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10170200 | PA      | $10408564.06   | 0.13%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597891                          | CUSIP: 36200DF81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16253 | PA      | $16623.16      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      293000 | PA      | $288812.01     | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6524351.97    | 0.08%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25157                          | CUSIP: 3132M5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5243 | PA      | $5158.82       | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566555                          | CUSIP: 36213WMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1800 | PA      | $1862.45       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24744                          | CUSIP: 3132M45D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16777 | PA      | $16507.36      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171000 | PA      | $163840.62     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4338                          | CUSIP: 36178QZB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      187463 | PA      | $175728.33     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                            | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1974 | PA      | $2083.50       | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1295076.82    | 0.02%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611940                          | CUSIP: 36202WZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4404 | PA      | $4504.84       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604483                          | CUSIP: 36200MRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3931 | PA      | $4016.11       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628912                          | CUSIP: 36291HVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2647 | PA      | $2709.80       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     2936000 | PA      | $3064402.34    | 0.04%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A A                    | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      575000 | PA      | $584845.55     | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649512                          | CUSIP: 36292HR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6036 | PA      | $6107.60       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4128                          | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7948 | PA      | $7541.70       | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     8570000 | PA      | $8590491.01    | 0.11%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710997                          | CUSIP: 36297F3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      418707 | PA      | $424135.57     | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224942.17     | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2553939.67    | 0.03%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739557                          | CUSIP: 3620ATTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6756 | PA      | $6689.93       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08567                          | CUSIP: 3128MJTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30756 | PA      | $29511.58      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710518                          | CUSIP: 36297FK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10118 | PA      | $9842.52       | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97050.74      | 0.00%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676973                          | CUSIP: 36295QCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36354 | PA      | $36813.74      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AE5683                          | CUSIP: 36180YJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1048175 | PA      | $959766.83     | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4193                          | CUSIP: 36179SUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25855 | PA      | $21906.91      | 0.00%             | 2043-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15100000 | PA      | $15184347.69   | 0.19%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93070                          | CUSIP: 312941MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12781 | PA      | $12973.20      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732062                          | CUSIP: 3620AKJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2133 | PA      | $2160.60       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588262                          | CUSIP: 36201NQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2032 | PA      | $2053.72       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2545                          | CUSIP: 36177YZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27326 | PA      | $26327.22      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A A4                   | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $247010.91     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507719                          | CUSIP: 36211BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1533 | PA      | $1559.44       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599866                          | CUSIP: 36200FMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10632 | PA      | $10853.01      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4144000 | PA      | $4238919.46    | 0.05%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710712                          | CUSIP: 36297FR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1277 | PA      | $1265.74       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711136                          | CUSIP: 36297GBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45500 | PA      | $45134.08      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3759                            | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      465959 | PA      | $472950.68     | 0.01%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591305                          | CUSIP: 36201R3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4827 | PA      | $4977.23       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746058                          | CUSIP: 3620C1ZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85917 | PA      | $83145.41      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $1041936.76    | 0.01%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610362                          | CUSIP: 36202VB75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6975 | PA      | $7086.60       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501453                          | CUSIP: 36210TBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2972 | PA      | $3038.72       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3203000 | PA      | $3087016.36    | 0.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      440000 | PA      | $429741.76     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                           | FORDR 2023-1 A                     | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      776000 | PA      | $787550.22     | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620941                          | CUSIP: 36290XZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2523 | PA      | $2552.00       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458068                          | CUSIP: 36208QZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2238 | PA      | $2281.02       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766473                          | CUSIP: 36176HJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6177 | PA      | $6121.04       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562688                          | CUSIP: 36213SCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15428 | PA      | $15767.72      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729530                          | CUSIP: 3620AGPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92699 | PA      | $91817.14      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635988                          | CUSIP: 36291RRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1837 | PA      | $1859.05       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588177                          | CUSIP: 36201NM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4083 | PA      | $4174.55       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |      256000 | PA      | $262030.26     | 0.00%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486965                          | CUSIP: 36210A6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1747 | PA      | $1786.42       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709672                          | CUSIP: 36297EMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4231 | PA      | $4285.49       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8577                          | CUSIP: 36178GQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31286 | PA      | $28374.68      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535746                          | CUSIP: 36212KET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1715 | PA      | $1771.77       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8280                          | CUSIP: 36179JFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15699 | PA      | $13997.05      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19250000 | PA      | $18894031.35   | 0.24%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7936                          | CUSIP: 3140M9ZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77218 | PA      | $69975.87      | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652518                          | CUSIP: 36292L4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2068 | PA      | $2150.27       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      194000 | PA      | $187147.19     | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610471                          | CUSIP: 36202VFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3939 | PA      | $3975.81       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7451                          | CUSIP: 3132A8H44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2516 | PA      | $2498.71       | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85726                          | CUSIP: 312932LF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1274 | PA      | $1292.35       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720075                          | CUSIP: 3620A56L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114292 | PA      | $113335.90     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636251                          | CUSIP: 36291RZQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42205 | PA      | $43855.33      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774642                          | CUSIP: 36176SLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5417 | PA      | $5238.01       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618630                          | CUSIP: 36290VHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8074 | PA      | $8391.24       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9006                          | CUSIP: 36180NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125626 | PA      | $116986.25     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754192                          | CUSIP: 36230NUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4399 | PA      | $4247.86       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799383                          | CUSIP: 36177UM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41559 | PA      | $40078.87      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622166                          | CUSIP: 36291AFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65732 | PA      | $67211.97      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614592                          | CUSIP: 36290QXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3777 | PA      | $3864.94       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714058                          | CUSIP: 36297KJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26159 | PA      | $26909.98      | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      162000 | PA      | $130819.26     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598995                          | CUSIP: 36200ENL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1742 | PA      | $1806.56       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623862                          | CUSIP: 36291CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1628 | PA      | $1643.80       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496556                          | CUSIP: 36210MTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1557 | PA      | $1585.73       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738017                          | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2676 | PA      | $2588.52       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759074                          | CUSIP: 36230UCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9606 | PA      | $9506.87       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552753                          | CUSIP: 36213FBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22707 | PA      | $23365.13      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772363                          | CUSIP: 36176PZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8541 | PA      | $8447.56       | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620065                          | CUSIP: 36290WZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4992 | PA      | $5184.50       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619486                          | CUSIP: 36290WF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1626 | PA      | $1663.47       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 3.750000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    54241000 | NC      | $131997.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703167                          | CUSIP: 36296WFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44951 | PA      | $44542.86      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733715                          | CUSIP: 3620AMDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         899 | PA      | $896.72        | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                            | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1243 | PA      | $1263.14       | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592929                          | CUSIP: 36201TVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44724 | PA      | $45935.60      | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659025                          | CUSIP: 36294TD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5725 | PA      | $6021.54       | 0.00%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670458                          | CUSIP: 36295GZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19587 | PA      | $20583.51      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603085                          | CUSIP: 36200J6W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14347 | PA      | $14508.21      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637071                          | CUSIP: 36291SW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5660 | PA      | $5802.97       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |      836000 | PA      | $942773.73     | 0.01%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A C                      | CUSIP: 448973AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $323954.43     | 0.00%             | 2031-07-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $149884.47     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757465                          | CUSIP: 36230SJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140609 | PA      | $131520.19     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4385                          | CUSIP: 36178Q2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32416 | PA      | $30209.73      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 689613                          | CUSIP: 36296FDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5832 | PA      | $5980.90       | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1134791.04    | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551619                          | CUSIP: 36213DYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3369 | PA      | $3443.88       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762628                          | CUSIP: 36176DA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56686 | PA      | $56157.67      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650734                          | CUSIP: 36292J4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2073 | PA      | $2151.19       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721989                          | CUSIP: 3620A8C27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      699200 | PA      | $631153.99     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3983                          | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7500000 | PA      | $7750708.50    | 0.10%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739233                          | CUSIP: 3620ATHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39342 | PA      | $39851.93      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602650                          | CUSIP: 36200JQB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1409 | PA      | $1440.33       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17320.56      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610456                          | CUSIP: 36202VE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5715 | PA      | $5923.17       | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646378                          | CUSIP: 36292ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3257 | PA      | $3296.62       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587568                          | CUSIP: 36201MW57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2877 | PA      | $2941.87       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606804                          | CUSIP: 36201YDH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31962 | PA      | $32317.26      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721222                          | CUSIP: 3620A7G74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12885 | PA      | $13051.90      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594704                          | CUSIP: 36201VU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4862 | PA      | $4970.96       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603468                          | CUSIP: 36200KMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21904 | PA      | $22364.22      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697850                          | CUSIP: 36296QH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7840 | PA      | $7941.31       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631693                          | CUSIP: 36291LXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26684 | PA      | $27664.54      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595079                          | CUSIP: 36200ACQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4511 | PA      | $4666.99       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746311                          | CUSIP: 3620C2DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16149 | PA      | $15982.37      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602217                          | CUSIP: 36200JAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4458 | PA      | $4595.85       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595797                          | CUSIP: 36200A3E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9512 | PA      | $9750.15       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595212                          | CUSIP: 36200AGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1859 | PA      | $1916.70       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626092                          | CUSIP: 36291ERM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2098 | PA      | $2147.49       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736156                          | CUSIP: 3620APZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31956 | PA      | $31666.15      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -564 | NC      | $-2746614.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 681844                          | CUSIP: 36295VP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8499 | PA      | $8942.94       | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799807                          | CUSIP: 36177U3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31723 | PA      | $28841.19      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      451000 | PA      | $432452.41     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B2925                          | CUSIP: 31326HHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102396 | PA      | $105431.92     | 0.00%             | 2044-07-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481080                          | CUSIP: 36209TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1812 | PA      | $1851.88       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738526                          | CUSIP: 3620ASPK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22357 | PA      | $21659.79      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583003                          | CUSIP: 36201GU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8557 | PA      | $8645.27       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611918                          | CUSIP: 36202WYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10703 | PA      | $10951.73      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584142                          | CUSIP: 36201H5B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23694 | PA      | $24177.21      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1079605.24    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647406                          | CUSIP: 36292FGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9221 | PA      | $9334.61       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772397                          | CUSIP: 36176P3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135938 | PA      | $127015.39     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                    | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8880000 | PA      | $10774722.05   | 0.14%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6283                          | CUSIP: 36178D6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      119758 | PA      | $106558.23     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 C                     | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      101000 | PA      | $101433.40     | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648409                          | CUSIP: 36292GKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30157 | PA      | $31378.66      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4501                          | CUSIP: 36178CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65305 | PA      | $61301.82      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464451                          | CUSIP: 36208X5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3505 | PA      | $3564.70       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  Jun25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         131 | NC      | $4093.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638031                          | CUSIP: 36291TY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2019 | PA      | $2071.34       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2106301.53    | 0.03%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521353                          | CUSIP: 36211SE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30920 | PA      | $32099.27      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587527                          | CUSIP: 36201MVU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7211 | PA      | $7449.62       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA9712                          | CUSIP: 36178HYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9770 | PA      | $8871.75       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AG2586                          | CUSIP: 36181V2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      488176 | PA      | $455390.51     | 0.01%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08368                          | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1084 | PA      | $1076.47       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633690                          | CUSIP: 36291N7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10259 | PA      | $10371.22      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545164                          | CUSIP: 36212VTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3115 | PA      | $3214.02       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4536.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686951                          | CUSIP: 36296CEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4996 | PA      | $5258.07       | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      187000 | PA      | $187123.07     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5745                          | CUSIP: 36178SL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113086 | PA      | $105552.54     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774658                          | CUSIP: 36176SMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65877 | PA      | $63552.70      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749747                          | CUSIP: 3620C55G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37597 | PA      | $38082.61      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF5076                          | CUSIP: 36181LT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3851 | PA      | $3592.03       | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605429                          | CUSIP: 36200NSS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12609 | PA      | $12550.77      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9318                          | CUSIP: 36178WK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9691 | PA      | $8771.98       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699860                          | CUSIP: 36296SQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10966 | PA      | $10863.57      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92821                          | CUSIP: 312941D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11601 | PA      | $11774.74      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      488000 | PA      | $476630.07     | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2202000 | PA      | $2301326.69    | 0.03%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581460                          | CUSIP: 36201E5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1802 | PA      | $1840.77       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A C                    | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147467 | PA      | $150651.30     | 0.00%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90768                          | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20799 | PA      | $21110.98      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG7706                          | CUSIP: 36182CR33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13411 | PA      | $12485.32      | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762741                          | CUSIP: 36176DEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40858 | PA      | $40429.95      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615891                          | CUSIP: 36290SF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18274 | PA      | $18466.86      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617710                          | CUSIP: 36290UGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       78883 | PA      | $82606.73      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      152000 | PA      | $159690.29     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575128                          | CUSIP: 36200W4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1442 | PA      | $1494.49       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-806635.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628883                          | CUSIP: 36291HUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6079 | PA      | $6181.75       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562640                          | CUSIP: 36213SBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7448 | PA      | $7513.22       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4348                          | CUSIP: 36178BZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2320 | PA      | $2267.52       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     1884000 | PA      | $1915376.30    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709532                          | CUSIP: 36297EHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99147 | PA      | $98091.24      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484975                          | CUSIP: 36209XXC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4028 | PA      | $4083.01       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3100000 | PA      | $3075699.53    | 0.04%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496712                          | CUSIP: 36210MYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3155 | PA      | $3197.75       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600241                          | CUSIP: 36200FZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1412 | PA      | $1418.13       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453042                          | CUSIP: 36208KHT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2195 | PA      | $2273.02       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612902                          | CUSIP: 36202X3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82145 | PA      | $83022.21      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469788                          | CUSIP: 36209E2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1636 | PA      | $1672.08       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707300                          | CUSIP: 36297BX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74627 | PA      | $74027.10      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471352                          | CUSIP: 36209GTH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2488 | PA      | $2543.29       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622314                          | CUSIP: 36291AK32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17433 | PA      | $17879.77      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609554                          | CUSIP: 36202UE33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3275 | PA      | $3347.44       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745197                          | CUSIP: 3620C03E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      205575 | PA      | $208239.48     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599806                          | CUSIP: 36200FKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5912 | PA      | $6043.55       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741269                          | CUSIP: 3620AVQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2094 | PA      | $2072.30       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614614                          | CUSIP: 36290QYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11187 | PA      | $11303.66      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485046                          | CUSIP: 36209XZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1373 | PA      | $1404.11       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 164651                          | CUSIP: 36216GZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2069 | PA      | $2002.71       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667404                          | CUSIP: 36295DNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140242 | PA      | $139069.53     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618100                          | CUSIP: 36290UUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25247 | PA      | $25574.37      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5118                          | CUSIP: 36178RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30910 | PA      | $28022.91      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646143                          | CUSIP: 36292DZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10909 | PA      | $11045.16      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                          | STACR 2024-DNA1 A1                 | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |      734363 | PA      | $734589.54     | 0.01%             | 2044-02-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92503                          | CUSIP: 312940X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56806 | PA      | $56349.70      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794852                          | CUSIP: 36177PMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27335 | PA      | $25840.57      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                        | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |     5000000 | PA      | $4965402.80    | 0.06%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782096                          | CUSIP: 36241KKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38868 | PA      | $39314.23      | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      890000 | PA      | $880196.19     | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581530                          | CUSIP: 36201FA72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4014 | PA      | $4134.29       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A C                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274000 | PA      | $278802.40     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550680                          | CUSIP: 36213CXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34595 | PA      | $35013.40      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATSIONALNYI UPRAVLYAYUSHCHIY HOLDING BAITEREK AO                                | BATRK 5.45 5/8/2028                | CUSIP: 05709VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |     5000000 | PA      | $5005828.01    | 0.06%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682559                          | CUSIP: 36295WJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22174 | PA      | $21975.31      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780802                          | CUSIP: 36225A3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3779 | PA      | $3863.29       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7464                          | CUSIP: 36180KJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5105 | PA      | $4637.23       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $1002332.31    | 0.01%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631142                          | CUSIP: 36291LEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2319 | PA      | $2374.07       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                        | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1996853.82    | 0.03%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2430411.34    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AH3638                          | CUSIP: 36182LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4699 | PA      | $4636.07       | 0.00%             | 2044-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756941                          | CUSIP: 36230RWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54747 | PA      | $54260.87      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5987                          | CUSIP: 36180HUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104774 | PA      | $97794.35      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1018                          | CUSIP: 31418ADY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2570 | PA      | $2536.47       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476114                          | CUSIP: 36209M3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1394 | PA      | $1424.69       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671112                          | CUSIP: 36295HR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32476 | PA      | $34123.74      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                           | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     2699000 | PA      | $2110572.13    | 0.03%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697003                          | CUSIP: 36296PKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19488 | PA      | $18880.02      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   104388000 | PA      | $105211686.04  | 1.33%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      571000 | PA      | $576423.20     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                          | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56906 | PA      | $57750.18      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477481                          | CUSIP: 36209PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1096 | PA      | $1120.87       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458062                          | CUSIP: 36208QZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2223 | PA      | $2255.61       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637923                          | CUSIP: 36291TVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6330 | PA      | $6486.01       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 C                   | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231000 | PA      | $234411.22     | 0.00%             | 2028-12-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | TSY INFL IX N/B                    | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    17108300 | PA      | $17591051.19   | 0.22%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     4900000 | PA      | $6054451.16    | 0.08%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554050                          | CUSIP: 36213GQB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9135 | PA      | $9393.90       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434127                          | CUSIP: 36207KHC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2921 | PA      | $2962.10       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633162                          | CUSIP: 36291NMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12781 | PA      | $13084.90      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     5161000 | PA      | $4546780.69    | 0.06%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711793                          | CUSIP: 36297GXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      269248 | PA      | $243615.22     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746868                          | CUSIP: 3620C2W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2224 | PA      | $2213.62       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                         | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    15890000 | PA      | $15967209.02   | 0.20%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602119                          | CUSIP: 36200H4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21219 | PA      | $21633.74      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A4                   | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216626 | PA      | $213049.42     | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2970000 | PA      | $2773945.25    | 0.04%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AC0282                          | CUSIP: 36178YJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      467213 | PA      | $436517.67     | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1960805.83    | 0.02%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1726                          | CUSIP: 31326F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      287713 | PA      | $297104.41     | 0.00%             | 2043-09-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509342                          | CUSIP: 36211CZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1928 | PA      | $1961.58       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644028                          | CUSIP: 36292BPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7909 | PA      | $8005.74       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546585                          | CUSIP: 36212XF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3220 | PA      | $3297.87       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530445                          | CUSIP: 36212DHW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1485 | PA      | $1533.08       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614464                          | CUSIP: 36290QTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6289 | PA      | $6361.27       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     4232000 | PA      | $4249837.88    | 0.05%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-8A A                    | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      646000 | PA      | $671947.30     | 0.01%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1588000 | PA      | $1594128.12    | 0.02%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                               | ALLYA 2023-A D                     | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175000 | PA      | $182573.97     | 0.00%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566476                          | CUSIP: 36213WJV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3008 | PA      | $3065.73       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783487                          | CUSIP: 36241L2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      454992 | PA      | $470049.80     | 0.01%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588204                          | CUSIP: 36201NNV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70093 | PA      | $71567.17      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476113                          | CUSIP: 36209M3W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2658 | PA      | $2716.91       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456135 | PA      | $485022.71     | 0.01%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672337                          | CUSIP: 36295J4W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71119 | PA      | $74451.83      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 B                     | CUSIP: 36269KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $270536.71     | 0.00%             | 2036-12-11      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749367                          | CUSIP: 3620C5QU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3621 | PA      | $3586.42       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705962                          | CUSIP: 36297AJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9872 | PA      | $10369.71      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649481                          | CUSIP: 36292HRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13724 | PA      | $14081.07      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742540                          | CUSIP: 3620AW4Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37351 | PA      | $37835.08      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564664                          | CUSIP: 36213UJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1132 | PA      | $1162.37       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610531                          | CUSIP: 36202VHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2069 | PA      | $2099.71       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778382                          | CUSIP: 36176WRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19469 | PA      | $18176.64      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474166                          | CUSIP: 36209KW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7446 | PA      | $7612.12       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ3119                          | CUSIP: 36182XPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55403 | PA      | $53466.15      | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 755082                          | CUSIP: 36230PUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62573 | PA      | $58528.22      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $2333592.72    | 0.03%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587112                          | CUSIP: 36201MGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5857 | PA      | $6041.21       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4899                          | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      586730 | PA      | $525157.80     | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1383361.35    | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633769                          | CUSIP: 36291PCE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7625 | PA      | $7807.49       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678519                          | CUSIP: 36295RYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10618 | PA      | $10756.44      | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445323                          | CUSIP: 36207XVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1390 | PA      | $1435.26       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757473                          | CUSIP: 36230SJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      206878 | PA      | $193351.34     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      243000 | PA      | $260713.83     | 0.00%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4779210.48    | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 547897                          | CUSIP: 36212YUW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6249 | PA      | $6464.64       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726402                          | CUSIP: 3620ADAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11003 | PA      | $10898.74      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651676                          | CUSIP: 36292K6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4891 | PA      | $5077.10       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611261                          | CUSIP: 36202WB65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1670 | PA      | $1697.32       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781765                          | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12600 | PA      | $12745.26      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613003                          | CUSIP: 36290NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5521 | PA      | $5538.55       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461051                          | CUSIP: 36208UEY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1575 | PA      | $1610.62       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608254                          | CUSIP: 36202SWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62050 | PA      | $62727.04      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 718117                          | CUSIP: 3620A3YN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54090 | PA      | $53630.13      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2758                          | CUSIP: 36178NB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      236781 | PA      | $215445.98     | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616304                          | CUSIP: 36290SU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10588 | PA      | $10710.20      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615281                          | CUSIP: 36290RRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58007 | PA      | $59214.90      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4353000 | PA      | $4272918.80    | 0.05%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604949                          | CUSIP: 36200NBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29012 | PA      | $29661.10      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-1A A                    | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      599000 | PA      | $611864.30     | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727921                          | CUSIP: 3620AEVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36500 | PA      | $34243.62      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596883                          | CUSIP: 36200CCU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1988 | PA      | $2029.54       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04468                          | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87844 | PA      | $89142.77      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782644                          | CUSIP: 36241K5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1448 | PA      | $1466.53       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD6419                          | CUSIP: 36180JDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237498 | PA      | $215400.49     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751902                          | CUSIP: 36230LDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10620 | PA      | $10275.33      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643998                          | CUSIP: 36292BNP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12956 | PA      | $13277.14      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731594                          | CUSIP: 3620AJXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      162092 | PA      | $156724.05     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592077                          | CUSIP: 36201SXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29887 | PA      | $30199.47      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75249                          | CUSIP: 3128L8ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11068 | PA      | $11232.72      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737113                          | CUSIP: 3620AQ3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9845 | PA      | $9740.52       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE0577                          | CUSIP: 36180SUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87227 | PA      | $78984.97      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606658                          | CUSIP: 36201X5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8318 | PA      | $8468.22       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622305                          | CUSIP: 36291AKS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3956 | PA      | $4049.52       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1623                          | CUSIP: 36180CYU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      173712 | PA      | $162704.07     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719232                          | CUSIP: 3620A5A90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      333186 | PA      | $330057.33     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      166000 | PA      | $164582.92     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 367105                          | CUSIP: 36204DYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29824 | PA      | $28938.36      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403457                          | CUSIP: 36205XE67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35159 | PA      | $35897.99      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757161                          | CUSIP: 36230R5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7758 | PA      | $7675.20       | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492164                          | CUSIP: 36210GWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1554 | PA      | $1581.14       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722804                          | CUSIP: 3620A9AD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19077 | PA      | $18895.39      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471615                          | CUSIP: 36209G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3636 | PA      | $3716.96       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692493                          | CUSIP: 36296JKE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12127 | PA      | $12284.15      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: PLN 4.415000 18-JUN-2035 WIB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47000000 | NC      | $-164325.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745142                          | CUSIP: 3620C0ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1962 | PA      | $1987.32       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                    | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      244000 | PA      | $242438.46     | 0.00%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1876                          | CUSIP: 36180UCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100297 | PA      | $90713.20      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605389                          | CUSIP: 36200NRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29572 | PA      | $29912.32      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741680                          | CUSIP: 3620AV6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2472 | PA      | $2389.83       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550799                          | CUSIP: 36213C3G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1200 | PA      | $1192.15       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | HACLN 2024-1 B1                    | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274885 | PA      | $278317.52     | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796230                          | CUSIP: 36177Q4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1617 | PA      | $1510.81       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711924                          | CUSIP: 36297G4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15451 | PA      | $16291.77      | 0.00%             | 2039-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651791                          | CUSIP: 36292LC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2338 | PA      | $2365.89       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486873                          | CUSIP: 36210A2E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1720 | PA      | $1758.83       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616361                          | CUSIP: 36290SWW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26565 | PA      | $26872.91      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676716                          | CUSIP: 36295PYM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2699 | PA      | $2773.81       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1265000 | PA      | $1256179.52    | 0.02%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614542                          | CUSIP: 36290QWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3289 | PA      | $3363.50       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505972                          | CUSIP: 36210YCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7620 | PA      | $7708.45       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620671                          | CUSIP: 36290XQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10863 | PA      | $10977.95      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633556                          | CUSIP: 36291NZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2916 | PA      | $3024.51       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769598                          | CUSIP: 36176LX34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38429 | PA      | $37073.35      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552944                          | CUSIP: 36213FHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15479 | PA      | $15798.28      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627266                          | CUSIP: 36291FZ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1441 | PA      | $1475.26       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675211                          | CUSIP: 36295NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4192 | PA      | $4407.71       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619083                          | CUSIP: 36290VXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1143 | PA      | $1170.72       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734610                          | CUSIP: 3620ANDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      301724 | PA      | $298928.59     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627318                          | CUSIP: 36291F4B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1191 | PA      | $1205.25       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3819                            | CUSIP: 36202EG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      265393 | PA      | $274145.47     | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782086                          | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67059 | PA      | $67878.37      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6996                          | CUSIP: 36179VXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4783311 | PA      | $4254436.85    | 0.05%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-134656.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605364                          | CUSIP: 36200NQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30973 | PA      | $32110.86      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $4044598.66    | 0.05%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625319                          | CUSIP: 36291DVL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13751 | PA      | $14101.42      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588260                          | CUSIP: 36201NQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4154 | PA      | $4234.62       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       65000 | PA      | $64710.09      | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                   | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      974000 | PA      | $906093.71     | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630035                          | CUSIP: 36291J4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4440 | PA      | $4538.26       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0430                          | CUSIP: 36177WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5629 | PA      | $5421.12       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5904                          | CUSIP: 36178DRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20124 | PA      | $18828.14      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                    | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      132000 | PA      | $130251.00     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605404                          | CUSIP: 36200NRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23377 | PA      | $23829.62      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649540                          | CUSIP: 36292HS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3267 | PA      | $3396.24       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599826                          | CUSIP: 36200FLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2449 | PA      | $2503.06       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609589                          | CUSIP: 36202UF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15929 | PA      | $16316.64      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756314                          | CUSIP: 36230RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60317 | PA      | $59735.36      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                          | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16608225 | PA      | $15286114.27   | 0.19%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615508                          | CUSIP: 36290RYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10176 | PA      | $10288.77      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8367                          | CUSIP: 36178VJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40956 | PA      | $36405.66      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 689782                          | CUSIP: 36296FJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6415 | PA      | $6757.60       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553120                          | CUSIP: 36213FPD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20536 | PA      | $20955.12      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646792                          | CUSIP: 36292ERM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16598 | PA      | $17005.43      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492679                          | CUSIP: 36210HJY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1464 | PA      | $1496.36       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778471                          | CUSIP: 36176WT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      198304 | PA      | $179853.29     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758677                          | CUSIP: 36230TUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4884 | PA      | $4831.97       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737801                          | CUSIP: 3620ARU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35787 | PA      | $36250.17      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623559                          | CUSIP: 36291BWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2210 | PA      | $2258.39       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 C                     | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1231000 | PA      | $1254397.99    | 0.02%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699280                          | CUSIP: 36296R2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35706 | PA      | $37560.00      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 6-7 NOTE FRI W1May25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         182 | NC      | $147875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7714                          | CUSIP: 36181BSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      648801 | PA      | $586802.75     | 0.01%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619318                          | CUSIP: 36290WAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4187 | PA      | $4302.77       | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620615                          | CUSIP: 36290XN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15254 | PA      | $15424.07      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2041                          | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30000000 | PA      | $23928540.09   | 0.30%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     1900000 | PA      | $2225996.60    | 0.03%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639071                          | CUSIP: 36291U6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11142 | PA      | $11548.89      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594078                          | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11660 | PA      | $11614.78      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658417                          | CUSIP: 36294SPA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8542 | PA      | $8978.28       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2I                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2286510 | PA      | $2312541.00    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2191774.14    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723038                          | CUSIP: 3620A9HP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2701 | PA      | $2736.29       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615549                          | CUSIP: 36290RZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2053 | PA      | $2075.37       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5764                          | CUSIP: 3132DTMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16500000 | PA      | $13191634.26   | 0.17%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555412                          | CUSIP: 36213JAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5519 | PA      | $5697.05       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482941                          | CUSIP: 36209VP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4416 | PA      | $4514.57       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606947                          | CUSIP: 36201YHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2631 | PA      | $2728.93       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54727                          | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11687 | PA      | $10720.48      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604587                          | CUSIP: 36200MUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7285 | PA      | $7448.80       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-185688.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551723                          | CUSIP: 36213D4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4224 | PA      | $4333.52       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604580                          | CUSIP: 36200MUD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      119753 | PA      | $121072.61     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1990                          | CUSIP: 3617UMF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      640390 | PA      | $565481.62     | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                        | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     3123000 | PA      | $2268102.19    | 0.03%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403449                          | CUSIP: 36205XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1674 | PA      | $1667.41       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735203                          | CUSIP: 3620ANX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120171 | PA      | $116273.75     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607116                          | CUSIP: 36201YN93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13675 | PA      | $13954.52      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC5314                          | CUSIP: 36179E3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41901 | PA      | $39288.92      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494414                          | CUSIP: 36210KGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2646 | PA      | $2693.90       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1085792.99    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7425                          | CUSIP: 3140M9HB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      184786 | PA      | $167569.33     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4113                            | CUSIP: 36202ESA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116856 | PA      | $118752.17     | 0.00%             | 2038-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589519                          | CUSIP: 36201P4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8211 | PA      | $8432.93       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                          | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6180 | PA      | $6096.36       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      243000 | PA      | $244753.94     | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                   | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1460000 | PA      | $1504936.06    | 0.02%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      917000 | PA      | $923049.14     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      263000 | PA      | $259248.93     | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616535                          | CUSIP: 36290S4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      106900 | PA      | $109465.47     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07779                          | CUSIP: 3128M96Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12798 | PA      | $12663.83      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0234                          | CUSIP: 36198KHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39937 | PA      | $37794.53      | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720065                          | CUSIP: 3620A56A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6161 | PA      | $6109.32       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ9384                          | CUSIP: 36183FM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      739272 | PA      | $709743.49     | 0.01%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491110                          | CUSIP: 36210FR73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         945 | PA      | $955.78        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487466                          | CUSIP: 36210BQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2158 | PA      | $2192.18       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698387                          | CUSIP: 36296Q2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4570 | PA      | $4629.40       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5683                          | CUSIP: 36178SJ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56331 | PA      | $52578.69      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692468                          | CUSIP: 36296JJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62957 | PA      | $62409.55      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769095                          | CUSIP: 36176LGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74541 | PA      | $73728.96      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615211                          | CUSIP: 36290RN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2864 | PA      | $2881.60       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5104                          | CUSIP: 3138XUU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      451119 | PA      | $465781.62     | 0.01%             | 2044-09-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553347                          | CUSIP: 36213FWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4757 | PA      | $4810.80       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701496                          | CUSIP: 36296UKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41375 | PA      | $43568.93      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2900814.27    | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF5070                          | CUSIP: 36181LT32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17392 | PA      | $16764.77      | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615120                          | CUSIP: 36290RK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3908 | PA      | $3991.47       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507953                          | CUSIP: 36211BH64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1887 | PA      | $1930.80       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750197                          | CUSIP: 3620C6NN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84248 | PA      | $83382.09      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594119                          | CUSIP: 36201VAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10135 | PA      | $10370.86      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641629                          | CUSIP: 36291XY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92192 | PA      | $93314.72      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A C                     | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      743017 | PA      | $752500.75     | 0.01%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627978                          | CUSIP: 36291GUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12419 | PA      | $12701.57      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2466000 | PA      | $2405631.08    | 0.03%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                       | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      974000 | PA      | $985784.63     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22293.88      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     2300000 | PA      | $1638245.57    | 0.02%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566528                          | CUSIP: 36213WLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1776 | PA      | $1810.45       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      490000 | PA      | $460745.79     | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474569                          | CUSIP: 36209LFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3935 | PA      | $3999.65       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                         | REP SOUTH AFRICA                   | CUSIP: EK7733067<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   625000000 | PA      | $27510281.57   | 0.35%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29495000 | PA      | $25889927.61   | 0.33%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615889                          | CUSIP: 36290SF63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23673 | PA      | $23931.26      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 383081                          | CUSIP: 36204XRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10631 | PA      | $10848.13      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558790                          | CUSIP: 36213MXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4944 | PA      | $5049.17       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694487                          | CUSIP: 36296LRG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64594 | PA      | $66413.48      | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                    | SCRT 2020-1 MT                     | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12059320 | PA      | $9885161.91    | 0.12%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 5/25                        | CUSIP: 21H060655<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -41500000 | PA      | $-41960795.25  | -0.53%            | 2025-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495900                          | CUSIP: 36210L3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1119 | PA      | $1135.96       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486679                          | CUSIP: 36210AUC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12158 | PA      | $12428.54      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599839                          | CUSIP: 36200FLU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5638 | PA      | $5756.68       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763500                          | CUSIP: 36176D7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1949 | PA      | $1929.19       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK              | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     7850000 | PA      | $4977275.23    | 0.06%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782690                          | CUSIP: 36241K7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48414 | PA      | $49040.41      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602802                          | CUSIP: 36200JU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3647 | PA      | $3772.52       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475699                          | CUSIP: 36209MNQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1860 | PA      | $1888.34       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777550                          | CUSIP: 36176VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165812 | PA      | $149217.05     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A C                    | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       91000 | PA      | $92605.79      | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB0701                          | CUSIP: 36178KX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      101552 | PA      | $92066.68      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634808                          | CUSIP: 36291QGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5019 | PA      | $5080.24       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500254                          | CUSIP: 36210RWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4901 | PA      | $4882.11       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703141                          | CUSIP: 36296WEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80864 | PA      | $80089.65      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     2814000 | PA      | $2814591.01    | 0.04%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     3130000 | PA      | $3072168.87    | 0.04%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8315                          | CUSIP: 36180MGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30882 | PA      | $28780.13      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 C                   | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81361 | PA      | $73433.64      | 0.00%             | 2048-09-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562681                          | CUSIP: 36213SCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8207 | PA      | $8349.10       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2427373.47    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563514                          | CUSIP: 36213TAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2975 | PA      | $3044.24       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619120                          | CUSIP: 36290VYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3192 | PA      | $3271.04       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1167207.89    | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      932000 | PA      | $942424.73     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                     | CUSIP: N/A<br>LEI: 549300JE3W6CWY2NAN77       | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1408684.16    | 0.02%             | 2037-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17198368 | PA      | $16131241.71   | 0.20%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650110                          | CUSIP: 36292JGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1826 | PA      | $1848.39       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 B                     | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $237869.43     | 0.00%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632877                          | CUSIP: 36291NCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9731 | PA      | $9980.95       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760433                          | CUSIP: 36176ASW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7670 | PA      | $7585.41       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764663                          | CUSIP: 36176FJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17931 | PA      | $17742.56      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647782                          | CUSIP: 36292FUF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4448 | PA      | $4552.39       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702083                          | CUSIP: 36296U6U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15679 | PA      | $15536.35      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                          | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9654750 | PA      | $7877494.81    | 0.10%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580307                          | CUSIP: 36201DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28448 | PA      | $28776.40      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1291476.26    | 0.02%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593268                          | CUSIP: 36201UCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1591 | PA      | $1642.16       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693518                          | CUSIP: 36296KPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37281 | PA      | $38285.73      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4                   | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |      275613 | PA      | $272062.69     | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05659                          | CUSIP: 3128M7TQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14031 | PA      | $13928.52      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC5867                          | CUSIP: 36179FQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6224 | PA      | $5796.14       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492411                          | CUSIP: 36210HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2321 | PA      | $2352.59       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639087                          | CUSIP: 36291U6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7649 | PA      | $8040.74       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628108                          | CUSIP: 36291GYD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33229 | PA      | $33977.49      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678150                          | CUSIP: 36295RL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50970 | PA      | $51629.53      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749208                          | CUSIP: 3620C5KV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51692 | PA      | $49894.22      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495774                          | CUSIP: 36210LXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1953 | PA      | $1975.63       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737797                          | CUSIP: 3620ARUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8981 | PA      | $8464.66       | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476988                          | CUSIP: 36209N2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1390 | PA      | $1413.32       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      156000 | PA      | $156961.33     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781722                          | CUSIP: 36225B4F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5699 | PA      | $5760.90       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742221                          | CUSIP: 3620AWSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14859 | PA      | $14704.03      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC0508                          | CUSIP: 3133AJR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28469 | PA      | $25854.62      | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628088                          | CUSIP: 36291GXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3260 | PA      | $3298.33       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629588                          | CUSIP: 36291JND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2927 | PA      | $3041.13       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651707                          | CUSIP: 36292LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3574 | PA      | $3618.66       | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726336                          | CUSIP: 3620AC4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2284 | PA      | $2263.60       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619622                          | CUSIP: 36290WLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6428 | PA      | $6500.27       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572603                          | CUSIP: 36200UDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7681 | PA      | $7916.32       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697946                          | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1583 | PA      | $1603.86       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491330                          | CUSIP: 36210FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3485 | PA      | $3547.60       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631624                          | CUSIP: 36291LVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1924 | PA      | $1970.56       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1143645.83    | 0.01%             | 2027-09-21      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724221                          | CUSIP: 3620AASJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47809 | PA      | $47399.74      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24610                          | CUSIP: 3132M4YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17384 | PA      | $16681.21      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 561644                          | CUSIP: 36213Q5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6638 | PA      | $6817.03       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737377                          | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8260 | PA      | $8366.89       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705928                          | CUSIP: 36297AHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      588058 | PA      | $550195.45     | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612228                          | CUSIP: 36202XD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7531 | PA      | $7702.06       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616154                          | CUSIP: 36290SQF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1566 | PA      | $1583.77       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7213                          | CUSIP: 36180KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33641 | PA      | $31407.86      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5636                          | CUSIP: 36180HHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3131 | PA      | $2922.01       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636491                          | CUSIP: 36291SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19636 | PA      | $20090.64      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6920                          | CUSIP: 36178EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37160 | PA      | $36618.10      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627764                          | CUSIP: 36291GMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6364 | PA      | $6514.65       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724164                          | CUSIP: 3620AAQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70424 | PA      | $67939.35      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                     | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1195000 | PA      | $1193314.78    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620659                          | CUSIP: 36290XQL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1067 | PA      | $1087.23       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693171                          | CUSIP: 36296KCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27336 | PA      | $28763.31      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600206                          | CUSIP: 36200FYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1827 | PA      | $1864.94       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644638                          | CUSIP: 36292CEK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19268 | PA      | $19744.98      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | CAS 2023-R06 1M1                   | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81649 | PA      | $81954.89      | 0.00%             | 2043-07-25      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645828                          | CUSIP: 36292DPM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6822 | PA      | $6989.71       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7515                          | CUSIP: 36181BK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29941 | PA      | $27166.00      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603561                          | CUSIP: 36200KQN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3098 | PA      | $3138.63       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612848                          | CUSIP: 36202XZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1195 | PA      | $1219.46       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783196                          | CUSIP: 36241LRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      375875 | PA      | $363813.91     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593478                          | CUSIP: 36201UJX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8477 | PA      | $8675.97       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742979                          | CUSIP: 3620AXM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13053 | PA      | $12609.88      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1475910.88    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM7305                          | CUSIP: 36184YDJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46915 | PA      | $42043.56      | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617556                          | CUSIP: 36290UBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3952 | PA      | $4001.83       | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637383                          | CUSIP: 36291TCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9181 | PA      | $9412.26       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606750                          | CUSIP: 36201YBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2260 | PA      | $2303.02       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573993                          | CUSIP: 36200VUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5787 | PA      | $5913.82       | 0.00%             | 2032-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716733                          | CUSIP: 3620A2HJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40956 | PA      | $39739.87      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675312                          | CUSIP: 36295NGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4724 | PA      | $4853.11       | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780941                          | CUSIP: 36225BBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9064 | PA      | $9191.63       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764517                          | CUSIP: 36176FDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34838 | PA      | $35288.73      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                                | BAAT 2023-1A A4                    | CUSIP: 06428AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      174000 | PA      | $176839.28     | 0.00%             | 2029-07-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562279                          | CUSIP: 36213RUC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1222 | PA      | $1249.35       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $1920750.28    | 0.02%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                          | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11567715 | PA      | $10371855.79   | 0.13%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1183575.26    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554116                          | CUSIP: 36213GSD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10418 | PA      | $10654.90      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7613                          | CUSIP: 36181BN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      180449 | PA      | $163142.12     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4012                          | CUSIP: 36178QN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112456 | PA      | $102704.07     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599523                          | CUSIP: 36200FAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44916 | PA      | $46087.66      | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA3492                          | CUSIP: 36178A2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55083 | PA      | $51522.44      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711509                          | CUSIP: 36297GN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51682 | PA      | $51099.89      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                       | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132189.42     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781769                          | CUSIP: 36225B6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43411 | PA      | $43884.46      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1329.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617570                          | CUSIP: 36290UCF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3354 | PA      | $3511.92       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675475                          | CUSIP: 36295NMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34539 | PA      | $34987.55      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548306                          | CUSIP: 36213ADK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6127 | PA      | $6264.49       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI                   | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     4998000 | PA      | $4947306.30    | 0.06%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582353                          | CUSIP: 36201F5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3631 | PA      | $3754.47       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust                   | WAMU 2002-AR18 A                   | CUSIP: 929227ZC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1993 | PA      | $1945.27       | 0.00%             | 2033-01-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $343910.64     | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB0697                          | CUSIP: 36178KX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45293 | PA      | $42446.48      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488927                          | CUSIP: 36210DD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1387 | PA      | $1417.91       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723656                          | CUSIP: 3620A95R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31365 | PA      | $31771.59      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737014                          | CUSIP: 3620AQYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125152 | PA      | $124040.22     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594116                          | CUSIP: 36201VAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7062 | PA      | $7212.37       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462186                          | CUSIP: 36208VNB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1904 | PA      | $1938.73       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600018                          | CUSIP: 36200FSF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3443 | PA      | $3561.68       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    11590000 | PA      | $9608636.25    | 0.12%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602663                          | CUSIP: 36200JQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2754 | PA      | $2783.01       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 5/25                      | CUSIP: 21H022655<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -8000000 | PA      | $-6816917.60   | -0.09%            | 2025-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769723                          | CUSIP: 36176L4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10030 | PA      | $9414.89       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612070                          | CUSIP: 36202W6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1084 | PA      | $1106.67       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717458                          | CUSIP: 3620A3B37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16554 | PA      | $14995.75      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606638                          | CUSIP: 36201X4X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1912 | PA      | $1983.76       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     2217000 | PA      | $2179238.48    | 0.03%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM6371                          | CUSIP: 36184XCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11455 | PA      | $10848.50      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783213                          | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2429 | PA      | $2495.42       | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A C                    | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305000 | PA      | $306140.24     | 0.00%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 430354                          | CUSIP: 36207FBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      274128 | PA      | $264911.12     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01237                          | CUSIP: 3132GELS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3712 | PA      | $3670.69       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567918                          | CUSIP: 36213X4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16950 | PA      | $17292.40      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639067                          | CUSIP: 36291U6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21268 | PA      | $21697.61      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      121000 | PA      | $115668.84     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4233                          | CUSIP: 36179DV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20331 | PA      | $18918.21      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713049                          | CUSIP: 36297JEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10504 | PA      | $10415.19      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469903                          | CUSIP: 36209FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         963 | PA      | $984.46        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603764                          | CUSIP: 36200KWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18847 | PA      | $19050.12      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702559                          | CUSIP: 36296VQL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2196 | PA      | $2218.24       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD5437                          | CUSIP: 36180HBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107556 | PA      | $100338.67     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     9616000 | PA      | $7096720.44    | 0.09%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-175.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566706                          | CUSIP: 36213WR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8543 | PA      | $8796.56       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595560                          | CUSIP: 36200ATR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10429 | PA      | $10645.82      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621410                          | CUSIP: 36290YKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11137 | PA      | $11268.71      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752059                          | CUSIP: 36230LJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65903 | PA      | $63642.93      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1353                          | CUSIP: 36178LQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10638 | PA      | $9918.77       | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753961                          | CUSIP: 36230NMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16711 | PA      | $16928.26      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619605                          | CUSIP: 36290WKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33867 | PA      | $34629.43      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643731                          | CUSIP: 36292BEC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24416 | PA      | $25015.05      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619347                          | CUSIP: 36290WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10952 | PA      | $11217.12      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619179                          | CUSIP: 36290V2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7815 | PA      | $7899.80       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 660397                          | CUSIP: 36294UUW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16022 | PA      | $15031.68      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586144                          | CUSIP: 36201LER1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2005 | PA      | $2051.72       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642466                          | CUSIP: 36291YW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         989 | PA      | $1014.17       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646900                          | CUSIP: 36292EUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8676 | PA      | $8780.67       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737449                          | CUSIP: 3620ARH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132405 | PA      | $128179.64     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521318                          | CUSIP: 36211SDX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12459 | PA      | $12939.39      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657107                          | CUSIP: 36294RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10688 | PA      | $11227.08      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8228.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608642                          | CUSIP: 36202TEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2955 | PA      | $3068.81       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0758                          | CUSIP: 31427MZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $7450509.24    | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627443                          | CUSIP: 36291GBL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1204 | PA      | $1216.44       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574762                          | CUSIP: 36200WQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11299 | PA      | $11554.47      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8407                          | CUSIP: 36178VKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      356275 | PA      | $317485.20     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565047                          | CUSIP: 36213UWG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1123 | PA      | $1150.02       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9948                          | CUSIP: 36184JBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42200 | PA      | $40428.80      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510766                          | CUSIP: 36211EMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9869 | PA      | $9826.99       | 0.00%             | 2035-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL6700                          | CUSIP: 36184DNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41718 | PA      | $39985.59      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0912                          | CUSIP: 3140W1AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17332908 | PA      | $16398264.27   | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553029                          | CUSIP: 36213FLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4502 | PA      | $4647.01       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676855                          | CUSIP: 36295P5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1489 | PA      | $1530.89       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781133                          | CUSIP: 36225BHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5643 | PA      | $5768.51       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1029                          | CUSIP: 3140W1EB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13750000 | PA      | $12503307.68   | 0.16%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672626                          | CUSIP: 36295KHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4989 | PA      | $5121.26       | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7050                          | CUSIP: 36179VZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55698 | PA      | $43503.98      | 0.00%             | 2050-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603106                          | CUSIP: 36200KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7863 | PA      | $7930.69       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                   | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      734000 | PA      | $730809.92     | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                                                | TRIUMPH GROUP                      | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |      102000 | PA      | $107105.44     | 0.00%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644797                          | CUSIP: 36292CKJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3781 | PA      | $3879.50       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13083.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563504                          | CUSIP: 36213TAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8762 | PA      | $8972.91       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738224                          | CUSIP: 3620ASD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23046 | PA      | $22802.24      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640929                          | CUSIP: 36291XA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7881 | PA      | $8082.89       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651787                          | CUSIP: 36292LCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4081 | PA      | $4132.34       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641547                          | CUSIP: 36291XWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12959 | PA      | $13282.81      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28653000 | PA      | $29627873.63   | 0.37%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617014                          | CUSIP: 36290TN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8071 | PA      | $8279.59       | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592176                          | CUSIP: 36201S2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1023 | PA      | $1046.68       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4244000 | PA      | $4247546.64    | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692304                          | CUSIP: 36296JDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4805 | PA      | $4866.81       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626768                          | CUSIP: 36291FJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9728 | PA      | $9967.13       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636876                          | CUSIP: 36291SQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27979 | PA      | $28612.23      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A B                    | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94074 | PA      | $95945.88      | 0.00%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG1132                          | CUSIP: 36181UHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9217 | PA      | $8830.04       | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                  | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2650000 | PA      | $2813661.09    | 0.04%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BE6810                          | CUSIP: 3617G1R75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1357182 | PA      | $1275544.56    | 0.02%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598444                          | CUSIP: 36200DZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6923 | PA      | $7132.42       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722000                          | CUSIP: 3620A8DD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47307 | PA      | $42803.67      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603727                          | CUSIP: 36200KVU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8906 | PA      | $8991.48       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888745                          | CUSIP: 31410GL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1184 | PA      | $1265.48       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497365                          | CUSIP: 36210NQS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3400 | PA      | $3459.76       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498449                          | CUSIP: 36210PWJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5340 | PA      | $5415.26       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640530                          | CUSIP: 36291WST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1583 | PA      | $1618.63       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634550                          | CUSIP: 36291P5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6345 | PA      | $6441.52       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    14267000 | PA      | $14532149.06   | 0.18%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497120                          | CUSIP: 36210NG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5618 | PA      | $5596.16       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608434                          | CUSIP: 36202S4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4976 | PA      | $5090.41       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    10203302 | PA      | $10034396.96   | 0.13%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3057                          | CUSIP: 36178NME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14877 | PA      | $13525.24      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552784                          | CUSIP: 36213FCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54717 | PA      | $56408.79      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476971                          | CUSIP: 36209N2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1977 | PA      | $2004.78       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726328                          | CUSIP: 3620AC4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3171 | PA      | $3072.73       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6098                          | CUSIP: 36178DX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43156 | PA      | $40208.36      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487235                          | CUSIP: 36210BHL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3942 | PA      | $4030.16       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613833                          | CUSIP: 36290N4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2091 | PA      | $2115.04       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613901                          | CUSIP: 36290QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4082 | PA      | $4170.42       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC5151                          | CUSIP: 3140F0WM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13440 | PA      | $12957.05      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733913                          | CUSIP: 3620AMK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5717 | PA      | $5668.12       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3370                          | CUSIP: 36180EW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15295 | PA      | $13838.80      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626088                          | CUSIP: 36291ERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8421 | PA      | $8519.39       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560735                          | CUSIP: 36213P4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4033 | PA      | $4122.59       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1116                          | CUSIP: 3132DNGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156528 | PA      | $141993.23     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                      | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10109907.30   | 0.13%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5660000 | PA      | $5395703.58    | 0.07%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630852                          | CUSIP: 36291KZR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2479 | PA      | $2506.98       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777254                          | CUSIP: 36176VH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51051 | PA      | $45333.28      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL                   | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1207153.85    | 0.02%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733526                          | CUSIP: 3620AL4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54745 | PA      | $52923.24      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741243                          | CUSIP: 3620AVP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64651 | PA      | $64039.30      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691704                          | CUSIP: 36296HNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      344315 | PA      | $333030.57     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8651200 | PA      | $8492707.33    | 0.11%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 718157                          | CUSIP: 3620A3ZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1217 | PA      | $1208.12       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734716                          | CUSIP: 3620ANGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      295155 | PA      | $292383.12     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720287                          | CUSIP: 3620A6F44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13117 | PA      | $12996.41      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592074                          | CUSIP: 36201SXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31255 | PA      | $31613.82      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 B                     | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75000 | PA      | $75991.13      | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779075                          | CUSIP: 36176XJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8561 | PA      | $7997.41       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2881                          | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35362 | PA      | $33129.73      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691712                          | CUSIP: 36296HN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      271887 | PA      | $262791.44     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733535                          | CUSIP: 3620AL4U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102997 | PA      | $99800.76      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636102                          | CUSIP: 36291RU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42425 | PA      | $42916.87      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733200                          | CUSIP: 3620ALRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19981 | PA      | $19785.80      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651226                          | CUSIP: 36292KPK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1947 | PA      | $2017.73       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16119.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86612                          | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52146 | PA      | $51768.46      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744275                          | CUSIP: 3620AY2G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10262 | PA      | $9922.52       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641170                          | CUSIP: 36291XJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7774 | PA      | $7939.36       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678416                          | CUSIP: 36295RVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15981 | PA      | $16188.28      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623843                          | CUSIP: 36291CBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2839 | PA      | $2907.57       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3723                            | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18549 | PA      | $18825.54      | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558924                          | CUSIP: 36213M4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23004 | PA      | $23487.97      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2398000 | PA      | $2326576.84    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1703                          | CUSIP: 36178L3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54550 | PA      | $51010.63      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4343                            | CUSIP: 36202EZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3433 | PA      | $3554.18       | 0.00%             | 2039-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2750                          | CUSIP: 36178NBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10611 | PA      | $9919.39       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24103                          | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2867 | PA      | $2749.94       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629079                          | CUSIP: 36291H2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5416 | PA      | $5480.21       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657104                          | CUSIP: 36294RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8529 | PA      | $8901.35       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      814000 | PA      | $793760.15     | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567880                          | CUSIP: 36213X2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7481 | PA      | $7649.50       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 A                      | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2386000 | PA      | $2429818.41    | 0.03%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0687                          | CUSIP: 36177WXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      174962 | PA      | $164748.84     | 0.00%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698493                          | CUSIP: 36296Q7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21784 | PA      | $21581.22      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726331                          | CUSIP: 3620AC4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20447 | PA      | $20294.92      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7240                          | CUSIP: 3133B5BH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191598 | PA      | $173986.15     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604491                          | CUSIP: 36200MRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15422 | PA      | $15591.69      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619613                          | CUSIP: 36290WK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14446 | PA      | $14605.56      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      201000 | PA      | $193913.02     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644782                          | CUSIP: 36292CJ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4692 | PA      | $4813.03       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643629                          | CUSIP: 36292BA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10134 | PA      | $10508.16      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736768                          | CUSIP: 3620AQQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72990 | PA      | $66358.95      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK3531                          | CUSIP: 36183L4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      299702 | PA      | $269098.80     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co                                                        | MASS ELECTRIC CO                   | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     2771000 | PA      | $2165575.56    | 0.03%             | 2046-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                  | AHART 2024-1A A4                   | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      241000 | PA      | $244590.54     | 0.00%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4177                          | CUSIP: 36180FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4036 | PA      | $3649.99       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8649                          | CUSIP: 36178GTE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92591 | PA      | $84009.35      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616527                          | CUSIP: 36290S4L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15531 | PA      | $15863.93      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN9209                          | CUSIP: 36187SGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34624 | PA      | $32790.61      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754997                          | CUSIP: 36230PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8666 | PA      | $8569.64       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675016                          | CUSIP: 36295M3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9021 | PA      | $9474.72       | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591792                          | CUSIP: 36201SNH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8788 | PA      | $8982.82       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636856                          | CUSIP: 36291SQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24252 | PA      | $25095.68      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599927                          | CUSIP: 36200FPL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5456 | PA      | $5581.67       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781598                          | CUSIP: 36225BX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40964 | PA      | $41387.67      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614642                          | CUSIP: 36290QZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53732 | PA      | $54323.86      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429757                          | CUSIP: 36207EME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4123 | PA      | $4220.98       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609712                          | CUSIP: 36202UKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1518 | PA      | $1535.66       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453441                          | CUSIP: 36208KWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         991 | PA      | $1013.23       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575907                          | CUSIP: 36200XYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17094 | PA      | $17617.23      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574408                          | CUSIP: 36200WDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1698 | PA      | $1752.57       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 556240                          | CUSIP: 36213J4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8061 | PA      | $8335.73       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706728                          | CUSIP: 36297BD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30718 | PA      | $30393.65      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711603                          | CUSIP: 36297GRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2161696 | PA      | $2024157.59    | 0.03%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       89600 | PA      | $87437.47      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2740                          | CUSIP: 31329LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      281477 | PA      | $277660.61     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1719                          | CUSIP: 36182V4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140467 | PA      | $126698.45     | 0.00%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623497                          | CUSIP: 36291BUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7282 | PA      | $7547.70       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618873                          | CUSIP: 36290VQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22504 | PA      | $22752.02      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745288                          | CUSIP: 3620C06Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51342 | PA      | $52007.72      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652234                          | CUSIP: 36292LSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4092 | PA      | $4250.98       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2015-3 ZD                      | CUSIP: 38379H8G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5686403 | PA      | $5395513.75    | 0.07%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                      | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6738000 | PA      | $5379779.94    | 0.07%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640201                          | CUSIP: 36291WGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1696 | PA      | $1758.70       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ              | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2556000 | PA      | $2075912.14    | 0.03%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN5733                          | CUSIP: 36186NLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      463342 | PA      | $415371.56     | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $1977848.29    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644856                          | CUSIP: 36292CMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6741 | PA      | $6820.53       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1627                          | CUSIP: 36178LYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20882 | PA      | $19490.73      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594088                          | CUSIP: 36201U6Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4570 | PA      | $4660.94       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458938                          | CUSIP: 36208RZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2397 | PA      | $2434.50       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573907                          | CUSIP: 36200VR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2768 | PA      | $2797.09       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609657                          | CUSIP: 36202UJA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25561 | PA      | $26129.18      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727872                          | CUSIP: 3620AET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3463 | PA      | $3455.16       | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746384                          | CUSIP: 3620C2FZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41442 | PA      | $41068.85      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3444000 | PA      | $3476948.07    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614950                          | CUSIP: 36290REX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4597 | PA      | $4577.03       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622581                          | CUSIP: 36291AUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3987 | PA      | $4135.53       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621772                          | CUSIP: 36290YW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1883 | PA      | $1903.15       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722360                          | CUSIP: 3620A8QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7224 | PA      | $7431.26       | 0.00%             | 2039-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04951                          | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43506 | PA      | $44148.09      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595819                          | CUSIP: 36200A4C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11676 | PA      | $11819.91      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764500                          | CUSIP: 36176FDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13652 | PA      | $13499.71      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      487000 | PA      | $454126.48     | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485850                          | CUSIP: 36209YWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2138 | PA      | $2194.81       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4268                            | CUSIP: 36202EW54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6380 | PA      | $6693.11       | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586534                          | CUSIP: 36201LSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2063 | PA      | $2098.07       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645500                          | CUSIP: 36292DDD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18711 | PA      | $19141.83      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662158                          | CUSIP: 36294WTP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17226 | PA      | $18085.55      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632037                          | CUSIP: 36291MEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3447 | PA      | $3620.31       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  Jun25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        -131 | NC      | $-251765.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD0205                          | CUSIP: 3133AWGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150312 | PA      | $136495.46     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621129                          | CUSIP: 36290YA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7153 | PA      | $7344.42       | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05169                          | CUSIP: 3128M7CE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6445 | PA      | $6541.11       | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598492                          | CUSIP: 36200D2Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1900 | PA      | $1938.07       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694535                          | CUSIP: 36296LSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50495 | PA      | $51870.11      | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4794                          | CUSIP: 36179EKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33958 | PA      | $30653.34      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1016000 | PA      | $1052422.81    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                             | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     1136000 | PA      | $1159316.40    | 0.01%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592963                          | CUSIP: 36201TWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4222 | PA      | $4337.03       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443715                          | CUSIP: 36207V3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1550 | PA      | $1584.69       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619019                          | CUSIP: 36290VVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10053 | PA      | $10301.01      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      508000 | PA      | $475152.65     | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                   | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      489000 | PA      | $501743.82     | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550677                          | CUSIP: 36213CXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19764 | PA      | $20007.09      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737914                          | CUSIP: 3620ARYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1737 | PA      | $1682.71       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605123                          | CUSIP: 36200NG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12015 | PA      | $12146.86      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603091                          | CUSIP: 36200J7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4352 | PA      | $4402.21       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32273                          | CUSIP: 3132QNQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16908 | PA      | $16593.09      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08443                          | CUSIP: 3128MJP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2186 | PA      | $2166.46       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783376                          | CUSIP: 36241LXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1138 | PA      | $1152.43       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607081                          | CUSIP: 36201YM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13167 | PA      | $13483.11      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706893                          | CUSIP: 36297BKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136236 | PA      | $134251.97     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539813                          | CUSIP: 36212PVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1769 | PA      | $1828.56       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586521                          | CUSIP: 36201LSJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3927 | PA      | $4013.90       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    12000000 | PA      | $13419204.59   | 0.17%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV7439                          | CUSIP: 36195JHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98524 | PA      | $90571.51      | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621780                          | CUSIP: 36290YXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10073 | PA      | $10164.97      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701501                          | CUSIP: 36296UKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1401 | PA      | $1418.83       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782114                          | CUSIP: 36241KK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126429 | PA      | $127988.82     | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493657                          | CUSIP: 36210JME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4226 | PA      | $4283.08       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799388                          | CUSIP: 36177UNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81349 | PA      | $76132.27      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553186                          | CUSIP: 36213FRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6921 | PA      | $7064.80       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670143                          | CUSIP: 36295GP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40862 | PA      | $42755.63      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584124                          | CUSIP: 36201H4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7611 | PA      | $7756.43       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608572                          | CUSIP: 36202TCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8344 | PA      | $8656.97       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK4375                          | CUSIP: 3131X72G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306981 | PA      | $302579.07     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9626                          | CUSIP: 36179KVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120881 | PA      | $109633.79     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676970                          | CUSIP: 36295QCF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1027 | PA      | $1040.32       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7945                          | CUSIP: 3140M9ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161490 | PA      | $146443.91     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA9734                          | CUSIP: 36178HY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34477 | PA      | $32097.79      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473605                          | CUSIP: 36209KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1562 | PA      | $1596.54       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629085                          | CUSIP: 36291H2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5898 | PA      | $6039.70       | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676790                          | CUSIP: 36295P2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10869 | PA      | $11009.13      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782067                          | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      209759 | PA      | $216676.89     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL8577                          | CUSIP: 36184FQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170742 | PA      | $152757.49     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479809                          | CUSIP: 36209SAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4628 | PA      | $4575.60       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572189                          | CUSIP: 36200TUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2573 | PA      | $2601.85       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     4359000 | PA      | $2597929.93    | 0.03%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158BM7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      515000 | PA      | $560157.70     | 0.01%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597938                          | CUSIP: 36200DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1476 | PA      | $1521.92       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1705000 | PA      | $1849455.95    | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589522                          | CUSIP: 36201P4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10473 | PA      | $10671.28      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593857                          | CUSIP: 36201UWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5051 | PA      | $5156.34       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6038000 | PA      | $5975470.25    | 0.08%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606651                          | CUSIP: 36201X5L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1173 | PA      | $1199.24       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768496                          | CUSIP: 36176KRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34577 | PA      | $35024.00      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657116                          | CUSIP: 36294RAR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6293 | PA      | $6610.18       | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2018-B                                      | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       63434 | PA      | $63086.31      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                    | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       81000 | PA      | $85683.28      | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486692                          | CUSIP: 36210AUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1427 | PA      | $1427.90       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7508                          | CUSIP: 36181BKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       90625 | PA      | $87113.71      | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625982                          | CUSIP: 36291EM73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10851 | PA      | $11108.48      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    58585819 | PA      | $57713183.00   | 0.73%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3803                          | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3127082 | PA      | $2878147.87    | 0.04%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467948                          | CUSIP: 36209CZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17855 | PA      | $18230.08      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05726                          | CUSIP: 3128M7VT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20006 | PA      | $20306.33      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508486                          | CUSIP: 36211B2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1567 | PA      | $1585.18       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2908000 | PA      | $2861509.20    | 0.04%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610304                          | CUSIP: 36202VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71510 | PA      | $72223.98      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3052                            | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13455 | PA      | $13823.17      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 441693                          | CUSIP: 36207TUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1267 | PA      | $1294.97       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633482                          | CUSIP: 36291NXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7974 | PA      | $8174.23       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620112                          | CUSIP: 36290W3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17423 | PA      | $17782.00      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                          | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |     2100000 | PA      | $1438500.00    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -732 | NC      | $-1923640.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670036                          | CUSIP: 36295GLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80618 | PA      | $72271.22      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                          | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36807497 | PA      | $33002375.16   | 0.42%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK7369                          | CUSIP: 36183RFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60195 | PA      | $57737.57      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469543                          | CUSIP: 36209ES86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3810 | PA      | $3895.19       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604041                          | CUSIP: 36200MBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3853 | PA      | $3928.79       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2714                          | CUSIP: 31329LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      247224 | PA      | $244100.93     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      771000 | PA      | $778581.27     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1942                          | CUSIP: 36180UEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55845 | PA      | $52004.58      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643815                          | CUSIP: 36292BGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6546 | PA      | $6807.20       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908916                          | CUSIP: 31411HYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6751 | PA      | $7212.70       | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05958                          | CUSIP: 3128M75T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9199 | PA      | $9337.46       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769631                          | CUSIP: 36176LY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      143910 | PA      | $134975.91     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767023                          | CUSIP: 36176H4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69583 | PA      | $62884.10      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                 | BMARK 2024-V8 A3                   | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      752597 | PA      | $793377.82     | 0.01%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766616                          | CUSIP: 36176HN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9568 | PA      | $8935.27       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501495                          | CUSIP: 36210TC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8836 | PA      | $8981.60       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612396                          | CUSIP: 36202XKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35072 | PA      | $35856.47      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780845                          | CUSIP: 36225A5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2980 | PA      | $3046.85       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AT7568                          | CUSIP: 36194GMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131038 | PA      | $120460.81     | 0.00%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     3706000 | PA      | $3809318.08    | 0.05%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650166                          | CUSIP: 36292JJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8479 | PA      | $8585.99       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736106                          | CUSIP: 3620APYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28463 | PA      | $28212.14      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9293                          | CUSIP: 36178WKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      314232 | PA      | $293376.07     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366977                          | CUSIP: 36204DUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22288 | PA      | $22074.57      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717513                          | CUSIP: 3620A3DS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15077 | PA      | $14638.25      | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       44000 | PA      | $34003.54      | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-286.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769945                          | CUSIP: 36176MES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33628 | PA      | $33277.90      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593420                          | CUSIP: 36201UG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4261 | PA      | $4244.64       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 B                     | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129000 | PA      | $129876.22     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      792000 | PA      | $778104.36     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      991000 | PA      | $965924.89     | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634803                          | CUSIP: 36291QGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22323 | PA      | $22601.31      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778069                          | CUSIP: 36176WFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43988 | PA      | $41100.87      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553288                          | CUSIP: 36213FUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5194 | PA      | $5309.65       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15497.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5494                          | CUSIP: 36178SC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65252 | PA      | $61234.78      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627457                          | CUSIP: 36291GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13266 | PA      | $13396.58      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626483                          | CUSIP: 36291E6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23353 | PA      | $23876.03      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4076000 | PA      | $3988799.85    | 0.05%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587830                          | CUSIP: 36201NA75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1772 | PA      | $1784.05       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653823                          | CUSIP: 36292NLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4627 | PA      | $4812.76       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8490                          | CUSIP: 36179JNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76307 | PA      | $71260.96      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496463                          | CUSIP: 36210MQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1610 | PA      | $1636.19       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $8248198.21    | 0.10%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644958                          | CUSIP: 36292CQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3533 | PA      | $3576.44       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484078                          | CUSIP: 36209WXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1778 | PA      | $1811.12       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4954.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600422                          | CUSIP: 36200GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3586 | PA      | $3675.26       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777215                          | CUSIP: 36176VGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32643 | PA      | $30492.83      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                     | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      374000 | PA      | $268338.69     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598487                          | CUSIP: 36200D2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3845 | PA      | $3977.68       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629078                          | CUSIP: 36291H2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1806 | PA      | $1850.23       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608279                          | CUSIP: 36202SXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39922 | PA      | $40361.52      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 382219                          | CUSIP: 36204WSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2213 | PA      | $2283.24       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606746                          | CUSIP: 36201YBP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40337 | PA      | $41225.81      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619621                          | CUSIP: 36290WLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1134 | PA      | $1146.54       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607258                          | CUSIP: 36201YTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11514 | PA      | $11778.13      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487346                          | CUSIP: 36210BL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4573 | PA      | $4674.97       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632196                          | CUSIP: 36291MKH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5432 | PA      | $5647.30       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    10000000 | PA      | $9655111.74    | 0.12%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624370                          | CUSIP: 36291CT39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2753 | PA      | $2817.12       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677097                          | CUSIP: 36295QGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11745 | PA      | $11892.90      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648482                          | CUSIP: 36292GM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5323 | PA      | $5290.64       | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759135                          | CUSIP: 36230UEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      379971 | PA      | $361793.85     | 0.00%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21726.17      | 0.00%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480024                          | CUSIP: 36209SG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6252 | PA      | $6348.63       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738221                          | CUSIP: 3620ASD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      444209 | PA      | $439980.77     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ2711                          | CUSIP: 36182XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24897 | PA      | $23093.57      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749783                          | CUSIP: 3620C56U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61218 | PA      | $59088.21      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603512                          | CUSIP: 36200KN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71128 | PA      | $72609.35      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696542                          | CUSIP: 36296NZF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33395 | PA      | $35183.92      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661528                          | CUSIP: 36294V4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18486 | PA      | $19297.00      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1993000 | PA      | $2011904.19    | 0.03%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $816841.31     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9431                          | CUSIP: 36180NPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25669 | PA      | $23346.93      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2407000 | PA      | $1708925.03    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      831000 | PA      | $817679.33     | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739095                          | CUSIP: 3620ATC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3386 | PA      | $3373.25       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 5/25                      | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -15000000 | PA      | $-12466992.00  | -0.16%            | 2025-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1428000 | PA      | $1413823.63    | 0.02%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705908                          | CUSIP: 36297AGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      409978 | PA      | $395988.28     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593224                          | CUSIP: 36201UAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5567 | PA      | $5749.10       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6653                          | CUSIP: 36178EMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7642 | PA      | $7149.89       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC5862                          | CUSIP: 36179FQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      188836 | PA      | $171129.06     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425331                          | CUSIP: 36206YPQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1098 | PA      | $1116.85       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568248                          | CUSIP: 36213YHZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1517 | PA      | $1565.97       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650474                          | CUSIP: 36292JT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20278 | PA      | $20531.39      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757462                          | CUSIP: 36230SJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      174971 | PA      | $164018.16     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619611                          | CUSIP: 36290WKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7146 | PA      | $7226.62       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7580                          | CUSIP: 36180KM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24500 | PA      | $22792.10      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535873                          | CUSIP: 36212KJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1748 | PA      | $1800.72       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      121000 | PA      | $123154.61     | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550639                          | CUSIP: 36213CV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32551 | PA      | $32946.44      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1880804.96    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751891                          | CUSIP: 36230LC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6401 | PA      | $6185.87       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621331                          | CUSIP: 36290YHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4304 | PA      | $4467.00       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 271949                          | CUSIP: 36220ABS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24655 | PA      | $25187.79      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 556407                          | CUSIP: 36213KDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2979 | PA      | $3076.68       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754986                          | CUSIP: 36230PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21659 | PA      | $21939.68      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728627                          | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18802 | PA      | $18632.52      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620626                          | CUSIP: 36290XPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7793 | PA      | $7882.54       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743157                          | CUSIP: 3620AXTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18613 | PA      | $18035.86      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499587                          | CUSIP: 36210Q6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1327 | PA      | $1356.71       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593845                          | CUSIP: 36201UWE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2006 | PA      | $2050.16       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723428                          | CUSIP: 3620A9VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5459 | PA      | $5411.59       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 6-7 NOTE FRI W1May25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         183 | NC      | $45750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $341354.98     | 0.00%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502724                          | CUSIP: 36210UPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2538 | PA      | $2594.60       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597549                          | CUSIP: 36200CZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4514 | PA      | $4548.53       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    31631000 | PA      | $36827427.22   | 0.47%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                      | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     2414000 | PA      | $1915394.22    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2376000 | PA      | $2291191.90    | 0.03%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646822                          | CUSIP: 36292ESK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7393 | PA      | $7559.14       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                               | SCRIPPS ESCROW                     | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $56949.14      | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $218197.30     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617420                          | CUSIP: 36290T4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1032 | PA      | $1041.71       | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3119748.48    | 0.04%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595885                          | CUSIP: 36200A6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2488 | PA      | $2541.40       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749234                          | CUSIP: 3620C5LP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111486 | PA      | $107889.95     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706719                          | CUSIP: 36297BDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14992 | PA      | $14864.89      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748614                          | CUSIP: 3620C4VF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18509 | PA      | $18913.40      | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629769                          | CUSIP: 36291JT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6222 | PA      | $6372.07       | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507584                          | CUSIP: 36211A2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1506 | PA      | $1453.05       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649478                          | CUSIP: 36292HQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11453 | PA      | $11918.81      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 6/25                        | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $15070897.50   | 0.19%             | 2025-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593967                          | CUSIP: 36201UZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11972 | PA      | $12244.36      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666405                          | CUSIP: 36295CKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41097 | PA      | $37333.57      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468705                          | CUSIP: 36209DU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1023 | PA      | $1045.64       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551897                          | CUSIP: 36213EDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1454 | PA      | $1500.23       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494329                          | CUSIP: 36210KEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2965 | PA      | $3009.37       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793555                          | CUSIP: 36177M5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17562 | PA      | $16404.71      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566209                          | CUSIP: 36213WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11891 | PA      | $12030.00      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631301                          | CUSIP: 36291LKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22171 | PA      | $22437.73      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5585000 | PA      | $5338408.05    | 0.07%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647992                          | CUSIP: 36292F2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3754 | PA      | $3849.10       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571352                          | CUSIP: 36200SWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8256 | PA      | $8513.51       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633035                          | CUSIP: 36291NHL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18404 | PA      | $19359.59      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615190                          | CUSIP: 36290RNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8219 | PA      | $8415.00       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655715                          | CUSIP: 36294PN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22770 | PA      | $23066.15      | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                          | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |      600000 | PA      | $359987.27     | 0.00%             | 2028-04-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560153                          | CUSIP: 36213PH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8689 | PA      | $8873.47       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578286                          | CUSIP: 36201BNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1710 | PA      | $1764.87       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE0937                          | CUSIP: 3140FLBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49090 | PA      | $47346.65      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757044                          | CUSIP: 36230RZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6174 | PA      | $5978.07       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461414                          | CUSIP: 36208USB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1076 | PA      | $1099.82       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671499                          | CUSIP: 36295H7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8768 | PA      | $9174.73       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471592                          | CUSIP: 36209G2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2333 | PA      | $2359.76       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2616596.76    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1407000 | PA      | $1405998.55    | 0.02%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      530000 | PA      | $486606.59     | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 455951                          | CUSIP: 36208NQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1502 | PA      | $1519.09       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 680613                          | CUSIP: 36295UDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3237 | PA      | $3388.78       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2715000 | PA      | $2677195.14    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603763                          | CUSIP: 36200KWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      144405 | PA      | $145914.41     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9742                          | CUSIP: 3140XRZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13038293 | PA      | $10992916.89   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752073                          | CUSIP: 36230LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6496 | PA      | $6435.20       | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477622                          | CUSIP: 36209PSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1015 | PA      | $1026.70       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588264                          | CUSIP: 36201NQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3771 | PA      | $3856.73       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648005                          | CUSIP: 36292F3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9591 | PA      | $9809.09       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0793                          | CUSIP: 36180B3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16467 | PA      | $14911.13      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637328                          | CUSIP: 36291TA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10831 | PA      | $11101.76      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740992                          | CUSIP: 3620AVF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4871 | PA      | $4859.65       | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      295000 | PA      | $275411.59     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4711000 | PA      | $3299356.20    | 0.04%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752130                          | CUSIP: 36230LLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130313 | PA      | $117814.59     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581433                          | CUSIP: 36201E4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5414 | PA      | $5581.78       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764244                          | CUSIP: 36176EZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7274 | PA      | $7192.35       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA7681                          | CUSIP: 36178FRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61928 | PA      | $57955.92      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732462                          | CUSIP: 3620AKWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3266 | PA      | $3243.64       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769968                          | CUSIP: 36176MFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38707 | PA      | $37347.38      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687930                          | CUSIP: 36296DHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27075 | PA      | $28507.15      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608288                          | CUSIP: 36202SXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1663 | PA      | $1656.27       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489246                          | CUSIP: 36210DP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1065 | PA      | $1088.88       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607020                          | CUSIP: 36201YK96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3590 | PA      | $3702.01       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723526                          | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13651 | PA      | $13531.29      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607269                          | CUSIP: 36201YT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17531 | PA      | $17732.00      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697030                          | CUSIP: 36296PLK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11055 | PA      | $11638.23      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16750000 | PA      | $14684502.17   | 0.19%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609583                          | CUSIP: 36202UFY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1359 | PA      | $1389.07       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-AP-TXBL                 | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4540000 | PA      | $4105080.71    | 0.05%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-249.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1878                          | CUSIP: 36178MCP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27515 | PA      | $25750.05      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640930                          | CUSIP: 36291XA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39763 | PA      | $40759.17      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738971                          | CUSIP: 3620AS6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1788 | PA      | $1768.66       | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453448                          | CUSIP: 36208KWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2474 | PA      | $2512.90       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756312                          | CUSIP: 36230RAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9635 | PA      | $9531.01       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629557                          | CUSIP: 36291JME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11452 | PA      | $11380.73      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601300                          | CUSIP: 36200G7M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14782 | PA      | $15101.66      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763499                          | CUSIP: 36176D7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27640 | PA      | $26762.02      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628061                          | CUSIP: 36291GWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4493 | PA      | $4652.38       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501862                          | CUSIP: 36210TQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1970 | PA      | $2013.44       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -47100000 | NC      | $-318153.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3103                          | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      468786 | PA      | $412672.38     | 0.01%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A B                    | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219168 | PA      | $223761.43     | 0.00%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640904                          | CUSIP: 36291XAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4120 | PA      | $4170.10       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606493                          | CUSIP: 36201XXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1666 | PA      | $1704.11       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769919                          | CUSIP: 36176MDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16731 | PA      | $16544.58      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574068                          | CUSIP: 36200VW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2432 | PA      | $2511.80       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      559000 | PA      | $548823.38     | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649450                          | CUSIP: 36292HQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13402 | PA      | $13747.87      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1510                          | CUSIP: 36179AVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60255 | PA      | $54348.93      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 359184                          | CUSIP: 36203T6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1698 | PA      | $1736.27       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507941                          | CUSIP: 36211BHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5071 | PA      | $5172.34       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30569000 | PA      | $26118583.40   | 0.33%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655697                          | CUSIP: 36294PNN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27733 | PA      | $29131.27      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614589                          | CUSIP: 36290QXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22766 | PA      | $23254.07      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574562                          | CUSIP: 36200WJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43574 | PA      | $44084.98      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753207                          | CUSIP: 36230MR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120583 | PA      | $109717.67     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602671                          | CUSIP: 36200JQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4265 | PA      | $4366.60       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687376                          | CUSIP: 36296CT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11576 | PA      | $11724.87      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF5065                          | CUSIP: 36181LTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41473 | PA      | $38710.38      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN8672                          | CUSIP: 36186ST57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18236 | PA      | $17269.92      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723547                          | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170395 | PA      | $168892.69     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3793                          | CUSIP: 36179DGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32544 | PA      | $31999.42      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781043                          | CUSIP: 36225BEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7664 | PA      | $7790.76       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 5.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47100000 | NC      | $83849.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625106                          | CUSIP: 36291DNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3102 | PA      | $3134.29       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425306                          | CUSIP: 36206YNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3045 | PA      | $3113.14       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616856                          | CUSIP: 36290TH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2239 | PA      | $2265.78       | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711186                          | CUSIP: 36297GCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46663 | PA      | $46242.24      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593361                          | CUSIP: 36201UFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11246 | PA      | $11405.74      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |    15000000 | PA      | $14904135.00   | 0.19%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0175                          | CUSIP: 36180BFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12223 | PA      | $11379.40      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663317                          | CUSIP: 36294X4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6398 | PA      | $6720.12       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34590                          | CUSIP: 3132QRC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38965 | PA      | $34860.28      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                        | KOREA ELEC PWR                     | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     1958000 | PA      | $1982942.97    | 0.03%             | 2026-07-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509967                          | CUSIP: 36211DQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5909 | PA      | $6055.33       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661084                          | CUSIP: 36294VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3223 | PA      | $3372.57       | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443272                          | CUSIP: 36207VMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1221 | PA      | $1248.46       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508636                          | CUSIP: 36211CBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2895 | PA      | $2951.32       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760290                          | CUSIP: 36176ANF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30439 | PA      | $29379.93      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605267                          | CUSIP: 36200NMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      209353 | PA      | $214227.56     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637847                          | CUSIP: 36291TTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2965 | PA      | $3040.00       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |      177470 | PA      | $163111.65     | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781542                          | CUSIP: 36225BWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32689 | PA      | $33668.29      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629882                          | CUSIP: 36291JXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41104 | PA      | $42622.43      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553313                          | CUSIP: 36213FVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5876 | PA      | $5998.39       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739191                          | CUSIP: 3620ATF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83596 | PA      | $82811.07      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2375                          | CUSIP: 36179BT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72793 | PA      | $65941.09      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633180                          | CUSIP: 36291NM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7753 | PA      | $7939.40       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722755                          | CUSIP: 3620A85Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9842 | PA      | $10367.99      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529423                          | CUSIP: 36212CD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2381 | PA      | $2461.40       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2979000 | PA      | $3024715.77    | 0.04%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603780                          | CUSIP: 36200KXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63467 | PA      | $64152.19      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606796                          | CUSIP: 36201YC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3939 | PA      | $3977.81       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626234                          | CUSIP: 36291EV32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8457 | PA      | $8669.01       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553459                          | CUSIP: 36213FZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27382 | PA      | $26532.39      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616413                          | CUSIP: 36290SYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9997 | PA      | $10113.24      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486843                          | CUSIP: 36210AZG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10823 | PA      | $10991.10      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475332                          | CUSIP: 36209MA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53137 | PA      | $51131.52      | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7971.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615280                          | CUSIP: 36290RQ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8745 | PA      | $8837.27       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609002                          | CUSIP: 36202TRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14867 | PA      | $14752.45      | 0.00%             | 2036-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595830                          | CUSIP: 36200A4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1830 | PA      | $1875.98       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745279                          | CUSIP: 3620C06Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23751 | PA      | $24688.91      | 0.00%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433745                          | CUSIP: 36207JZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2525 | PA      | $2581.29       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626868                          | CUSIP: 36291FMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3035 | PA      | $3096.81       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595954                          | CUSIP: 36200BBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2590 | PA      | $2642.48       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3064                          | CUSIP: 36178NMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62712 | PA      | $58458.60      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      734000 | PA      | $726197.39     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3654000 | PA      | $3664648.23    | 0.05%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25749                          | CUSIP: 3132M6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4955 | PA      | $4755.64       | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733089                          | CUSIP: 3620ALNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11773 | PA      | $11657.34      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605198                          | CUSIP: 36200NKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44132 | PA      | $44632.66      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622474                          | CUSIP: 36291AQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22622 | PA      | $23140.56      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662444                          | CUSIP: 36294W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13769 | PA      | $14465.09      | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643817                          | CUSIP: 36292BG26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23238 | PA      | $23787.20      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749250                          | CUSIP: 3620C5L70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      121042 | PA      | $116791.59     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607705                          | CUSIP: 36202SDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19029 | PA      | $19444.24      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1244086.15    | 0.02%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687025                          | CUSIP: 36296CHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8471 | PA      | $8892.76       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569009                          | CUSIP: 36200QDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1178 | PA      | $1202.87       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                          | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36923485 | PA      | $30126576.39   | 0.38%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $29230.39      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594084                          | CUSIP: 36201U6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11366 | PA      | $11611.78      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     1024000 | PA      | $1150243.27    | 0.01%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: PLN 4.760000 18-JUN-2030 WIB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    74000000 | NC      | $-773036.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606472                          | CUSIP: 36201XW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20470 | PA      | $20861.51      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754393                          | CUSIP: 36230N3A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7809 | PA      | $7523.56       | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657656                          | CUSIP: 36294RTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71931 | PA      | $71291.92      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714194                          | CUSIP: 36297KNK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4891 | PA      | $5154.02       | 0.00%             | 2039-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691707                          | CUSIP: 36296HNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      157390 | PA      | $151967.06     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510081                          | CUSIP: 36211DUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1127 | PA      | $1147.03       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651703                          | CUSIP: 36292LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4941 | PA      | $5047.98       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611986                          | CUSIP: 36202W2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5190 | PA      | $5309.86       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $13837.63      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9128                          | CUSIP: 36184HD92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54845 | PA      | $52736.75      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 797470                          | CUSIP: 36177SJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45807 | PA      | $42733.55      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604484                          | CUSIP: 36200MRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10497 | PA      | $10601.90      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591959                          | CUSIP: 36201STQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9775 | PA      | $9986.74       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     3555000 | PA      | $3639370.46    | 0.05%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1976000 | PA      | $2043021.03    | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 403419                          | CUSIP: 36205XDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2826 | PA      | $2859.48       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554898                          | CUSIP: 36213HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1529 | PA      | $1579.99       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     5871000 | PA      | $5992243.92    | 0.08%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646852                          | CUSIP: 36292ETH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21566 | PA      | $22115.27      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667650                          | CUSIP: 36295DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6431 | PA      | $6378.67       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36135400 | PA      | $36979500.18   | 0.47%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606442                          | CUSIP: 36201XWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4077 | PA      | $4164.95       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       47000 | PA      | $43731.09      | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597948                          | CUSIP: 36200DHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2188 | PA      | $2237.07       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487383                          | CUSIP: 36210BM85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1430 | PA      | $1456.16       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709050                          | CUSIP: 36297DWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28584 | PA      | $28269.10      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779209                          | CUSIP: 36176XN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5488 | PA      | $5123.46       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                      | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      345000 | PA      | $335469.94     | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                          | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12475 | PA      | $11971.48      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758100                          | CUSIP: 36230S7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72921 | PA      | $68356.43      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636940                          | CUSIP: 36291SS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3742 | PA      | $3835.39       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670088                          | CUSIP: 36295GND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5929 | PA      | $6229.75       | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614417                          | CUSIP: 36290QSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7393 | PA      | $7565.12       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558798                          | CUSIP: 36213MX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33756 | PA      | $34546.56      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ9382                          | CUSIP: 36183FM71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60587 | PA      | $58175.46      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194251 | PA      | $181974.30     | 0.00%             | 2042-02-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     1310000 | PA      | $1464172.97    | 0.02%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628095                          | CUSIP: 36291GXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6738 | PA      | $6900.14       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849462                          | CUSIP: 31300MQP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103398 | PA      | $106150.37     | 0.00%             | 2044-10-01      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501845                          | CUSIP: 36210TP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2365 | PA      | $2417.75       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412828                          | CUSIP: 36206JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10577 | PA      | $10790.97      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487226                          | CUSIP: 36210BHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1499 | PA      | $1528.16       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603935                          | CUSIP: 36200K4U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15926 | PA      | $16238.12      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606534                          | CUSIP: 36201XY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6392 | PA      | $6559.80       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638669                          | CUSIP: 36291UQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39961 | PA      | $41020.12      | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      322000 | PA      | $324069.11     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0865                          | CUSIP: 3133B96A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      398799 | PA      | $362640.23     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03565                          | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1672 | PA      | $1614.75       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      251000 | PA      | $244551.12     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD5898                          | CUSIP: 3617BMRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      306587 | PA      | $280882.56     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456249                          | CUSIP: 36208NZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6315 | PA      | $6401.05       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603487                          | CUSIP: 36200KNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13297 | PA      | $13551.29      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631105                          | CUSIP: 36291LDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13609 | PA      | $13936.94      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754138                          | CUSIP: 36230NS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19218 | PA      | $19009.83      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.020000 21-APR-2046 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     9790000 | NC      | $158995.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664551                          | CUSIP: 36295AH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41215 | PA      | $40859.50      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4288                          | CUSIP: 36179DXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      306266 | PA      | $274558.02     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1043008.06    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                             | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      116000 | PA      | $116432.64     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783240                          | CUSIP: 36241LS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59484 | PA      | $57611.92      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495883                          | CUSIP: 36210L2Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         980 | PA      | $992.63        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G GLOBAL FUND                    | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      947000 | PA      | $917459.55     | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      147000 | PA      | $149144.60     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01181                          | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8143 | PA      | $8060.04       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 681922                          | CUSIP: 36295VSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6038 | PA      | $6341.77       | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602073                          | CUSIP: 36200H2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2992 | PA      | $3024.81       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737186                          | CUSIP: 3620AQ6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96272 | PA      | $93400.07      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611153                          | CUSIP: 36202V5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1635 | PA      | $1650.96       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782153                          | CUSIP: 36241KMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152460 | PA      | $154139.69     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633552                          | CUSIP: 36291NZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3993 | PA      | $4040.74       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 681592                          | CUSIP: 36295VF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4616 | PA      | $4674.37       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723027                          | CUSIP: 3620A9HC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12403 | PA      | $12294.24      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4585                          | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2373098 | PA      | $2126286.66    | 0.03%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604547                          | CUSIP: 36200MTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3882 | PA      | $3818.38       | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     1669000 | PA      | $1805580.83    | 0.02%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643572                          | CUSIP: 36292A6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1386 | PA      | $1402.97       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429778                          | CUSIP: 36207EM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4882 | PA      | $4990.15       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566187                          | CUSIP: 36213V6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4042 | PA      | $4128.95       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758922                          | CUSIP: 36230T4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      484250 | PA      | $437633.69     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2276000 | PA      | $2359225.68    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615874                          | CUSIP: 36290SFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28406 | PA      | $29053.40      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713734                          | CUSIP: 36297J4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2709 | PA      | $2634.53       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592037                          | CUSIP: 36201SV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2113 | PA      | $2160.03       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619718                          | CUSIP: 36290WPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3978 | PA      | $4117.79       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506451                          | CUSIP: 36210YTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2147 | PA      | $2185.15       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505793                          | CUSIP: 36210X3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2588 | PA      | $2651.20       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667568                          | CUSIP: 36295DTZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1295 | PA      | $1323.87       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1976                          | CUSIP: 36178MFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34469 | PA      | $32131.12      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487807                          | CUSIP: 36210B3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91534 | PA      | $90792.03      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553060                          | CUSIP: 36213FMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30064 | PA      | $30713.97      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8388                          | CUSIP: 36179JJ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34095 | PA      | $31125.71      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737556                          | CUSIP: 3620ARMD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5834 | PA      | $5780.16       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470116                          | CUSIP: 36209FGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2646 | PA      | $2694.84       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616366                          | CUSIP: 36290SW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11700 | PA      | $11967.74      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567970                          | CUSIP: 36213X6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3446 | PA      | $3561.99       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782226                          | CUSIP: 36241KPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44129 | PA      | $44624.79      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2006-HYB1                                        | CWHL 2006-HYB1 1A1                 | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114055 | PA      | $104563.21     | 0.00%             | 2036-03-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779715                          | CUSIP: 36176YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4703 | PA      | $4542.11       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620186                          | CUSIP: 36290W6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16795 | PA      | $17177.60      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645651                          | CUSIP: 36292DH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12163 | PA      | $12474.02      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572049                          | CUSIP: 36200TQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13047 | PA      | $13197.95      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648636                          | CUSIP: 36292GSZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13357 | PA      | $13493.31      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577683                          | CUSIP: 36201AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4979 | PA      | $5081.11       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552938                          | CUSIP: 36213FHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14824 | PA      | $14980.76      | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552695                          | CUSIP: 36213E7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3095 | PA      | $3194.22       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582471                          | CUSIP: 36201GCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2561 | PA      | $2571.23       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615781                          | CUSIP: 36290SCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14239 | PA      | $14386.15      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 773302                          | CUSIP: 36176Q3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2234 | PA      | $2156.29       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442874                          | CUSIP: 36207U6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2338 | PA      | $2390.18       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616957                          | CUSIP: 36290TME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18528 | PA      | $19255.71      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598586                          | CUSIP: 36200D6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11535 | PA      | $11743.60      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474705                          | CUSIP: 36209LKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5865 | PA      | $5961.76       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638047                          | CUSIP: 36291TZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1769 | PA      | $1814.71       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 655704                          | CUSIP: 36294PNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43949 | PA      | $46205.35      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678156                          | CUSIP: 36295RMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51267 | PA      | $53957.70      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630723                          | CUSIP: 36291KVQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4861 | PA      | $4982.84       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781276                          | CUSIP: 36225BMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3735 | PA      | $3829.86       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4560                            | CUSIP: 36202FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      695343 | PA      | $720280.29     | 0.01%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 263901AD2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     3232000 | PA      | $2655872.88    | 0.03%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782073                          | CUSIP: 36241KJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56878 | PA      | $57539.35      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224816.21     | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1561000 | PA      | $1614012.97    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1525797.62    | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG5992                          | CUSIP: 36182AUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33387 | PA      | $32973.35      | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596613                          | CUSIP: 36200BYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10182 | PA      | $10467.39      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753579                          | CUSIP: 36230M6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19239 | PA      | $18676.69      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650004                          | CUSIP: 36292JDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9479 | PA      | $9591.95       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 695062                          | CUSIP: 36296MFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10328 | PA      | $10242.75      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                    | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      153000 | PA      | $143279.64     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602919                          | CUSIP: 36200JYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5935 | PA      | $6089.16       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603667                          | CUSIP: 36200KTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4788 | PA      | $4903.34       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      223000 | PA      | $293283.13     | 0.00%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 411095                          | CUSIP: 36206GUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13491 | PA      | $14221.64      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0705                          | CUSIP: 36181FYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16692 | PA      | $15026.69      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481183                          | CUSIP: 36209TRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1169 | PA      | $1184.62       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9488000 | PA      | $8475561.03    | 0.11%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780912                          | CUSIP: 36225BAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10061 | PA      | $10285.02      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0716                          | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4984064 | PA      | $4885279.56    | 0.06%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                      | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      532000 | PA      | $516317.84     | 0.01%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491148                          | CUSIP: 36210FTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2796 | PA      | $2844.51       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581597                          | CUSIP: 36201FDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18202 | PA      | $18569.47      | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676349                          | CUSIP: 36295PL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14194 | PA      | $14861.34      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A D                    | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       76000 | PA      | $78408.58      | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $412946.89     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7812632.22    | 0.10%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                   | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     6321000 | PA      | $5563771.68    | 0.07%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                          | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $660155.49     | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464488                          | CUSIP: 36208X6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1290 | PA      | $1310.16       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630102                          | CUSIP: 36291KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9760 | PA      | $9877.14       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7628                          | CUSIP: 3140MMPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116688 | PA      | $105560.97     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462074                          | CUSIP: 36208VJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4047 | PA      | $4137.05       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553303                          | CUSIP: 36213FU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3747 | PA      | $3873.07       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      147000 | PA      | $138955.71     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677202                          | CUSIP: 36295QKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6454 | PA      | $6754.45       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568522                          | CUSIP: 36213YSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3313 | PA      | $3422.60       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692010                          | CUSIP: 36296HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11065 | PA      | $11659.47      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620498                          | CUSIP: 36290XKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19803 | PA      | $20223.38      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9581                          | CUSIP: 3140XDUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9664600 | PA      | $8501518.65    | 0.11%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429676                          | CUSIP: 36207EJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3137 | PA      | $3172.48       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541609                          | CUSIP: 36212RVA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1249 | PA      | $1278.11       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724182                          | CUSIP: 3620AARB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1316 | PA      | $1352.44       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $327383.48     | 0.00%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26910.38      | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619298                          | CUSIP: 36290V7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2690 | PA      | $2747.44       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604654                          | CUSIP: 36200MWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5514 | PA      | $5735.16       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577737                          | CUSIP: 36201AZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1740 | PA      | $1774.26       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9767                          | CUSIP: 36181DZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89889 | PA      | $83643.29      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4536587.59    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605590                          | CUSIP: 36200NXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16113 | PA      | $16303.09      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738901                          | CUSIP: 3620AS3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194148 | PA      | $187653.43     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-102745.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460317                          | CUSIP: 36208TK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2306 | PA      | $2357.01       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473140                          | CUSIP: 36209JS51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4315 | PA      | $4382.00       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619174                          | CUSIP: 36290V2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16305 | PA      | $16954.26      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585311                          | CUSIP: 36201KGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20789 | PA      | $21469.55      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720199                          | CUSIP: 3620A6DC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3960 | PA      | $4010.87       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9015                          | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31999 | PA      | $30894.25      | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588377                          | CUSIP: 36201NUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11050 | PA      | $11282.77      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK                   | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $109650.66     | 0.00%             | 2031-09-23      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6892                          | CUSIP: 36198TUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17664 | PA      | $15835.49      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613902                          | CUSIP: 36290QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6397 | PA      | $6543.74       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778385                          | CUSIP: 36176WRE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35295 | PA      | $33197.76      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A B                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $167211.87     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669712                          | CUSIP: 36295GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12638 | PA      | $12983.94      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782623                          | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32634 | PA      | $31690.43      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3795                          | CUSIP: 3138X3GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86593 | PA      | $89409.58      | 0.00%             | 2043-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $39887.56      | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603265                          | CUSIP: 36200KFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18065 | PA      | $18275.55      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 452764                          | CUSIP: 36208J5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2195 | PA      | $2244.21       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604834                          | CUSIP: 36200M4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1477 | PA      | $1532.12       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616364                          | CUSIP: 36290SWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1601 | PA      | $1635.66       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643440                          | CUSIP: 36292AZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15201 | PA      | $15572.87      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737908                          | CUSIP: 3620ARYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17457 | PA      | $16904.75      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794360                          | CUSIP: 36177NZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30774 | PA      | $29770.61      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377671                          | CUSIP: 36204RQY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1795 | PA      | $1834.85       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA3342                          | CUSIP: 36178AWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9100 | PA      | $8269.96       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3772                            | CUSIP: 36202EFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      187566 | PA      | $190380.57     | 0.00%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781906                          | CUSIP: 36241KDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1537 | PA      | $1555.08       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457872                          | CUSIP: 36208QT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4931 | PA      | $5007.92       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616312                          | CUSIP: 36290SVD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10204 | PA      | $10444.83      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      863000 | PA      | $837010.66     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     4321000 | PA      | $4362710.18    | 0.06%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471364                          | CUSIP: 36209GTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3964 | PA      | $4050.56       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     1943000 | PA      | $2288482.38    | 0.03%             | 2029-05-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      523000 | PA      | $432821.43     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645392                          | CUSIP: 36292C7D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2905 | PA      | $2936.09       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605225                          | CUSIP: 36200NLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13099 | PA      | $13405.60      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230124.52     | 0.00%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                         | CSAIL 2019-C17 A4                  | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68394 | PA      | $63445.83      | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628911                          | CUSIP: 36291HVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52772 | PA      | $53987.05      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722685                          | CUSIP: 3620A82S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12760 | PA      | $13115.35      | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605564                          | CUSIP: 36200NWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5816 | PA      | $6044.99       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 D                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108000 | PA      | $108749.33     | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                     | HIGHMARK INC                       | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     2559000 | PA      | $2453084.18    | 0.03%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759877                          | CUSIP: 36230U6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8558 | PA      | $7998.77       | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                          | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1078335 | PA      | $1052908.74    | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666209                          | CUSIP: 36295CDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9900 | PA      | $10411.03      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667687                          | CUSIP: 36295DXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13715 | PA      | $14280.76      | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2021-REV1                                           | FORDR 2021-1 C                     | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      324000 | PA      | $314414.36     | 0.00%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766495                          | CUSIP: 36176HKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2926 | PA      | $2822.64       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784987                          | CUSIP: 3622AANC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4576247 | PA      | $4267992.33    | 0.05%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613908                          | CUSIP: 36290QAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22752 | PA      | $23220.99      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627731                          | CUSIP: 36291GLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9469 | PA      | $9960.58       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI0211                          | CUSIP: 36198KGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56589 | PA      | $52683.59      | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620540                          | CUSIP: 36290XLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9601 | PA      | $9705.80       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781568                          | CUSIP: 36225BW53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55137 | PA      | $56914.98      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462622                          | CUSIP: 36208V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1043 | PA      | $1066.58       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462624                          | CUSIP: 36208V4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7777 | PA      | $7871.22       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-3                                     | MARM 2004-3 5A1                    | CUSIP: 576433KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1055 | PA      | $1021.52       | 0.00%             | 2034-04-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613817                          | CUSIP: 36290N4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8247 | PA      | $8432.80       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494474                          | CUSIP: 36210KJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1207 | PA      | $1229.44       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD6424                          | CUSIP: 36180JD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24653 | PA      | $22928.65      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670008                          | CUSIP: 36295GKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131770 | PA      | $118127.89     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24928647 | PA      | $24935031.23   | 0.31%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467295                          | CUSIP: 36209CC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7989 | PA      | $8105.66       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780892                          | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3027 | PA      | $3094.55       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598098                          | CUSIP: 36200DNP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5289 | PA      | $5408.49       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710904                          | CUSIP: 36297FX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2342 | PA      | $2271.82       | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                          | STACR 2023-HQA3 A1                 | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |      203907 | PA      | $205624.58     | 0.00%             | 2043-11-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746800                          | CUSIP: 3620C2UZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      450010 | PA      | $435415.25     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      486000 | PA      | $474416.38     | 0.01%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553882                          | CUSIP: 36213GJ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4161 | PA      | $4302.61       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25265                          | CUSIP: 3132M5QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5867 | PA      | $5772.68       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600400                          | CUSIP: 36200F7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1520 | PA      | $1557.46       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600002                          | CUSIP: 36200FRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2139 | PA      | $2181.77       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757090                          | CUSIP: 36230R2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5682 | PA      | $5621.60       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644799                          | CUSIP: 36292CKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2530 | PA      | $2595.07       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781119                          | CUSIP: 36225BG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1128 | PA      | $1147.81       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749225                          | CUSIP: 3620C5LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       67117 | PA      | $66121.89      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745256                          | CUSIP: 3620C05R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15413 | PA      | $15276.27      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580799                          | CUSIP: 36201EGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65003 | PA      | $66632.34      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7528                          | CUSIP: 36180KLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29802 | PA      | $27759.83      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644501                          | CUSIP: 36292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16791 | PA      | $17438.29      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610371                          | CUSIP: 36202VCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2134 | PA      | $2156.88       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602129                          | CUSIP: 36200H4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3287 | PA      | $3402.44       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1964000 | PA      | $2016421.00    | 0.03%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486845                          | CUSIP: 36210AZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9188 | PA      | $9392.37       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781216                          | CUSIP: 36225BK56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6774 | PA      | $6924.71       | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583006                          | CUSIP: 36201GU78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11656 | PA      | $11928.87      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462172                          | CUSIP: 36208VMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2454 | PA      | $2508.52       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468360                          | CUSIP: 36209DJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1863 | PA      | $1904.61       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4 5/25                        | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30500000 | PA      | $28393233.85   | 0.36%             | 2025-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622266                          | CUSIP: 36291AJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12836 | PA      | $13090.09      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO0096                          | CUSIP: 3617A0C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58646 | PA      | $52574.16      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08665                          | CUSIP: 3128MJW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48882 | PA      | $47896.90      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1754129.38    | 0.02%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5695200 | PA      | $5430462.16    | 0.07%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737704                          | CUSIP: 3620ARRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5928 | PA      | $5727.77       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520766                          | CUSIP: 36211RQT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5067 | PA      | $5124.05       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 653072                          | CUSIP: 36292MQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9766 | PA      | $10046.18      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1907                          | CUSIP: 36180UDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61629 | PA      | $55588.04      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610832                          | CUSIP: 36202VSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10800 | PA      | $10997.20      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 668878                          | CUSIP: 36295FCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9823 | PA      | $9950.73       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769479                          | CUSIP: 36176LUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38892 | PA      | $37691.20      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636899                          | CUSIP: 36291SRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4153 | PA      | $4203.18       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611545                          | CUSIP: 36202WL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5430 | PA      | $5554.59       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610928                          | CUSIP: 36202VVV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34098 | PA      | $34807.48      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95085                          | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2382 | PA      | $2303.37       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621368                          | CUSIP: 36290YJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5033 | PA      | $5092.40       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669032                          | CUSIP: 36295FHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5057 | PA      | $5316.26       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $835826.06     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC5908                          | CUSIP: 3617B9R57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      210129 | PA      | $192577.58     | 0.00%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $56075.09      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642226                          | CUSIP: 36291YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6566 | PA      | $6732.83       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7591                          | CUSIP: 36179WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24607 | PA      | $22486.42      | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531049                          | CUSIP: 36212D5J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5983 | PA      | $6106.29       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796274                          | CUSIP: 36177Q6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23450 | PA      | $21865.32      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769898                          | CUSIP: 36176MDB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37978 | PA      | $37587.43      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627273                          | CUSIP: 36291F2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27046 | PA      | $27646.61      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684162                          | CUSIP: 36295YB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7559 | PA      | $7958.49       | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA4872                          | CUSIP: 36178CMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65081 | PA      | $60923.21      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616587                          | CUSIP: 36290S6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5933 | PA      | $6076.75       | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593295                          | CUSIP: 36201UC85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5214 | PA      | $5329.51       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646394                          | CUSIP: 36292EC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1326 | PA      | $1343.06       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1403289.36    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582368                          | CUSIP: 36201F6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2938 | PA      | $3025.15       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599401                          | CUSIP: 36200E3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2927 | PA      | $2993.09       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0530                          | CUSIP: 36177WST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64702 | PA      | $60535.85      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1977                          | CUSIP: 36178MFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37263 | PA      | $34771.98      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648396                          | CUSIP: 36292GKH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6805 | PA      | $6888.99       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748063                          | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1282 | PA      | $1268.14       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670817                          | CUSIP: 36295HG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12822 | PA      | $13461.84      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5169                          | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16311 | PA      | $16094.76      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636080                          | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6446 | PA      | $6537.17       | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490922                          | CUSIP: 36210FLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3606 | PA      | $3647.97       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629152                          | CUSIP: 36291H5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6106 | PA      | $6255.42       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737672                          | CUSIP: 3620ARQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      974745 | PA      | $944212.08     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591920                          | CUSIP: 36201SSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1212 | PA      | $1239.11       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698342                          | CUSIP: 36296QZF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9319 | PA      | $9439.16       | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710716                          | CUSIP: 36297FSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15491 | PA      | $15691.94      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717072                          | CUSIP: 3620A2T55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5744 | PA      | $5818.39       | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650950                          | CUSIP: 36292KEX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9142 | PA      | $9318.54       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1830958.55    | 0.02%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734768                          | CUSIP: 3620ANJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11959 | PA      | $11180.16      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2461                          | CUSIP: 36180DWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64496 | PA      | $60090.82      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                          | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      986012 | PA      | $866272.30     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491012                          | CUSIP: 36210FN51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6896 | PA      | $7013.64       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUT                     | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     4601000 | PA      | $4450842.31    | 0.06%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605020                          | CUSIP: 36200NDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21908 | PA      | $22164.26      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1947000 | PA      | $1940692.50    | 0.02%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484167                          | CUSIP: 36209WZ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1470 | PA      | $1502.78       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6276000 | PA      | $3861245.76    | 0.05%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605461                          | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98435 | PA      | $99576.09      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0937                          | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14758617 | PA      | $14780844.47   | 0.19%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629432                          | CUSIP: 36291JHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30525 | PA      | $30874.43      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774689                          | CUSIP: 36176SNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4391 | PA      | $4238.20       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                                       | EDUSA 2015-1 A                     | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $217015.95     | 0.00%             | 2056-10-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605193                          | CUSIP: 36200NKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6764 | PA      | $6920.29       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626481                          | CUSIP: 36291E6S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4242 | PA      | $4343.64       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723654                          | CUSIP: 3620A95P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28305 | PA      | $28664.45      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468164                          | CUSIP: 36209DB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1509 | PA      | $1542.82       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663101                          | CUSIP: 36294XU20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23120 | PA      | $24195.52      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625973                          | CUSIP: 36291EMW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9795 | PA      | $9910.77       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 B                     | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       78000 | PA      | $79429.63      | 0.00%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669045                          | CUSIP: 36295FHW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1135 | PA      | $1163.76       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487499                          | CUSIP: 36210BRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5379 | PA      | $5498.70       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                          | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3548348 | PA      | $3029731.95    | 0.04%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737915                          | CUSIP: 3620ARYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7893 | PA      | $7638.57       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2456                          | CUSIP: 36178MWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17564 | PA      | $15841.98      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643687                          | CUSIP: 36292BCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9365 | PA      | $9605.67       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592082                          | CUSIP: 36201SXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1685 | PA      | $1724.35       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509372                          | CUSIP: 36211C2D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1540 | PA      | $1577.99       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464410                          | CUSIP: 36208X3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1416 | PA      | $1440.16       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3379000 | PA      | $3319930.89    | 0.04%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6623                          | CUSIP: 3133KNLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22265236 | PA      | $18730641.05   | 0.24%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649995                          | CUSIP: 36292JC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2060 | PA      | $2084.50       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612871                          | CUSIP: 36202X2C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6568 | PA      | $6622.24       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541568                          | CUSIP: 36212RTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1941 | PA      | $1976.17       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712940                          | CUSIP: 36297JBH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7231 | PA      | $6995.02       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754631                          | CUSIP: 36230PEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16005 | PA      | $15083.95      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619150                          | CUSIP: 36290VZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4304 | PA      | $4356.15       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629368                          | CUSIP: 36291JFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7020 | PA      | $7102.68       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                     | CAS 2025-R03 2A1                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2354406.25    | 0.03%             | 2045-03-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769632                          | CUSIP: 36176LY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65178 | PA      | $61165.53      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682454                          | CUSIP: 36295WE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43632 | PA      | $43228.20      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4604000 | PA      | $3445037.90    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737222                          | CUSIP: 3620ARAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4459 | PA      | $4421.97       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG5974                          | CUSIP: 36182AT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113248 | PA      | $105249.12     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644816                          | CUSIP: 36292CK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1351 | PA      | $1398.78       | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552692                          | CUSIP: 36213E7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23224 | PA      | $22961.44      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799164                          | CUSIP: 36177UFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9391 | PA      | $8765.23       | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495239                          | CUSIP: 36210LEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1038 | PA      | $1056.61       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691702                          | CUSIP: 36296HNT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85864 | PA      | $83094.46      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764470                          | CUSIP: 36176FCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20234 | PA      | $20061.21      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610376                          | CUSIP: 36202VCM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1241 | PA      | $1262.38       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603650                          | CUSIP: 36200KTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2731 | PA      | $2824.95       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC                   | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1057748.49    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462598                          | CUSIP: 36208V3F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         991 | PA      | $1002.17       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737654                          | CUSIP: 3620ARQF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68144 | PA      | $67422.44      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648850                          | CUSIP: 36292GZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1245 | PA      | $1259.85       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2971                          | CUSIP: 36178AJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49335 | PA      | $47539.13      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04691                          | CUSIP: 3128M6RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43342 | PA      | $43984.87      | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8636                          | CUSIP: 36178GSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126804 | PA      | $115097.75     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9863                          | CUSIP: 36184H5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58716 | PA      | $56252.16      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520482                          | CUSIP: 36211RFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36272 | PA      | $37173.43      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      980000 | PA      | $958654.90     | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449253                          | CUSIP: 36208FBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2429 | PA      | $2458.42       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764288                          | CUSIP: 36176E2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40450 | PA      | $40088.13      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633733                          | CUSIP: 36291PBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14598 | PA      | $14959.88      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      117000 | PA      | $115308.74     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 679510                          | CUSIP: 36295S3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23691 | PA      | $24930.90      | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604445                          | CUSIP: 36200MP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5456 | PA      | $5517.08       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593389                          | CUSIP: 36201UF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2989 | PA      | $3056.78       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756933                          | CUSIP: 36230RV29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      298767 | PA      | $289026.18     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      432801 | PA      | $430506.76     | 0.01%             | 2045-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618510                          | CUSIP: 36290VDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1492 | PA      | $1497.80       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      508000 | PA      | $571799.15     | 0.01%             | 2027-07-22      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4509                          | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1358350 | PA      | $1217925.01    | 0.02%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592390                          | CUSIP: 36201TC39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6504 | PA      | $6628.17       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609716                          | CUSIP: 36202UK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5154 | PA      | $5277.69       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598560                          | CUSIP: 36200D5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2613 | PA      | $2669.05       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2021                          | CUSIP: 36179BG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26933 | PA      | $25099.90      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619149                          | CUSIP: 36290VZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3338 | PA      | $3418.97       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748521                          | CUSIP: 3620C4SJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1764 | PA      | $1746.72       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610361                          | CUSIP: 36202VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22269 | PA      | $22504.33      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794556                          | CUSIP: 36177PB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57976 | PA      | $54514.55      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1104000 | PA      | $1004890.11    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565708                          | CUSIP: 36213VNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4346 | PA      | $4471.65       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1419530.59    | 0.02%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 1.5 5/25                      | CUSIP: 01F012452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12250000 | PA      | $10819895.80   | 0.14%             | 2025-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473483                          | CUSIP: 36209J6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1599 | PA      | $1634.94       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2409952.00    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5                   | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180012 | PA      | $174717.06     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595550                          | CUSIP: 36200ATF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4363 | PA      | $4460.55       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     4400000 | PA      | $5087637.24    | 0.06%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAA9<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      119000 | PA      | $118928.60     | 0.00%             | 2026-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608612                          | CUSIP: 36202TDR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29875 | PA      | $30601.64      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451678                          | CUSIP: 36208HXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2644 | PA      | $2676.98       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637922                          | CUSIP: 36291TVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3871 | PA      | $3967.34       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF5074                          | CUSIP: 36181LT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26882 | PA      | $24371.33      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602231                          | CUSIP: 36200JA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15955 | PA      | $16303.31      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592745                          | CUSIP: 36201TP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6924 | PA      | $7074.85       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593623                          | CUSIP: 36201UPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2250 | PA      | $2327.92       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    12690000 | PA      | $12638122.82   | 0.16%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615622                          | CUSIP: 36290R4F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14711 | PA      | $14870.23      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732061                          | CUSIP: 3620AKJE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31582 | PA      | $30629.85      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC8677                          | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109501 | PA      | $103972.88     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760099                          | CUSIP: 36176AGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11856 | PA      | $11745.56      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769627                          | CUSIP: 36176LYY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109501 | PA      | $102422.73     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669968                          | CUSIP: 36295GJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237950 | PA      | $213652.73     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1678474.36    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736622                          | CUSIP: 3620AQLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22518 | PA      | $22803.91      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 B                      | CUSIP: 92348KDW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262000 | PA      | $265636.43     | 0.00%             | 2033-01-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      678000 | PA      | $685886.40     | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783436                          | CUSIP: 36241LY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8314 | PA      | $7800.34       | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693496                          | CUSIP: 36296KNM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8868 | PA      | $9340.90       | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743004                          | CUSIP: 3620AXNV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94785 | PA      | $91646.47      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      305000 | PA      | $301216.55     | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623756                          | CUSIP: 36291B5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5303 | PA      | $5427.23       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471380                          | CUSIP: 36209GUD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3033 | PA      | $3102.70       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599521                          | CUSIP: 36200FAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10329 | PA      | $10611.23      | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 B                     | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1149000 | PA      | $1166607.74    | 0.01%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671131                          | CUSIP: 36295HSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4535 | PA      | $4769.69       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                    | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       56000 | PA      | $55020.52      | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617578                          | CUSIP: 36290UCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8146 | PA      | $8553.60       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604801                          | CUSIP: 36200M3J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20131 | PA      | $20363.33      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619676                          | CUSIP: 36290WMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11628 | PA      | $11888.22      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609111                          | CUSIP: 36202TVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      285597 | PA      | $258817.26     | 0.00%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1036000 | PA      | $1068175.07    | 0.01%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                      | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     3817000 | PA      | $3555502.25    | 0.04%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8509                          | CUSIP: 36179JN29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8990 | PA      | $8160.47       | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623098                          | CUSIP: 36291BGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4826 | PA      | $4943.23       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2364000 | PA      | $1907032.87    | 0.02%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675182                          | CUSIP: 36295NCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2438 | PA      | $2469.49       | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1592278.39    | 0.02%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                                      | F1VE 2023-V1 A3                    | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43223 | PA      | $44328.50      | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2019-18 PT                     | CUSIP: 38381BZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2183601 | PA      | $2003071.28    | 0.03%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $4126556.91    | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    10000000 | PA      | $7138451.44    | 0.09%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690887                          | CUSIP: 36296GRG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7016 | PA      | $7200.81       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752943                          | CUSIP: 36230MHU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6803 | PA      | $6767.14       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                            | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5118834 | PA      | $5204267.83    | 0.07%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640221                          | CUSIP: 36291WG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2066 | PA      | $2147.18       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE9985                          | CUSIP: 36181ECW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23583 | PA      | $21397.40      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614552                          | CUSIP: 36290QWM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1833 | PA      | $1875.32       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729542                          | CUSIP: 3620AGP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2440 | PA      | $2416.80       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626466                          | CUSIP: 36291E6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23462 | PA      | $24313.97      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $2837558.40    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783711                          | CUSIP: 3622A2DQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111466 | PA      | $110377.52     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB7577                          | CUSIP: 36178UM26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26898 | PA      | $25200.16      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735221                          | CUSIP: 3620ANYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9027 | PA      | $8726.29       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9764                          | CUSIP: 3140F5Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87495 | PA      | $82996.18      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610389                          | CUSIP: 36202VC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4203 | PA      | $4250.62       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739983                          | CUSIP: 3620AUCU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13557 | PA      | $12365.79      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675304                          | CUSIP: 36295NGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9754 | PA      | $9880.76       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597581                          | CUSIP: 36200C2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5292 | PA      | $5422.03       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778971                          | CUSIP: 36176XFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15837 | PA      | $15650.60      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733609                          | CUSIP: 3620AMAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1457 | PA      | $1475.81       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13188100 | PA      | $13467316.74   | 0.17%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616917                          | CUSIP: 36290TK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8346 | PA      | $8449.52       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541573                          | CUSIP: 36212RT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27425 | PA      | $27938.08      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783065                          | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11661 | PA      | $11811.53      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451706                          | CUSIP: 36208HYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4335 | PA      | $4431.92       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741372                          | CUSIP: 3620AVT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86791 | PA      | $85992.51      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716078                          | CUSIP: 3620A1Q76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37676 | PA      | $37312.28      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $127102.77     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637420                          | CUSIP: 36291TDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17547 | PA      | $17978.26      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     7071000 | PA      | $7800193.93    | 0.10%             | 2174-04-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2579                          | CUSIP: 36183X2L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28983 | PA      | $26213.33      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633794                          | CUSIP: 36291PC79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14268 | PA      | $14623.05      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO9434                          | CUSIP: 3617AAPT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37917 | PA      | $33991.12      | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                          | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9445012 | PA      | $8058653.15    | 0.10%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562531                          | CUSIP: 36213R4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16824 | PA      | $17225.44      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699870                          | CUSIP: 36296SQX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87390 | PA      | $86608.50      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458485                          | CUSIP: 36208RJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5069 | PA      | $5181.63       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3750                          | CUSIP: 36179DEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10477 | PA      | $9521.47       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457154                          | CUSIP: 36208PZT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2487 | PA      | $2543.14       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7253                          | CUSIP: 36180KBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122390 | PA      | $109064.64     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1158000 | PA      | $1028360.82    | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616473                          | CUSIP: 36290S2E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1941 | PA      | $1960.31       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 761840                          | CUSIP: 36176CEM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27483 | PA      | $27189.79      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633606                          | CUSIP: 36291N3P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1520 | PA      | $1555.74       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08558                          | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40775 | PA      | $39125.76      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615888                          | CUSIP: 36290SF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194268 | PA      | $196481.46     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612037                          | CUSIP: 36202W4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3824 | PA      | $3868.35       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555857                          | CUSIP: 36213JQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1051 | PA      | $1087.76       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      733000 | PA      | $744283.54     | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615503                          | CUSIP: 36290RX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7989 | PA      | $8077.22       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6025                          | CUSIP: 3140X9VT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16688446 | PA      | $14070454.54   | 0.18%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471369                          | CUSIP: 36209GT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2197 | PA      | $2247.03       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9490                          | CUSIP: 36179YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9937023 | PA      | $10190098.66   | 0.13%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2455000 | PA      | $2555981.86    | 0.03%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770394                          | CUSIP: 36176MUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38370 | PA      | $37956.90      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6230                          | CUSIP: 36180Y4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26259 | PA      | $24002.11      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645923                          | CUSIP: 36292DSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14806 | PA      | $15384.70      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1829600.33    | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2.5 5/25                      | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19000000 | PA      | $17659608.90   | 0.22%             | 2025-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560777                          | CUSIP: 36213P6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2387 | PA      | $2452.59       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663171                          | CUSIP: 36294XW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4984 | PA      | $5235.50       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757039                          | CUSIP: 36230RZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6688 | PA      | $6472.42       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00051                          | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39539 | PA      | $40129.54      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667639                          | CUSIP: 36295DV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22734 | PA      | $22101.73      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7901000 | PA      | $7755106.14    | 0.10%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       66000 | PA      | $61073.35      | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745166                          | CUSIP: 3620C0Z76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10754 | PA      | $10712.77      | 0.00%             | 2038-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 707299                          | CUSIP: 36297BX48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      180132 | PA      | $178602.23     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 669713                          | CUSIP: 36295GAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3038 | PA      | $3193.72       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4648                          | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18978 | PA      | $14853.06      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710145                          | CUSIP: 36297E5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43413 | PA      | $41938.59      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484069                          | CUSIP: 36209WW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1457 | PA      | $1483.51       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604622                          | CUSIP: 36200MVP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33065 | PA      | $33429.07      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632016                          | CUSIP: 36291MDV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         997 | PA      | $1031.02       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480051                          | CUSIP: 36209SH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4548 | PA      | $4649.26       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6298                          | CUSIP: 36178D7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      180606 | PA      | $163476.44     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682484                          | CUSIP: 36295WFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107248 | PA      | $103857.62     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5697                          | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4499 | PA      | $4419.49       | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783903                          | CUSIP: 3622A2KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31109 | PA      | $29074.57      | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499296                          | CUSIP: 36210QUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1128 | PA      | $1153.03       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736954                          | CUSIP: 3620AQWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14556 | PA      | $14076.53      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779378                          | CUSIP: 36176XUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8993 | PA      | $8199.61       | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475345                          | CUSIP: 36209MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10373 | PA      | $9983.35       | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503891                          | CUSIP: 36210VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1090 | PA      | $1110.39       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631358                          | CUSIP: 36291LMF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1791 | PA      | $1836.92       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4                       | MLMI 2003-A4 2A                    | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6264 | PA      | $5880.71       | 0.00%             | 2033-07-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 B                      | CUSIP: 92348KDC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1048000 | PA      | $1067645.18    | 0.01%             | 2032-06-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615410                          | CUSIP: 36290RVB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24130 | PA      | $24398.34      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606459                          | CUSIP: 36201XWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5267 | PA      | $5378.04       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4005                          | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15261 | PA      | $14480.97      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL3167                          | CUSIP: 36183YQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92143 | PA      | $82603.64      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644781                          | CUSIP: 36292CJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25189 | PA      | $25498.47      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |      503000 | PA      | $613508.50     | 0.01%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1399                          | CUSIP: 36180CRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99958 | PA      | $93299.38      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583064                          | CUSIP: 36201GWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16019 | PA      | $16420.62      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769765                          | CUSIP: 36176L6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7265 | PA      | $7187.18       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568450                          | CUSIP: 36213YQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1857 | PA      | $1911.73       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623601                          | CUSIP: 36291BX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8792 | PA      | $8999.53       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614974                          | CUSIP: 36290RFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5375 | PA      | $5501.77       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667348                          | CUSIP: 36295DL56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18844 | PA      | $19797.07      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1432000 | PA      | $1302249.26    | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $624.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                          | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1439626.34    | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492916                          | CUSIP: 36210HSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9169 | PA      | $9284.21       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648417                          | CUSIP: 36292GK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7527 | PA      | $7720.85       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592000                          | CUSIP: 36201SUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13360 | PA      | $13656.60      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609682                          | CUSIP: 36202UJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32254 | PA      | $32627.45      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592591                          | CUSIP: 36201TKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4556 | PA      | $4653.79       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781485                          | CUSIP: 36225BUJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      525914 | PA      | $539551.87     | 0.01%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK6893                          | CUSIP: 36183QUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18349 | PA      | $16421.76      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                       | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      254000 | PA      | $250131.60     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7921                          | CUSIP: 36179HYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       90497 | PA      | $84534.80      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616635                          | CUSIP: 36290TBC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2482 | PA      | $2543.08       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583670                          | CUSIP: 36201HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15934 | PA      | $16102.83      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782550                          | CUSIP: 36241KZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1713 | PA      | $1740.74       | 0.00%             | 2039-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1848                          | CUSIP: 36178MBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83375 | PA      | $79237.33      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2525                          | CUSIP: 36180UYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       75671 | PA      | $70395.71      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481206                          | CUSIP: 36209TR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2866 | PA      | $2962.25       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591202                          | CUSIP: 36201RX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1578 | PA      | $1572.15       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      101000 | PA      | $93558.35      | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582386                          | CUSIP: 36201F6X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26446 | PA      | $27177.62      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606706                          | CUSIP: 36201YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1979 | PA      | $2055.04       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2826                          | CUSIP: 36178ND71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26415 | PA      | $24044.29      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486667                          | CUSIP: 36210ATY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4173 | PA      | $4335.79       | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711754                          | CUSIP: 36297GWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      510041 | PA      | $461121.49     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490972                          | CUSIP: 36210FMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2919 | PA      | $2959.67       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4                 | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316711 | PA      | $315686.56     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      768514 | PA      | $749793.23     | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594057                          | CUSIP: 36201U5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1778 | PA      | $1818.21       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615388                          | CUSIP: 36290RUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10214 | PA      | $10174.39      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6189                          | CUSIP: 36178D2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51046 | PA      | $47571.31      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684334                          | CUSIP: 36295YHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8537 | PA      | $8646.12       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542658                          | CUSIP: 36212SZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18086 | PA      | $18779.74      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2 5/25                        | CUSIP: 21H020659<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -37000000 | PA      | $-30172208.70  | -0.38%            | 2025-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594120                          | CUSIP: 36201VAV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16967 | PA      | $17157.27      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506447                          | CUSIP: 36210YTC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1075 | PA      | $1087.79       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783217                          | CUSIP: 36241LSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49647 | PA      | $50290.91      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609367                          | CUSIP: 36202T6C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1031 | PA      | $1051.96       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713046                          | CUSIP: 36297JET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      210825 | PA      | $209172.57     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782713                          | CUSIP: 36241LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13764 | PA      | $14144.35      | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781990                          | CUSIP: 36241KF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70038 | PA      | $72580.63      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3979                          | CUSIP: 36179SM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46846 | PA      | $45613.27      | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520539                          | CUSIP: 36211RHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         990 | PA      | $1017.29       | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667337                          | CUSIP: 36295DLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10245 | PA      | $10769.94      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621073                          | CUSIP: 36290X6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10804 | PA      | $11354.18      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1743                          | CUSIP: 36179A5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17609 | PA      | $15964.18      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752020                          | CUSIP: 36230LG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28900 | PA      | $28585.14      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570185                          | CUSIP: 36200RNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2046 | PA      | $2116.19       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494911                          | CUSIP: 36210KYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2511 | PA      | $2566.77       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636243                          | CUSIP: 36291RZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45982 | PA      | $47125.47      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641511                          | CUSIP: 36291XVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4892 | PA      | $4942.61       | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769597                          | CUSIP: 36176LX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37811 | PA      | $36470.57      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508267                          | CUSIP: 36211BTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4622 | PA      | $4712.14       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597962                          | CUSIP: 36200DJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1845 | PA      | $1864.60       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1716                          | CUSIP: 36179A3Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      316751 | PA      | $286483.42     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491136                          | CUSIP: 36210FSZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1288 | PA      | $1303.13       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4071                            | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4138 | PA      | $4204.72       | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      342000 | PA      | $317329.21     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692236                          | CUSIP: 36296JBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9013 | PA      | $9432.12       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490664                          | CUSIP: 36210FB96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1315 | PA      | $1343.88       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609425                          | CUSIP: 36202UA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1826 | PA      | $1861.73       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                     | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     1951000 | PA      | $1946679.97    | 0.02%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                           | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      233000 | PA      | $276285.93     | 0.00%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.780000 30-JUN-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -22100000 | NC      | $-580594.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604083                          | CUSIP: 36200MCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1107 | PA      | $1130.56       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     2401000 | PA      | $1498209.64    | 0.02%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678540                          | CUSIP: 36295RZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16197 | PA      | $16407.64      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487238                          | CUSIP: 36210BHP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3446 | PA      | $3495.75       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458047                          | CUSIP: 36208QZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1587 | PA      | $1615.46       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672449                          | CUSIP: 36295KBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11479 | PA      | $12057.34      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794144                          | CUSIP: 36177NTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9895 | PA      | $9238.40       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      474000 | PA      | $517487.18     | 0.01%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104229.68     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469162                          | CUSIP: 36209EFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1358 | PA      | $1387.95       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497358                          | CUSIP: 36210NQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1208 | PA      | $1234.51       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31334.51      | 0.00%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739708                          | CUSIP: 3620ATYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26051 | PA      | $26388.74      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611200                          | CUSIP: 36202V7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4266 | PA      | $4369.71       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD6110                          | CUSIP: 3617BMYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100067 | PA      | $91677.06      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670035                          | CUSIP: 36295GLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59360 | PA      | $53214.20      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2599                          | CUSIP: 36179Q3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      187485 | PA      | $164729.44     | 0.00%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604018                          | CUSIP: 36200MAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2843 | PA      | $2903.08       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765946                          | CUSIP: 36176GWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93267 | PA      | $90146.82      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554051                          | CUSIP: 36213GQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6755 | PA      | $6968.17       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A B                    | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $337860.06     | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737993                          | CUSIP: 3620AR3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109348 | PA      | $105987.44     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5821                          | CUSIP: 36178DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23903 | PA      | $21723.04      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765130                          | CUSIP: 36176FY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105229 | PA      | $101620.44     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL6753                          | CUSIP: 36184DQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12974 | PA      | $12447.82      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640152                          | CUSIP: 36291WEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2109 | PA      | $2156.47       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641238                          | CUSIP: 36291XLT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32346 | PA      | $33115.09      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743018                          | CUSIP: 3620AXPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17921 | PA      | $17708.61      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC2914                          | CUSIP: 36179CGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86858 | PA      | $81114.75      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619121                          | CUSIP: 36290VYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7071 | PA      | $7240.69       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537404                          | CUSIP: 36212MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2583 | PA      | $2665.89       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738227                          | CUSIP: 3620ASD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71934 | PA      | $69648.95      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BT1891                          | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3258587 | PA      | $2763992.09    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711137                          | CUSIP: 36297GBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46643 | PA      | $47249.42      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593454                          | CUSIP: 36201UH72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28161 | PA      | $28047.95      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3448.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659741                          | CUSIP: 36294T5A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16445 | PA      | $17212.53      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592769                          | CUSIP: 36201TQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1281 | PA      | $1324.74       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574559                          | CUSIP: 36200WJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49183 | PA      | $49762.15      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796879                          | CUSIP: 36177RUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29899 | PA      | $27981.82      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599953                          | CUSIP: 36200FQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9424 | PA      | $9618.46       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458974                          | CUSIP: 36208R2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1941 | PA      | $1974.06       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                     | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      953000 | PA      | $955005.76     | 0.01%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602698                          | CUSIP: 36200JRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2180 | PA      | $2258.56       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      911000 | PA      | $897168.30     | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436256                          | CUSIP: 36207MTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3202 | PA      | $3239.41       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608280                          | CUSIP: 36202SXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60297 | PA      | $60940.86      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587559                          | CUSIP: 36201MWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5807 | PA      | $5924.66       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4010                          | CUSIP: 36178QN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22215 | PA      | $20213.07      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3805                            | CUSIP: 36202EGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11360 | PA      | $11532.27      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598633                          | CUSIP: 36200EBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5813 | PA      | $5929.01       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596718                          | CUSIP: 36200B4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1263 | PA      | $1284.44       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 792575                          | CUSIP: 36177L2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       90594 | PA      | $84946.33      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727824                          | CUSIP: 3620AESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11317 | PA      | $11463.80      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763890                          | CUSIP: 36176ENF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44258 | PA      | $40319.88      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711803                          | CUSIP: 36297GX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87937 | PA      | $79691.05      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650716                          | CUSIP: 36292J3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6015 | PA      | $6166.54       | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781881                          | CUSIP: 36241KCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9275 | PA      | $9383.85       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760485                          | CUSIP: 36176AUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12177 | PA      | $11747.02      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602675                          | CUSIP: 36200JQ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15721 | PA      | $16099.97      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633735                          | CUSIP: 36291PBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3295 | PA      | $3369.77       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1612                          | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166810 | PA      | $148648.18     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683380                          | CUSIP: 36295XFV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7537 | PA      | $7883.54       | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $98611.64      | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $896982.15     | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2167849.97    | 0.03%             | 2031-05-22      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751903                          | CUSIP: 36230LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13770 | PA      | $13660.49      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1714                          | CUSIP: 36179A3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      182069 | PA      | $166350.57     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570767                          | CUSIP: 36200SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3882 | PA      | $4005.31       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491229                          | CUSIP: 36210FVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2596 | PA      | $2653.99       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717312                          | CUSIP: 3620A23V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1338 | PA      | $1296.11       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK4661                          | CUSIP: 36183NFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45866 | PA      | $41117.84      | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609089                          | CUSIP: 36202TUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20167 | PA      | $20429.45      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631215                          | CUSIP: 36291LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14544 | PA      | $14909.91      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593443                          | CUSIP: 36201UHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10258 | PA      | $10376.72      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3952                            | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22066 | PA      | $22416.92      | 0.00%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7073000 | PA      | $7233496.46    | 0.09%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651935                          | CUSIP: 36292LHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2213 | PA      | $2267.20       | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN                   | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20650.84      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672712                          | CUSIP: 36295KKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18241 | PA      | $18477.11      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                    | CUSIP: 866677AK3<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1469633.34    | 0.02%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3361691.46    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635330                          | CUSIP: 36291QY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8532 | PA      | $8865.69       | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618996                          | CUSIP: 36290VUV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5323 | PA      | $5381.09       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48146.65      | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552847                          | CUSIP: 36213FEU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97233 | PA      | $100146.25     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464752                          | CUSIP: 36208YH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4549 | PA      | $4650.22       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449295                          | CUSIP: 36208FC81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1590 | PA      | $1625.47       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658245                          | CUSIP: 36294SHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2496 | PA      | $2622.18       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 5/25                        | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -37000000 | PA      | $-29357187.50  | -0.37%            | 2025-05-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6799000 | PA      | $5975495.09    | 0.08%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96423                          | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4162 | PA      | $4224.08       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2616                          | CUSIP: 36178M3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10492 | PA      | $9492.97       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625091                          | CUSIP: 36291DNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1718 | PA      | $1750.17       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 730392                          | CUSIP: 3620AHNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10785 | PA      | $10682.69      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467783                          | CUSIP: 36209CUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1612 | PA      | $1648.39       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594948                          | CUSIP: 36201V5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19105 | PA      | $19677.18      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6804926.25    | 0.09%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594900                          | CUSIP: 36201V3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19008 | PA      | $19583.88      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565163                          | CUSIP: 36213UZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35698 | PA      | $36110.50      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2051000 | PA      | $2132594.35    | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717284                          | CUSIP: 3620A22R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9256 | PA      | $9165.04       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580292                          | CUSIP: 36201DUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4965 | PA      | $5073.09       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463732                          | CUSIP: 36208XED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2914 | PA      | $2952.12       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620539                          | CUSIP: 36290XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2077 | PA      | $2067.95       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451253                          | CUSIP: 36208HH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3034 | PA      | $3084.55       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No 1 LLC                                  | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       79341 | PA      | $77643.57      | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620478                          | CUSIP: 36290XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3783 | PA      | $3824.73       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733401                          | CUSIP: 3620ALX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18539 | PA      | $16677.61      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737648                          | CUSIP: 3620ARP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34921 | PA      | $34586.59      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5647                          | CUSIP: 36178DHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      186711 | PA      | $168613.15     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474706                          | CUSIP: 36209LKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1124 | PA      | $1148.58       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 435036                          | CUSIP: 36207LHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1047 | PA      | $1079.94       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      254000 | PA      | $337026.22     | 0.00%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD7118                          | CUSIP: 3617BN4B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63563 | PA      | $58234.20      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8417                          | CUSIP: 36179JK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      500343 | PA      | $453970.52     | 0.01%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701857                          | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158453 | PA      | $157117.55     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1240215.77    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2673000 | PA      | $2686325.70    | 0.03%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602101                          | CUSIP: 36200H3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16299 | PA      | $16648.24      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502969                          | CUSIP: 36210UW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5224 | PA      | $5315.64       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752474                          | CUSIP: 36230LXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32084 | PA      | $31788.72      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586967                          | CUSIP: 36201MCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2858 | PA      | $2946.19       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566497                          | CUSIP: 36213WKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31156 | PA      | $31885.72      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487696                          | CUSIP: 36210BXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15904 | PA      | $14860.05      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5987                          | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1399627 | PA      | $1360938.63    | 0.02%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615947                          | CUSIP: 36290SHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41132 | PA      | $41527.77      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616015                          | CUSIP: 36290SK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71692 | PA      | $72508.83      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658755                          | CUSIP: 36294SZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1157 | PA      | $1188.15       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710505                          | CUSIP: 36297FKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7173 | PA      | $6954.78       | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723559                          | CUSIP: 3620A9ZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39713 | PA      | $39330.09      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726440                          | CUSIP: 3620ADBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      452619 | PA      | $458491.18     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553121                          | CUSIP: 36213FPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61942 | PA      | $63167.53      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9003000 | PA      | $9179203.77    | 0.12%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      673000 | PA      | $675432.63     | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672583                          | CUSIP: 36295KFY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13718 | PA      | $14429.91      | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473539                          | CUSIP: 36209KBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1438 | PA      | $1469.86       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    12490000 | PA      | $10063571.92   | 0.13%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8070000 | PA      | $8250967.68    | 0.10%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478615                          | CUSIP: 36209QVG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1018 | PA      | $1029.55       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     7268000 | PA      | $6646847.34    | 0.08%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      670000 | PA      | $665386.56     | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1686000 | PA      | $1702436.03    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9682                          | CUSIP: 36180NXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288614 | PA      | $261447.10     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      243000 | PA      | $239346.07     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550694                          | CUSIP: 36213CXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8358 | PA      | $8460.49       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596901                          | CUSIP: 36200CDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4843 | PA      | $4946.69       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487428                          | CUSIP: 36210BPM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7870 | PA      | $8044.92       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662560                          | CUSIP: 36294XB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4064 | PA      | $4265.27       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733384                          | CUSIP: 3620ALXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      668899 | PA      | $599486.13     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565125                          | CUSIP: 36213UYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34231 | PA      | $34978.12      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626189                          | CUSIP: 36291EUN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1089 | PA      | $1114.95       | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670026                          | CUSIP: 36295GLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37447 | PA      | $33570.21      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     3419000 | PA      | $3489218.73    | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641947                          | CUSIP: 36291YEU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3165 | PA      | $3243.84       | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | WFCM 2014-LC16 C                   | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      286549 | PA      | $178119.12     | 0.00%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1741749.76    | 0.02%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4004                          | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2990887 | PA      | $2749990.73    | 0.03%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 775544                          | CUSIP: 36176TLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43471 | PA      | $41972.89      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683024                          | CUSIP: 36295WYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6858 | PA      | $7130.38       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606660                          | CUSIP: 36201X5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4603 | PA      | $4706.21       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637323                          | CUSIP: 36291TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5909 | PA      | $6051.81       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602654                          | CUSIP: 36200JQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2208 | PA      | $2257.99       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704185                          | CUSIP: 36296XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10983 | PA      | $11286.58      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606895                          | CUSIP: 36201YGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2885 | PA      | $2914.93       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      914000 | PA      | $920243.17     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52184                          | CUSIP: 3132XUNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8046 | PA      | $7380.47       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632879                          | CUSIP: 36291NCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16431 | PA      | $16853.30      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429760                          | CUSIP: 36207EMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5845 | PA      | $6053.47       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                      | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      647000 | PA      | $663269.88     | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2491                          | CUSIP: 36178MXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4489 | PA      | $4061.90       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2097                          | CUSIP: 36180UKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110818 | PA      | $103996.71     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719424                          | CUSIP: 3620A5G94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6964 | PA      | $6914.56       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                     | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1403000 | PA      | $1398482.29    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AU0797                          | CUSIP: 36194M3E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      269060 | PA      | $247342.90     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3327000 | PA      | $3272946.59    | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7153                          | CUSIP: 36180J5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21709 | PA      | $19681.50      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603403                          | CUSIP: 36200KKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20491 | PA      | $21252.33      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620144                          | CUSIP: 36290W5D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10768 | PA      | $11039.66      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2972                          | CUSIP: 36183YJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35622 | PA      | $33735.28      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639130                          | CUSIP: 36291VA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4065 | PA      | $4158.64       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 730118                          | CUSIP: 3620AHDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11481 | PA      | $11629.01      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4442                          | CUSIP: 36180F5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34963 | PA      | $30910.06      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702758                          | CUSIP: 36296VWT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16526 | PA      | $17356.17      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765884                          | CUSIP: 36176GUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10884 | PA      | $10500.42      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609541                          | CUSIP: 36202UEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13362 | PA      | $13640.12      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646916                          | CUSIP: 36292EVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10610 | PA      | $10872.63      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474111                          | CUSIP: 36209KVC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3455 | PA      | $3531.77       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610479                          | CUSIP: 36202VFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2868 | PA      | $2923.69       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468733                          | CUSIP: 36209DV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1150 | PA      | $1175.28       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 558911                          | CUSIP: 36213M3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1606 | PA      | $1621.43       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553292                          | CUSIP: 36213FUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11195 | PA      | $11432.18      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676710                          | CUSIP: 36295PYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5730 | PA      | $6024.53       | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608207                          | CUSIP: 36202SU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5106 | PA      | $5214.56       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711966                          | CUSIP: 36297G6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9490 | PA      | $9410.37       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 691347                          | CUSIP: 36296HBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23975 | PA      | $25240.07      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699456                          | CUSIP: 36296SBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34254 | PA      | $36012.69      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736154                          | CUSIP: 3620APZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15891 | PA      | $15728.09      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762854                          | CUSIP: 36176DH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14402 | PA      | $14246.88      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                          | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38958164 | PA      | $33227628.84   | 0.42%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618224                          | CUSIP: 36290UYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6799 | PA      | $6971.21       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604900                          | CUSIP: 36200M7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12142 | PA      | $12281.20      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 B                     | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $122635.47     | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693186                          | CUSIP: 36296KCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16124 | PA      | $16954.38      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591330                          | CUSIP: 36201R4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1022 | PA      | $1033.91       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $864051.61     | 0.01%             | 2173-12-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635248                          | CUSIP: 36291QWH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6083 | PA      | $6232.62       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      661000 | PA      | $652447.99     | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630937                          | CUSIP: 36291K4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2986 | PA      | $3101.09       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711537                          | CUSIP: 36297GPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1215791 | PA      | $1176360.43    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471847                          | CUSIP: 36209HEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1984 | PA      | $2028.08       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473048                          | CUSIP: 36209JP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2331 | PA      | $2383.05       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | ARSENAL AIC PARE                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2069079.42    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620479                          | CUSIP: 36290XJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12258 | PA      | $12523.58      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 4.000000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    -3759000 | NC      | $-3695.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636236                          | CUSIP: 36291RY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61078 | PA      | $61804.89      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580684                          | CUSIP: 36201ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4701 | PA      | $4755.69       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747136                          | CUSIP: 3620C3BD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6710 | PA      | $6496.14       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727380                          | CUSIP: 3620AECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3477 | PA      | $3444.69       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAH6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1323000 | PA      | $1435589.34    | 0.02%             | 2037-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 797250                          | CUSIP: 36177SBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2164 | PA      | $2026.02       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF6701                          | CUSIP: 36181NNS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1615 | PA      | $1594.52       | 0.00%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $11463164.12   | 0.14%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 455029                          | CUSIP: 36208MPN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1399 | PA      | $1430.26       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723534                          | CUSIP: 3620A9Y70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48831 | PA      | $48406.40      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72748                          | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3027 | PA      | $3071.67       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793150                          | CUSIP: 36177MQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      279104 | PA      | $261133.97     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603649                          | CUSIP: 36200KTE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10452 | PA      | $10677.62      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 495840                          | CUSIP: 36210LZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1077 | PA      | $1094.82       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461508                          | CUSIP: 36208UU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1058 | PA      | $1081.25       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2338000 | PA      | $2364402.07    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770014                          | CUSIP: 36176MGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      250350 | PA      | $227238.29     | 0.00%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711551                          | CUSIP: 36297GQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3286186 | PA      | $3176252.42    | 0.04%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673755                          | CUSIP: 36295LQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11440 | PA      | $11915.05      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690891                          | CUSIP: 36296GRL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3297 | PA      | $3389.54       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1727733.25    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604051                          | CUSIP: 36200MBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2896 | PA      | $2955.10       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602109                          | CUSIP: 36200H3S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11587 | PA      | $11766.54      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758312                          | CUSIP: 36230TGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9051 | PA      | $8740.39       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528141                          | CUSIP: 36212AWA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19146 | PA      | $19801.12      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82341                          | CUSIP: 3132L7S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6362 | PA      | $6108.23       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738255                          | CUSIP: 3620ASE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55581 | PA      | $55076.62      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647729                          | CUSIP: 36292FSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14006 | PA      | $13947.00      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: EK8643794<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    10330000 | PA      | $10256622.91   | 0.13%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743728                          | CUSIP: 3620AYHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6676 | PA      | $6762.47       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582354                          | CUSIP: 36201F5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39981 | PA      | $41266.71      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782604                          | CUSIP: 36241K3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2044 | PA      | $2100.87       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 718150                          | CUSIP: 3620A3ZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89854 | PA      | $89061.93      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD6018                          | CUSIP: 3617BMVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      300273 | PA      | $275097.66     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622532                          | CUSIP: 36291ASV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3058 | PA      | $3090.63       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622549                          | CUSIP: 36291ATE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16457 | PA      | $16638.77      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54421                          | CUSIP: 3132XW4F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36791 | PA      | $33750.04      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566478                          | CUSIP: 36213WJX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5803 | PA      | $5868.01       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1529053.36    | 0.02%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663130                          | CUSIP: 36294XVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12622 | PA      | $13245.25      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490926                          | CUSIP: 36210FLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2546 | PA      | $2575.34       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762832                          | CUSIP: 36176DHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29774 | PA      | $29481.73      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749266                          | CUSIP: 3620C5MP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      206739 | PA      | $199479.46     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4188000 | PA      | $3621942.66    | 0.05%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9967                          | CUSIP: 36178XCC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20806 | PA      | $20618.38      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                   | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2156000 | PA      | $2095164.69    | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616628                          | CUSIP: 36290TA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36845 | PA      | $37716.00      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606886                          | CUSIP: 36201YF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5446 | PA      | $5616.49       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520148                          | CUSIP: 36211QZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4960 | PA      | $5016.52       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635536                          | CUSIP: 36291RBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12790 | PA      | $13097.98      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $298553.26     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783038                          | CUSIP: 36241LLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42055 | PA      | $43539.75      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608589                          | CUSIP: 36202TC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16329 | PA      | $16718.86      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4324                          | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18421 | PA      | $19664.21      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599987                          | CUSIP: 36200FRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1104 | PA      | $1128.10       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1681000 | PA      | $1656682.71    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | CENCOSUD SA                        | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |      374000 | PA      | $369551.09     | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     2136000 | PA      | $2148385.08    | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597710                          | CUSIP: 36200DAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2705 | PA      | $2797.99       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434076                          | CUSIP: 36207KFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2148 | PA      | $2180.76       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756161                          | CUSIP: 36230QZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31578 | PA      | $31273.45      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626498                          | CUSIP: 36291E7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3015 | PA      | $3086.27       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720581                          | CUSIP: 3620A6RA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1671 | PA      | $1717.42       | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611876                          | CUSIP: 36202WXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10755 | PA      | $10969.64      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 709558                          | CUSIP: 36297EJB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39578 | PA      | $38254.31      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738710                          | CUSIP: 3620ASVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68265 | PA      | $66028.05      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496500                          | CUSIP: 36210MRV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2745 | PA      | $2779.73       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739091                          | CUSIP: 3620ATC47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20056 | PA      | $19884.42      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO8646                          | CUSIP: 3617A9TB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25767 | PA      | $23099.05      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 D                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       88000 | PA      | $89570.19      | 0.00%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746391                          | CUSIP: 3620C2F82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19803 | PA      | $20059.61      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768141                          | CUSIP: 36176KEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77092 | PA      | $74552.51      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $279015.56     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510272                          | CUSIP: 36211D2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20700 | PA      | $20949.82      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456941                          | CUSIP: 36208PS66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1039 | PA      | $1062.54       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636835                          | CUSIP: 36291SPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12838 | PA      | $13288.53      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562356                          | CUSIP: 36213RWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34209 | PA      | $35435.83      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1406                          | CUSIP: 3140QLR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11358676 | PA      | $9942027.46    | 0.13%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772647                          | CUSIP: 36176QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12812 | PA      | $12357.78      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      146000 | PA      | $157724.19     | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107000 | PA      | $108662.81     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 556223                          | CUSIP: 36213J4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9393 | PA      | $9713.85       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 730380                          | CUSIP: 3620AHM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14644 | PA      | $14500.53      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604290                          | CUSIP: 36200MKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6964 | PA      | $7039.79       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      663000 | PA      | $623989.74     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 512823                          | CUSIP: 36211GVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3405 | PA      | $3484.13       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 391113                          | CUSIP: 36205HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1608 | PA      | $1644.32       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582145                          | CUSIP: 36201FWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3700 | PA      | $3820.96       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595663                          | CUSIP: 36200AWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9206 | PA      | $9304.26       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594017                          | CUSIP: 36201U4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4462 | PA      | $4561.88       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q33895                          | CUSIP: 3132QQKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28211 | PA      | $25239.58      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622281                          | CUSIP: 36291AJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4487 | PA      | $4598.39       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641757                          | CUSIP: 36291X5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35768 | PA      | $36592.30      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753597                          | CUSIP: 36230M7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       90318 | PA      | $87462.93      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2406424.92    | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600256                          | CUSIP: 36200FZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10854 | PA      | $11105.33      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1746906.73    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595829                          | CUSIP: 36200A4N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54566 | PA      | $55236.01      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586955                          | CUSIP: 36201MBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6052 | PA      | $6242.73       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1271349.86    | 0.02%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698287                          | CUSIP: 36296QXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23536 | PA      | $23322.27      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585147                          | CUSIP: 36201KBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17115 | PA      | $17478.28      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD6304                          | CUSIP: 36180JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99358 | PA      | $89898.58      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0797                          | CUSIP: 3138E43F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9756 | PA      | $9632.66       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      991000 | PA      | $1006237.34    | 0.01%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7343.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6822                          | CUSIP: 36178TSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80307 | PA      | $75156.93      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL6714                          | CUSIP: 36184DN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79152 | PA      | $70791.29      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      110000 | PA      | $99763.90      | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644773                          | CUSIP: 36292CJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28471 | PA      | $29161.12      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745106                          | CUSIP: 3620C0YB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7963 | PA      | $8066.31       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     3847000 | PA      | $2945768.84    | 0.04%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641189                          | CUSIP: 36291XKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28066 | PA      | $28787.96      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5959000 | PA      | $6046521.40    | 0.08%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2278000 | PA      | $1848710.74    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK6853                          | CUSIP: 36183QTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21149 | PA      | $19039.78      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2883000 | PA      | $2760823.69    | 0.03%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3851                            | CUSIP: 36202EH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117929 | PA      | $121866.95     | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678604                          | CUSIP: 36295R3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5514 | PA      | $5586.22       | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796894                          | CUSIP: 36177RUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27153 | PA      | $25689.58      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43254900 | PA      | $43981446.93   | 0.56%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661814                          | CUSIP: 36294WGX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5378 | PA      | $5648.66       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672087                          | CUSIP: 36295JUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3253 | PA      | $3414.01       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652747                          | CUSIP: 36292MEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2913 | PA      | $3025.57       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     1271000 | PA      | $1235105.46    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677094                          | CUSIP: 36295QGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2521 | PA      | $2652.64       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7574                          | CUSIP: 36180KMX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26647 | PA      | $24801.59      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521278                          | CUSIP: 36211SCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2612 | PA      | $2642.83       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606440                          | CUSIP: 36201XV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5049 | PA      | $5153.39       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723763                          | CUSIP: 3620AAB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96427 | PA      | $93233.75      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0121                          | CUSIP: 3140MDD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      466571 | PA      | $423538.36     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619520                          | CUSIP: 36290WG55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4304 | PA      | $4395.58       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737680                          | CUSIP: 3620ARQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22286 | PA      | $22099.78      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0490                          | CUSIP: 36181FRK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19231 | PA      | $17420.97      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460913                          | CUSIP: 36208UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1388 | PA      | $1418.57       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520306                          | CUSIP: 36211RAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17840 | PA      | $18239.10      | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4723000 | PA      | $3486244.67    | 0.04%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621246                          | CUSIP: 36290YET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6008 | PA      | $6168.64       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    19005000 | PA      | $18619602.05   | 0.24%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570565                          | CUSIP: 36200RZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1281 | PA      | $1321.75       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 271948                          | CUSIP: 36220ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2309 | PA      | $2300.26       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB0670                          | CUSIP: 36178KW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50468 | PA      | $45827.83      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9017                          | CUSIP: 36180NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11798 | PA      | $10704.94      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607056                          | CUSIP: 36201YMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7977 | PA      | $8166.62       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467994                          | CUSIP: 36209C3B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3631 | PA      | $3688.67       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                                     | USAOT 2024-A A4                    | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214000 | PA      | $217527.45     | 0.00%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594049                          | CUSIP: 36201U5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10925 | PA      | $11045.42      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594168                          | CUSIP: 36201VCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3532 | PA      | $3610.12       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $662593.26     | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615603                          | CUSIP: 36290R3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10924 | PA      | $11178.26      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8802                          | CUSIP: 36180MX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      389809 | PA      | $364612.54     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783467                          | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59155 | PA      | $57175.60      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                      | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     2852000 | PA      | $2900282.55    | 0.04%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734444                          | CUSIP: 3620AM5D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32694 | PA      | $30622.25      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6834                          | CUSIP: 36198TSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11741 | PA      | $11304.56      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6331                          | CUSIP: 36178EA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36371 | PA      | $33895.17      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481260                          | CUSIP: 36209TTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1491 | PA      | $1514.31       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL4202                          | CUSIP: 36184AU31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89329 | PA      | $80059.48      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | DISCOVER BANK                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |      734000 | PA      | $751883.97     | 0.01%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457825                          | CUSIP: 36208QSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1002 | PA      | $1024.68       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591877                          | CUSIP: 36201SQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35750 | PA      | $36418.57      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF5077                          | CUSIP: 36181LUA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4594 | PA      | $4293.66       | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608403                          | CUSIP: 36202S3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1953 | PA      | $1992.25       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771561                          | CUSIP: 36176N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7847 | PA      | $7595.46       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602795                          | CUSIP: 36200JUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1799 | PA      | $1857.56       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650168                          | CUSIP: 36292JJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23579 | PA      | $24513.53      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651683                          | CUSIP: 36292K6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19410 | PA      | $19287.59      | 0.00%             | 2036-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     3700000 | PA      | $4155564.36    | 0.05%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                  | BANK5 2024-5YR7 A3                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1078045 | PA      | $1120437.50    | 0.01%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AC0092                          | CUSIP: 36178YC52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      476953 | PA      | $445985.96     | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08255                          | CUSIP: 3128MJH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9160 | PA      | $9295.33       | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK1681                          | CUSIP: 36183J2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29857 | PA      | $26798.37      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614932                          | CUSIP: 36290RED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11777 | PA      | $11913.88      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL8207                          | CUSIP: 36184FDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      322550 | PA      | $291728.33     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616423                          | CUSIP: 36290SYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58602 | PA      | $59959.71      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                   | BBCMS 2024-5C29 A3                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265442 | PA      | $271251.54     | 0.00%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9459                          | CUSIP: 36178WQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65603 | PA      | $61634.34      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2181                          | CUSIP: 36180DM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16659 | PA      | $15509.13      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783535                          | CUSIP: 36241L4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      624324 | PA      | $602915.55     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615654                          | CUSIP: 36290R5P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1879 | PA      | $1900.44       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487384                          | CUSIP: 36210BM93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5523 | PA      | $5622.03       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611893                          | CUSIP: 36202WXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49721 | PA      | $50257.46      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502953                          | CUSIP: 36210UWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4426 | PA      | $4494.92       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496718                          | CUSIP: 36210MYP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3535 | PA      | $3614.07       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2742587.83    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      413000 | PA      | $383018.05     | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8307                          | CUSIP: 36180MGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20087 | PA      | $18519.06      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 5/25                      | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -42250000 | PA      | $-40406514.20  | -0.51%            | 2025-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604507                          | CUSIP: 36200MR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2782 | PA      | $2839.97       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764546                          | CUSIP: 36176FET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14523 | PA      | $14416.66      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT Mortgage Trust                                                    | WFLD 2014-MONT A                   | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1460875 | PA      | $1373643.34    | 0.02%             | 2031-08-10      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674399                          | CUSIP: 36295MGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13712 | PA      | $14418.01      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8913                          | CUSIP: 36183E3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      392706 | PA      | $376789.79     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 496798                          | CUSIP: 36210M3F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1489 | PA      | $1521.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620440                          | CUSIP: 36290XHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14192 | PA      | $14520.61      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606950                          | CUSIP: 36201YH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6235 | PA      | $6374.22       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 632855                          | CUSIP: 36291NBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4235 | PA      | $4337.44       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748223                          | CUSIP: 3620C4G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      280019 | PA      | $270557.54     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659726                          | CUSIP: 36294T4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1898 | PA      | $1922.35       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6881                          | CUSIP: 36198TUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110597 | PA      | $99341.20      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592878                          | CUSIP: 36201TUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2788 | PA      | $2859.28       | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489325                          | CUSIP: 36210DSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1104 | PA      | $1123.01       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760100                          | CUSIP: 36176AGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3557 | PA      | $3518.36       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4290                          | CUSIP: 36179DXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171401 | PA      | $153655.81     | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635390                          | CUSIP: 36291Q2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11368 | PA      | $11637.14      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696010                          | CUSIP: 36296NGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24169 | PA      | $24458.20      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $742377.01     | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592071                          | CUSIP: 36201SW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39885 | PA      | $40347.19      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647781                          | CUSIP: 36292FUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26483 | PA      | $27136.41      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706702                          | CUSIP: 36297BDF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14911 | PA      | $14787.43      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783748                          | CUSIP: 3622A2EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      362398 | PA      | $338792.02     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 B                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $123143.81     | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648527                          | CUSIP: 36292GPL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4913 | PA      | $5039.02       | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478047                          | CUSIP: 36209QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2391 | PA      | $2423.56       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1962000 | PA      | $1963321.11    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                           | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     7635000 | PA      | $5845237.01    | 0.07%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33507.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7260                          | CUSIP: 36180KB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16287 | PA      | $14777.13      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636852                          | CUSIP: 36291SQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4289 | PA      | $4385.26       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781340                          | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6397 | PA      | $6585.57       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 775029                          | CUSIP: 36176SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35508 | PA      | $35123.46      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 427217                          | CUSIP: 36207BSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2472 | PA      | $2500.32       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705889                          | CUSIP: 36297AF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134941 | PA      | $130426.86     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612813                          | CUSIP: 36202XYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42838 | PA      | $43295.07      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1869                          | CUSIP: 36180UCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7123 | PA      | $6426.91       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2543687.72    | 0.03%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712930                          | CUSIP: 36297JA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10463 | PA      | $10595.74      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2447                          | CUSIP: 36178MWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5221 | PA      | $4714.94       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743099                          | CUSIP: 3620AXRU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3956 | PA      | $4064.44       | 0.00%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627114                          | CUSIP: 36291FVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28888 | PA      | $29225.09      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 568283                          | CUSIP: 36213YJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2516 | PA      | $2569.25       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                         | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4400000 | PA      | $5099440.28    | 0.06%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781035                          | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4266 | PA      | $4360.83       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608741                          | CUSIP: 36202THS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3234 | PA      | $3308.19       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700804                          | CUSIP: 36296TRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1863 | PA      | $1914.46       | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3851000 | PA      | $3952501.01    | 0.05%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769516                          | CUSIP: 36176LVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14029 | PA      | $13873.92      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AT7665                          | CUSIP: 36194GQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      266803 | PA      | $245267.33     | 0.00%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | CARE CAPITAL                       | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1226708.76    | 0.02%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: AZ8054464<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |    10000000 | PA      | $10292632.00   | 0.13%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26629.67      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520149                          | CUSIP: 36211QZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32522 | PA      | $33275.49      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                          | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23500000 | PA      | $20768500.94   | 0.26%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     2388000 | PA      | $2260840.59    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                                            | STONEPEAK NILE                     | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       12000 | PA      | $12184.30      | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488750                          | CUSIP: 36210C5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2226 | PA      | $2275.90       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638018                          | CUSIP: 36291TYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21615 | PA      | $22160.73      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688706                          | CUSIP: 36296EDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32044 | PA      | $32461.45      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625149                          | CUSIP: 36291DQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4183 | PA      | $4329.80       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577766                          | CUSIP: 36201AZ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1064 | PA      | $1085.19       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 639521                          | CUSIP: 36291VPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3087 | PA      | $3125.14       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602480                          | CUSIP: 36200JJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13651 | PA      | $13819.96      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637329                          | CUSIP: 36291TA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15668 | PA      | $16060.88      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614169                          | CUSIP: 36290QJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46890 | PA      | $47390.88      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $271580.38     | 0.00%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753595                          | CUSIP: 36230M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71433 | PA      | $69301.34      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473186                          | CUSIP: 36209JUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1545 | PA      | $1579.94       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634430                          | CUSIP: 36291PY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19676 | PA      | $20133.77      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607193                          | CUSIP: 36201YRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6616 | PA      | $6866.13       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583661                          | CUSIP: 36201HMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1513 | PA      | $1544.57       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486796                          | CUSIP: 36210AXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9715 | PA      | $9865.75       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL4668                          | CUSIP: 36184BFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      347577 | PA      | $311738.06     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550534                          | CUSIP: 36213CSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44544 | PA      | $45095.14      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619604                          | CUSIP: 36290WKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4975 | PA      | $5085.88       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626958                          | CUSIP: 36291FQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      175194 | PA      | $157056.24     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD3660                          | CUSIP: 3617BKB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      242967 | PA      | $222596.02     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      203000 | PA      | $200783.40     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 B                      | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      206000 | PA      | $207930.24     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                   | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      492000 | PA      | $485712.31     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623326                          | CUSIP: 36291BPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69571 | PA      | $71103.64      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768358                          | CUSIP: 36176KMF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47331 | PA      | $45820.75      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745147                          | CUSIP: 3620C0ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88199 | PA      | $87376.55      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640148                          | CUSIP: 36291WEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13435 | PA      | $13775.98      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649545                          | CUSIP: 36292HTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12983 | PA      | $13313.19      | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615431                          | CUSIP: 36290RVY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21333 | PA      | $21563.11      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723183                          | CUSIP: 3620A9M81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6916 | PA      | $7005.58       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667275                          | CUSIP: 36295DJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14682 | PA      | $15085.10      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5644000 | PA      | $5080643.73    | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498387                          | CUSIP: 36210PUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5063 | PA      | $5134.40       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 730389                          | CUSIP: 3620AHNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6388 | PA      | $6326.79       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723073                          | CUSIP: 3620A9JS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50484 | PA      | $49942.76      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82750                          | CUSIP: 312929BT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1528 | PA      | $1550.48       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652223                          | CUSIP: 36292LSL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15827 | PA      | $16476.45      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671167                          | CUSIP: 36295HTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4699 | PA      | $4941.60       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     5611000 | PA      | $5683496.96    | 0.07%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616262                          | CUSIP: 36290STT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9316 | PA      | $9526.69       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767585                          | CUSIP: 36176JRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41373 | PA      | $39886.10      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772358                          | CUSIP: 36176PZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31932 | PA      | $30831.92      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469535                          | CUSIP: 36209ESY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2429 | PA      | $2483.55       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569379                          | CUSIP: 36200QQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32048 | PA      | $31854.36      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457856                          | CUSIP: 36208QTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1855 | PA      | $1876.20       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642570                          | CUSIP: 36291Y2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3852 | PA      | $3945.81       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746350                          | CUSIP: 3620C2EX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103006 | PA      | $99719.00      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7791                          | CUSIP: 36179HUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5989 | PA      | $5589.59       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA4283                          | CUSIP: 3140A4XM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158064 | PA      | $157907.37     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777305                          | CUSIP: 36176VKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37634 | PA      | $35127.07      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87063                          | CUSIP: 312933Z49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3349 | PA      | $3399.28       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                          | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22159766 | PA      | $18080576.72   | 0.23%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2900002.32    | 0.04%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615539                          | CUSIP: 36290RZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13420 | PA      | $13871.10      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2024-41 DA                     | CUSIP: 3136BSPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5833360 | PA      | $5887849.83    | 0.07%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 730930                          | CUSIP: 3620AJA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14279 | PA      | $14140.94      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3964                            | CUSIP: 36202EMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7817 | PA      | $7938.70       | 0.00%             | 2037-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620617                          | CUSIP: 36290XPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5881 | PA      | $6082.51       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-676.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480628                          | CUSIP: 36209S4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1719 | PA      | $1745.23       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762162                          | CUSIP: 36176CQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9683 | PA      | $9576.46       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611220                          | CUSIP: 36202WAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4717 | PA      | $4832.59       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598644                          | CUSIP: 36200EBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5613 | PA      | $5665.32       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627825                          | CUSIP: 36291GPJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7386 | PA      | $7562.73       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                     | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     4441000 | PA      | $3144674.52    | 0.04%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493624                          | CUSIP: 36210JLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16954 | PA      | $17216.83      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723363                          | CUSIP: 3620A9TU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      868758 | PA      | $880019.77     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52684.24      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 752765                          | CUSIP: 36230MCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2686 | PA      | $2729.11       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25251000 | PA      | $23361519.59   | 0.30%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                    | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      162000 | PA      | $152697.56     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781908                          | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5383 | PA      | $5447.95       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723156                          | CUSIP: 3620A9MD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11320 | PA      | $11466.70      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779237                          | CUSIP: 36176XPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21072 | PA      | $19228.39      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598680                          | CUSIP: 36200ECR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9377 | PA      | $9591.02       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602806                          | CUSIP: 36200JU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2091 | PA      | $2127.19       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530827                          | CUSIP: 36212DVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8559 | PA      | $8752.60       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7987                          | CUSIP: 3140QT2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      386827 | PA      | $386442.09     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9206                          | CUSIP: 36178WGP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4057 | PA      | $3689.66       | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | AMERICAN NATL GF                   | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      799000 | PA      | $817037.88     | 0.01%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      245000 | PA      | $246075.20     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8494                          | CUSIP: 36179JNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9171 | PA      | $8561.87       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738015                          | CUSIP: 3620AR3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10565 | PA      | $10469.82      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3                  | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352907 | PA      | $360476.08     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7254                          | CUSIP: 36180KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32830 | PA      | $29813.05      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597543                          | CUSIP: 36200CZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15910 | PA      | $16263.76      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                             | MONONGAHELA PWR                    | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2607792.49    | 0.03%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0457                          | CUSIP: 3138M3QK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3299 | PA      | $3252.29       | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 585174                          | CUSIP: 36201KCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7849 | PA      | $8000.79       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2582                          | CUSIP: 36177Y2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19457 | PA      | $17653.37      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     2644000 | PA      | $2332756.40    | 0.03%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FI 4 6/15/2036                     | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | IE        |      374000 | PA      | $420123.12     | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574548                          | CUSIP: 36200WHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50892 | PA      | $52022.97      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499814                          | CUSIP: 36210RGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3086 | PA      | $3181.51       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469921                          | CUSIP: 36209FAW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1303 | PA      | $1320.60       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV9316                          | CUSIP: 3138XMK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11072 | PA      | $10880.43      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3908                            | CUSIP: 36202EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6033 | PA      | $6123.66       | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 686896                          | CUSIP: 36296CC99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14399 | PA      | $14804.09      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621873                          | CUSIP: 36290Y2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6190 | PA      | $6333.40       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580354                          | CUSIP: 36201DWP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74098 | PA      | $69674.59      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD0015                          | CUSIP: 3617BFAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74233 | PA      | $68032.35      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17823016 | PA      | $16717131.52   | 0.21%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491187                          | CUSIP: 36210FUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3439 | PA      | $3515.19       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $8343984.33    | 0.11%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743841                          | CUSIP: 3620AYLW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11938 | PA      | $11812.40      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6319000 | PA      | $6412183.08    | 0.08%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                     | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460128 | PA      | $457973.07     | 0.01%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520484                          | CUSIP: 36211RFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13091 | PA      | $13241.99      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC                   | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1244948.92    | 0.02%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 768767                          | CUSIP: 36176KZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11347 | PA      | $11494.11      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615416                          | CUSIP: 36290RVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11790 | PA      | $12045.05      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6646000 | PA      | $6763253.86    | 0.09%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9698                          | CUSIP: 3140XDX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5969241 | PA      | $4796616.31    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603581                          | CUSIP: 36200KRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13844 | PA      | $14135.27      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539811                          | CUSIP: 36212PVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2109 | PA      | $2167.45       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1029520.18    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722080                          | CUSIP: 3620A8FV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17972 | PA      | $17813.86      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782537                          | CUSIP: 36241KZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10735 | PA      | $11030.40      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                    | TESLA 2023-B A4                    | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      162000 | PA      | $163312.85     | 0.00%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604728                          | CUSIP: 36200MYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2100 | PA      | $2172.65       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                        | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      489000 | PA      | $482280.61     | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723562                          | CUSIP: 3620A9Z38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39047 | PA      | $38677.46      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737201                          | CUSIP: 3620ARAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7908 | PA      | $7838.62       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762833                          | CUSIP: 36176DHJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18690 | PA      | $18926.56      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A C                    | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $644656.64     | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674456                          | CUSIP: 36295MH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2460 | PA      | $2583.29       | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3983                          | CUSIP: 3131X7M88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1534 | PA      | $1514.11       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3352445.78    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606698                          | CUSIP: 36201X7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4532 | PA      | $4702.94       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734611                          | CUSIP: 3620ANDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27491 | PA      | $27239.69      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721266                          | CUSIP: 3620A7JK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49932 | PA      | $50578.34      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      718000 | PA      | $662565.13     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630923                          | CUSIP: 36291K4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12306 | PA      | $12457.70      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746373                          | CUSIP: 3620C2FN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21703 | PA      | $21477.54      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA9466                          | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374889 | PA      | $374399.43     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605809                          | CUSIP: 36201XAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49192 | PA      | $49776.93      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643708                          | CUSIP: 36292BDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19499 | PA      | $19975.54      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 753375                          | CUSIP: 36230MXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93030 | PA      | $92221.47      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17200000 | PA      | $17205375.00   | 0.22%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 5/25                        | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -37500000 | PA      | $-32525392.50  | -0.41%            | 2025-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2085000 | PA      | $2162274.46    | 0.03%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      166000 | PA      | $157497.37     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7036                          | CUSIP: 36180JY99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43258 | PA      | $39078.59      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651785                          | CUSIP: 36292LCW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9978 | PA      | $10370.28      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733033                          | CUSIP: 3620ALLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13160 | PA      | $12904.01      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737576                          | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24364 | PA      | $23674.63      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3031000 | PA      | $2463141.97    | 0.03%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597343                          | CUSIP: 36200CS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1039 | PA      | $1062.21       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606483                          | CUSIP: 36201XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8250 | PA      | $8423.92       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7512                          | CUSIP: 36181BKZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71643 | PA      | $65055.26      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 B                      | CUSIP: 92348KDK6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2010000 | PA      | $1990287.13    | 0.03%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 774500                          | CUSIP: 36176SGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31457 | PA      | $31118.43      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4196000 | PA      | $4213641.69    | 0.05%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733474                          | CUSIP: 3620AL2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2350 | PA      | $2326.32       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619475                          | CUSIP: 36290WFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7668 | PA      | $7750.30       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591820                          | CUSIP: 36201SPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12539 | PA      | $12779.42      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759208                          | CUSIP: 36230UGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34879 | PA      | $33754.18      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641333                          | CUSIP: 36291XPS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12755 | PA      | $13071.16      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602257                          | CUSIP: 36200JB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4131 | PA      | $4225.61       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      892744 | PA      | $700579.25     | 0.01%             | 2047-09-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678605                          | CUSIP: 36295R3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18825 | PA      | $18642.35      | 0.00%             | 2038-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 560155                          | CUSIP: 36213PH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2516 | PA      | $2566.19       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563475                          | CUSIP: 36213S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7646 | PA      | $7725.01       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9421                          | CUSIP: 36180NPE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38554 | PA      | $34994.79      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793193                          | CUSIP: 36177MRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25250 | PA      | $24334.29      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 601317                          | CUSIP: 36200HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54156 | PA      | $55316.81      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0737                          | CUSIP: 3140QKZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1621493 | PA      | $1421288.07    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482725                          | CUSIP: 36209VHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2589 | PA      | $2646.28       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481663                          | CUSIP: 36209UB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2735 | PA      | $2795.55       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747979                          | CUSIP: 3620C36Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165046 | PA      | $159608.73     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 B                      | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      243000 | PA      | $247992.19     | 0.00%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $811530.60     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      779000 | PA      | $792949.96     | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604327                          | CUSIP: 36200MLG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5972 | PA      | $6027.55       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7134                          | CUSIP: 36179V4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5235304 | PA      | $4089108.70    | 0.05%             | 2051-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8272                          | CUSIP: 36179JFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7489 | PA      | $6977.73       | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 528439                          | CUSIP: 36212BBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1603 | PA      | $1642.55       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6286                          | CUSIP: 36178D6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      294461 | PA      | $267277.19     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574766                          | CUSIP: 36200WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3235 | PA      | $3274.22       | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646475                          | CUSIP: 36292EFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10566 | PA      | $10698.98      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6867                          | CUSIP: 36198TTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24226 | PA      | $21927.98      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615305                          | CUSIP: 36290RR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26283 | PA      | $26554.97      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615509                          | CUSIP: 36290RYE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4290 | PA      | $4273.38       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553602                          | CUSIP: 36213GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15410 | PA      | $15876.45      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 725839                          | CUSIP: 3620ACLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13098 | PA      | $12679.79      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1965                          | CUSIP: 36180UFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40306 | PA      | $37782.44      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757476                          | CUSIP: 36230SJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166766 | PA      | $156028.39     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619368                          | CUSIP: 36290WCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1881 | PA      | $1899.07       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625665                          | CUSIP: 36291ECA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3103 | PA      | $3174.36       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425338                          | CUSIP: 36206YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1666 | PA      | $1690.86       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555660                          | CUSIP: 36213JJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2426 | PA      | $2493.65       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457862                          | CUSIP: 36208QTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1382 | PA      | $1402.91       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627123                          | CUSIP: 36291FVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12600 | PA      | $12885.64      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     5622000 | PA      | $5471322.83    | 0.07%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4103                          | CUSIP: 36178QRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69348 | PA      | $65170.43      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644962                          | CUSIP: 36292CQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1940 | PA      | $1962.39       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615251                          | CUSIP: 36290RQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5494 | PA      | $5610.15       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574931                          | CUSIP: 36200WVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4365 | PA      | $4500.24       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV7471                          | CUSIP: 36195JJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      127008 | PA      | $116756.72     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738851                          | CUSIP: 3620ASZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42942 | PA      | $41534.59      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799193                          | CUSIP: 36177UGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34842 | PA      | $32634.37      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                          | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $6787721.66    | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645846                          | CUSIP: 36292DP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1971 | PA      | $2017.90       | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF6842                          | CUSIP: 36181NS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15774 | PA      | $14300.95      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB4140                          | CUSIP: 36178QS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13137 | PA      | $12053.71      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596781                          | CUSIP: 36200B6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7248 | PA      | $7398.84       | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612962                          | CUSIP: 36202X5X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4680 | PA      | $4783.52       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4                   | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      939629 | PA      | $881716.75     | 0.01%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      636000 | PA      | $530899.34     | 0.01%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610849                          | CUSIP: 36202VTE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1442 | PA      | $1456.55       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480331                          | CUSIP: 36209SSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3164 | PA      | $3215.13       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ9480                          | CUSIP: 36183FQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29557 | PA      | $26519.18      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612647                          | CUSIP: 36202XTC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4346 | PA      | $4454.66       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615875                          | CUSIP: 36290SFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3172 | PA      | $3282.34       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641217                          | CUSIP: 36291XK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7562 | PA      | $7747.24       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628896                          | CUSIP: 36291HUV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39752 | PA      | $40701.32      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2322000 | PA      | $2108241.74    | 0.03%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3523                          | CUSIP: 36180E4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91901 | PA      | $85846.32      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676764                          | CUSIP: 36295PZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10311 | PA      | $10851.77      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477562                          | CUSIP: 36209PQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1222 | PA      | $1241.40       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659067                          | CUSIP: 36294TFG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4439 | PA      | $4541.02       | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620058                          | CUSIP: 36290WZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10071 | PA      | $10317.52      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $213179.10     | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAA5<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2200350.94    | 0.03%             | 2029-08-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| New England Power Co                                                             | NEW ENG POWER                      | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     3974000 | PA      | $2386054.76    | 0.03%             | 2050-10-06      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE1888                          | CUSIP: 36180UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17873 | PA      | $16171.77      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD5850                          | CUSIP: 3617BMQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      238351 | PA      | $218367.41     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      980000 | PA      | $628769.93     | 0.01%             | 2027-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3427                            | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10660 | PA      | $10634.00      | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474766                          | CUSIP: 36209LMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1263 | PA      | $1304.92       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598172                          | CUSIP: 36200DQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1467 | PA      | $1520.35       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641691                          | CUSIP: 36291X2Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4159 | PA      | $4260.00       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473459                          | CUSIP: 36209J5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1576 | PA      | $1610.78       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740669                          | CUSIP: 3620AU2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15273 | PA      | $15109.25      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659731                          | CUSIP: 36294T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5077 | PA      | $5309.11       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765131                          | CUSIP: 36176FY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      193055 | PA      | $191034.71     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7350                          | CUSIP: 36180KEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38592 | PA      | $35956.33      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781577                          | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3835 | PA      | $3961.73       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615504                          | CUSIP: 36290RX99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1257 | PA      | $1284.19       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      739000 | PA      | $698167.77     | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557441                          | CUSIP: 36213LHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8751 | PA      | $9036.50       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433750                          | CUSIP: 36207JZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1152 | PA      | $1177.68       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456822                          | CUSIP: 36208PPF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1653 | PA      | $1690.26       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735750                          | CUSIP: 3620APL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31965 | PA      | $31677.08      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 6-7 NOTE FRI W1May25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         182 | NC      | $17062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555684                          | CUSIP: 36213JJ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1065 | PA      | $1103.48       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5397                          | CUSIP: 36178R7J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14030 | PA      | $12749.82      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08323                          | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1516 | PA      | $1539.08       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483823                          | CUSIP: 36209WPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         995 | PA      | $1017.12       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8324                          | CUSIP: 36179JG92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12760 | PA      | $11912.93      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1260521.62    | 0.02%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3401                            | CUSIP: 36202DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9724 | PA      | $9699.70       | 0.00%             | 2033-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      424811 | PA      | $362191.08     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 752079                          | CUSIP: 36230LJY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11967 | PA      | $11606.20      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614606                          | CUSIP: 36290QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20565 | PA      | $21256.44      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574319                          | CUSIP: 36200WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1431 | PA      | $1458.80       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705305                          | CUSIP: 36296YR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11608 | PA      | $11485.18      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758885                          | CUSIP: 36230T2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      674662 | PA      | $609477.56     | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658443                          | CUSIP: 36294SP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6246 | PA      | $6323.97       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646882                          | CUSIP: 36292EUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17131 | PA      | $17329.58      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 673002                          | CUSIP: 36295KU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7426 | PA      | $7628.45       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610279                          | CUSIP: 36202U6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21127 | PA      | $21368.48      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1513026.19    | 0.02%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645513                          | CUSIP: 36292DDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9454 | PA      | $9684.69       | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620096                          | CUSIP: 36290W3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5884 | PA      | $6016.29       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                        | SHARJAH SUKUK                      | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |     2216000 | PA      | $2192508.18    | 0.03%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                   | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1231862.17    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684183                          | CUSIP: 36295YCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1817 | PA      | $1840.46       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648540                          | CUSIP: 36292GPZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1388 | PA      | $1440.15       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606693                          | CUSIP: 36201X7E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2707 | PA      | $2770.24       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551062                          | CUSIP: 36213DFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1531 | PA      | $1576.58       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713733                          | CUSIP: 36297J4S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3464 | PA      | $3354.58       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649229                          | CUSIP: 36292HHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1841 | PA      | $1888.26       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628123                          | CUSIP: 36291GYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2696 | PA      | $2759.84       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794602                          | CUSIP: 36177PDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47330 | PA      | $44330.73      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592754                          | CUSIP: 36201TQF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1473 | PA      | $1487.26       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745185                          | CUSIP: 3620C02S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1575 | PA      | $1571.80       | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619200                          | CUSIP: 36290V3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17712 | PA      | $18139.40      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT                   | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |      390000 | PA      | $242917.82     | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                     | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $246663.13     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6920                          | CUSIP: 3133ARVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19149 | PA      | $17412.56      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760443                          | CUSIP: 36176AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9554 | PA      | $9454.15       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9110                          | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      816900 | PA      | $741189.30     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588357                          | CUSIP: 36201NTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36937 | PA      | $37343.40      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6636                          | CUSIP: 36178ELR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22430 | PA      | $20359.30      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                          | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88181 | PA      | $78480.32      | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600248                          | CUSIP: 36200FZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5095 | PA      | $5153.85       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                          | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      774256 | PA      | $731069.76     | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2446000 | PA      | $2241533.71    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592702                          | CUSIP: 36201TNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9322 | PA      | $9494.70       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756884                          | CUSIP: 36230RUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6795 | PA      | $6883.26       | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776217                          | CUSIP: 36176UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17104 | PA      | $15985.71      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741645                          | CUSIP: 3620AV5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19701 | PA      | $19455.91      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626512                          | CUSIP: 36291FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23497 | PA      | $23779.51      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0796                          | CUSIP: 36180B3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34618 | PA      | $31335.37      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1817000 | PA      | $1371653.33    | 0.02%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484431                          | CUSIP: 36209XEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1058 | PA      | $1081.84       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633181                          | CUSIP: 36291NM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1386 | PA      | $1419.18       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 596680                          | CUSIP: 36200B2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16099 | PA      | $16626.19      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599631                          | CUSIP: 36200FEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6100 | PA      | $6174.83       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8463                          | CUSIP: 3132A9ML8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5335 | PA      | $5260.92       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548792                          | CUSIP: 36213AUR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22987 | PA      | $23446.60      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783483                          | CUSIP: 36241L2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       63423 | PA      | $65054.49      | 0.00%             | 2041-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610857                          | CUSIP: 36202VTN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17537 | PA      | $17916.59      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593890                          | CUSIP: 36201UXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7089 | PA      | $7242.23       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC              | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2115000 | PA      | $1578900.59    | 0.02%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6893                          | CUSIP: 36178EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1903 | PA      | $1886.04       | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481347                          | CUSIP: 36209TWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1153 | PA      | $1178.90       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628035                          | CUSIP: 36291GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49831 | PA      | $50403.83      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598750                          | CUSIP: 36200EEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5147 | PA      | $5307.78       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580330                          | CUSIP: 36201DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6207 | PA      | $6346.34       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482712                          | CUSIP: 36209VGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6957 | PA      | $7112.49       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559841                          | CUSIP: 36213N5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2538 | PA      | $2623.90       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635849                          | CUSIP: 36291RL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1647 | PA      | $1655.31       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605773                          | CUSIP: 36200N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1352 | PA      | $1367.67       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548293                          | CUSIP: 36213AC69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2944 | PA      | $3002.72       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1613298.24    | 0.02%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760464                          | CUSIP: 36176ATV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46578 | PA      | $45019.76      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605768                          | CUSIP: 36200N6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12150 | PA      | $12294.37      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8390                          | CUSIP: 36179JKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9821 | PA      | $9148.10       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-4A B                    | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312000 | PA      | $314506.30     | 0.00%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 755654                          | CUSIP: 36230QH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110568 | PA      | $107055.91     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2196000 | PA      | $2203536.11    | 0.03%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640900                          | CUSIP: 36291W7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21537 | PA      | $22060.85      | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626820                          | CUSIP: 36291FK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3497 | PA      | $3538.66       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682570                          | CUSIP: 36295WJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32690 | PA      | $31666.47      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3067                            | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15006 | PA      | $15428.22      | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN9874                          | CUSIP: 36187S6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74561 | PA      | $70612.50      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781976                          | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3953 | PA      | $4045.22       | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594728                          | CUSIP: 36201VVV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5382 | PA      | $5433.50       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434326                          | CUSIP: 36207KPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6204 | PA      | $6341.93       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $108511.18     | 0.00%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609483                          | CUSIP: 36202UCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5496 | PA      | $5619.36       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628070                          | CUSIP: 36291GW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3938 | PA      | $4032.07       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457822                          | CUSIP: 36208QSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2198 | PA      | $2247.49       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781703                          | CUSIP: 36225B3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125198 | PA      | $126577.21     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553119                          | CUSIP: 36213FPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16714 | PA      | $17078.40      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Jun25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        4477 | NC      | $5627473.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC1741                          | CUSIP: 36179A5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22039 | PA      | $20004.11      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $916963.41     | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2655                          | CUSIP: 36177Y5Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34723 | PA      | $31646.26      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468971                          | CUSIP: 36209D6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1931 | PA      | $1974.30       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2631                          | CUSIP: 36180U4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      142226 | PA      | $133033.27     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7510                          | CUSIP: 36181BKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      681027 | PA      | $616191.74     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 320984                          | CUSIP: 36223XRD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6991 | PA      | $7159.42       | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550609                          | CUSIP: 36213CVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19386 | PA      | $19622.40      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471343                          | CUSIP: 36209GS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10442 | PA      | $10751.87      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717801                          | CUSIP: 3620A3NS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82945 | PA      | $82127.21      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604385                          | CUSIP: 36200MNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17617 | PA      | $17805.37      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701903                          | CUSIP: 36296UX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10533 | PA      | $10829.93      | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765043                          | CUSIP: 36176FWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47748 | PA      | $44796.23      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 671163                          | CUSIP: 36295HTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1469 | PA      | $1544.96       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724248                          | CUSIP: 3620AATD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72000 | PA      | $72932.82      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610935                          | CUSIP: 36202VV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9936 | PA      | $10048.85      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08330                          | CUSIP: 3128MJLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1471 | PA      | $1461.26       | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672418                          | CUSIP: 36295KAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3795 | PA      | $3992.30       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637727                          | CUSIP: 36291TPL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36435 | PA      | $37344.86      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD6013                          | CUSIP: 36180HVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20276 | PA      | $18876.82      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741907                          | CUSIP: 3620AWGQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12925 | PA      | $13615.32      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637334                          | CUSIP: 36291TBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5765 | PA      | $5909.16       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456182                          | CUSIP: 36208NXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2428 | PA      | $2482.32       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 660420                          | CUSIP: 36294UVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8594 | PA      | $8045.15       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO0258                          | CUSIP: 3617A0JB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68881 | PA      | $61749.77      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705470                          | CUSIP: 36296YW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92102 | PA      | $91355.72      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457858                          | CUSIP: 36208QTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2995 | PA      | $3037.56       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 702851                          | CUSIP: 36296VZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21083 | PA      | $20865.43      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB6875                          | CUSIP: 36178TT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61945 | PA      | $57758.82      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703035                          | CUSIP: 36296WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79432 | PA      | $77014.22      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                    | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14426255 | PA      | $12224455.25   | 0.15%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539056                          | CUSIP: 36212NZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9674 | PA      | $9889.71       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592755                          | CUSIP: 36201TQG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1153 | PA      | $1179.60       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645009                          | CUSIP: 36292CR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12944 | PA      | $13102.89      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643709                          | CUSIP: 36292BDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2272 | PA      | $2328.94       | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO9652                          | CUSIP: 3617AAWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112283 | PA      | $100658.14     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740040                          | CUSIP: 3620AUEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10445 | PA      | $10336.08      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721241                          | CUSIP: 3620A7HS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3410 | PA      | $3454.09       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746107                          | CUSIP: 3620C13Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20047 | PA      | $20305.09      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607202                          | CUSIP: 36201YRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8734 | PA      | $8940.98       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615314                          | CUSIP: 36290RSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9271 | PA      | $9372.12       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  Jun25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         131 | NC      | $90062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1699                          | CUSIP: 36180C3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31075 | PA      | $28240.73      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648253                          | CUSIP: 36292GE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3496 | PA      | $3538.96       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551807                          | CUSIP: 36213EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9317 | PA      | $9622.68       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780689                          | CUSIP: 36225AXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2022 | PA      | $2066.81       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612749                          | CUSIP: 36202XWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1247 | PA      | $1291.97       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748823                          | CUSIP: 3620C44G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2103 | PA      | $2082.97       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583126                          | CUSIP: 36201GYX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16177 | PA      | $16378.26      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542826                          | CUSIP: 36212TA38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7572 | PA      | $7877.76       | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723069                          | CUSIP: 3620A9JN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6490 | PA      | $6423.42       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $374227.81     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625101                          | CUSIP: 36291DNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1760 | PA      | $1802.83       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704169                          | CUSIP: 36296XJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7260 | PA      | $7353.35       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 D                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469000 | PA      | $482230.40     | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1875000 | PA      | $1870705.67    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97620                          | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1461 | PA      | $1448.89       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52131                          | CUSIP: 3132XULM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23009 | PA      | $21106.76      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770387                          | CUSIP: 36176MUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3433 | PA      | $3397.16       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $64206.63      | 0.00%             | 2031-01-29      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                          | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5973 | PA      | $6062.24       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA3391                          | CUSIP: 36178AXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5532 | PA      | $5027.68       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693627                          | CUSIP: 36296KSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1440 | PA      | $1479.92       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 714590                          | CUSIP: 36297K2X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      149934 | PA      | $148660.39     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638901                          | CUSIP: 36291UX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2234 | PA      | $2291.43       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682499                          | CUSIP: 36295WGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6597 | PA      | $6398.98       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 799180                          | CUSIP: 36177UFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34552 | PA      | $32192.39      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796292                          | CUSIP: 36177Q7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60569 | PA      | $56475.45      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0513                          | CUSIP: 31427MSB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17566183 | PA      | $14733644.75   | 0.19%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782818                          | CUSIP: 36241LDX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47513 | PA      | $47112.79      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $200892.74     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL2590                          | CUSIP: 36183X2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163921 | PA      | $146751.57     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764906                          | CUSIP: 36176FR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5937 | PA      | $5737.35       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573054                          | CUSIP: 36200UTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      195920 | PA      | $183207.42     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A73370                          | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18087 | PA      | $18354.85      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592353                          | CUSIP: 36201TBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4263 | PA      | $4313.42       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615696                          | CUSIP: 36290R7H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7707 | PA      | $7871.67       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9511                          | CUSIP: 3140XDR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49010 | PA      | $39581.50      | 0.00%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505306                          | CUSIP: 36210XKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2276 | PA      | $2331.81       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772049                          | CUSIP: 36176PQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8867 | PA      | $8557.01       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8641                          | CUSIP: 3140MNS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530046 | PA      | $480828.12     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645443                          | CUSIP: 36292DBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22005 | PA      | $22537.58      | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612739                          | CUSIP: 36202XV87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27903 | PA      | $28534.73      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694354                          | CUSIP: 36296LMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1544 | PA      | $1529.01       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 444352                          | CUSIP: 36207WTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1374 | PA      | $1404.80       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613929                          | CUSIP: 36290QA62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5056 | PA      | $5172.71       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618896                          | CUSIP: 36290VRR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1981 | PA      | $1970.82       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612787                          | CUSIP: 36202XXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26866 | PA      | $27158.83      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433804                          | CUSIP: 36207J3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1289 | PA      | $1317.51       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593430                          | CUSIP: 36201UHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2303 | PA      | $2325.94       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611264                          | CUSIP: 36202WB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4064 | PA      | $4106.87       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 599607                          | CUSIP: 36200FDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34863 | PA      | $35656.80      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678658                          | CUSIP: 36295R5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44553 | PA      | $43108.47      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759412                          | CUSIP: 36230UN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17461 | PA      | $17316.26      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7306                          | CUSIP: 3140NQDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      229385 | PA      | $229157.19     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 483660                          | CUSIP: 36209WJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3590 | PA      | $3640.14       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8422                          | CUSIP: 36179JLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43624 | PA      | $41670.25      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742418                          | CUSIP: 3620AWYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11037 | PA      | $10969.78      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD4757                          | CUSIP: 3140FCJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      376889 | PA      | $323535.45     | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 1.5 5/25                      | CUSIP: 01F012452<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -12250000 | PA      | $-10819895.80  | -0.14%            | 2025-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                       | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     1923000 | PA      | $1895189.30    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682479                          | CUSIP: 36295WFU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117233 | PA      | $116199.55     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 623417                          | CUSIP: 36291BSE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2067 | PA      | $2114.88       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN5715                          | CUSIP: 36186NK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134631 | PA      | $120692.11     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748410                          | CUSIP: 3620C4N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6492 | PA      | $5885.64       | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738019                          | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4353 | PA      | $4312.15       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616033                          | CUSIP: 36290SLN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39418 | PA      | $39851.74      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618874                          | CUSIP: 36290VQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16038 | PA      | $16384.87      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617841                          | CUSIP: 36290ULW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105176 | PA      | $110442.94     | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608754                          | CUSIP: 36202TH74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2756 | PA      | $2819.53       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      353000 | PA      | $345329.77     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626339                          | CUSIP: 36291EZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50269 | PA      | $51335.73      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 746140                          | CUSIP: 3620C14Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4123 | PA      | $4000.17       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462683                          | CUSIP: 36208V6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1240 | PA      | $1267.28       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663373                          | CUSIP: 36294X6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4187 | PA      | $4398.72       | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60466                          | CUSIP: 31335AQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13380 | PA      | $13164.68      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696500                          | CUSIP: 36296NX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17268 | PA      | $18022.45      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606884                          | CUSIP: 36201YFZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13244 | PA      | $13540.52      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672922                          | CUSIP: 36295KSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10002 | PA      | $10532.94      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612773                          | CUSIP: 36202XXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6168 | PA      | $6234.96       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9306                          | CUSIP: 36180NKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25120 | PA      | $22764.55      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433684                          | CUSIP: 36207JXM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1128 | PA      | $1152.80       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2370000 | PA      | $2293044.96    | 0.03%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AN5750                          | CUSIP: 36186NL72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48265 | PA      | $43268.22      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO0288                          | CUSIP: 3617A0J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33298 | PA      | $29850.42      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743799                          | CUSIP: 3620AYKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23999 | PA      | $23757.47      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621406                          | CUSIP: 36290YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15023 | PA      | $15201.00      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600199                          | CUSIP: 36200FX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2167 | PA      | $2192.16       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763854                          | CUSIP: 36176EMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154159 | PA      | $139593.29     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      389000 | PA      | $381318.43     | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      334000 | PA      | $330864.36     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0385                          | CUSIP: 36177WNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       74108 | PA      | $70563.17      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621835                          | CUSIP: 36290YY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1331 | PA      | $1359.84       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7879                          | CUSIP: 36179WXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110789 | PA      | $86394.96      | 0.00%             | 2052-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61372                          | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32916 | PA      | $30195.00      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794811                          | CUSIP: 36177PKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8946 | PA      | $9060.10       | 0.00%             | 2042-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 597862                          | CUSIP: 36200DFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2924 | PA      | $2980.16       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606835                          | CUSIP: 36201YEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5137 | PA      | $5251.57       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607743                          | CUSIP: 36202SEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3026 | PA      | $3094.95       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554992                          | CUSIP: 36213HRM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1834 | PA      | $1867.96       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613763                          | CUSIP: 36290NZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6719 | PA      | $6866.71       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590185                          | CUSIP: 36201QUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1215 | PA      | $1253.50       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736558                          | CUSIP: 3620AQJB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6885 | PA      | $6974.45       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723002                          | CUSIP: 3620A9GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7614 | PA      | $7543.25       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 547031                          | CUSIP: 36212XVY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1463 | PA      | $1505.25       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666391                          | CUSIP: 36295CKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40666 | PA      | $36852.58      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661823                          | CUSIP: 36294WG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4553 | PA      | $4755.47       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700226                          | CUSIP: 36296S4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1426 | PA      | $1444.87       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     3839000 | PA      | $3841955.84    | 0.05%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486792                          | CUSIP: 36210AXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1196 | PA      | $1205.97       | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 637369                          | CUSIP: 36291TCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2336 | PA      | $2424.56       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8233                          | CUSIP: 36178GEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10840 | PA      | $10161.35      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2671                            | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3537 | PA      | $3591.78       | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580797                          | CUSIP: 36201EGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9739 | PA      | $9695.94       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA9222                          | CUSIP: 36178HG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17715 | PA      | $16565.31      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578265                          | CUSIP: 36201BMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4583 | PA      | $4686.63       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552159                          | CUSIP: 36213EMG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2638 | PA      | $2730.47       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698117                          | CUSIP: 36296QSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3525 | PA      | $3492.91       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A C                     | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |       56585 | PA      | $56972.06      | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                          | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      278878 | PA      | $252829.36     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA2157                          | CUSIP: 36177YME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5707 | PA      | $5186.44       | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607262                          | CUSIP: 36201YTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1286 | PA      | $1300.12       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604422                          | CUSIP: 36200MPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48760 | PA      | $49291.24      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662504                          | CUSIP: 36294XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19915 | PA      | $20461.54      | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5682                          | CUSIP: 36184CJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96993 | PA      | $86992.25      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618451                          | CUSIP: 36290VBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52678 | PA      | $52159.82      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713866                          | CUSIP: 36297KCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3980 | PA      | $4031.43       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772152                          | CUSIP: 36176PTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19575 | PA      | $18929.78      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638477                          | CUSIP: 36291UJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24051 | PA      | $24702.18      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606705                          | CUSIP: 36201YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12863 | PA      | $13171.75      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8392                          | CUSIP: 36178VKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47333 | PA      | $42329.96      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469614                          | CUSIP: 36209EVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2099 | PA      | $2145.87       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2527840.22    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737657                          | CUSIP: 3620ARQJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12391 | PA      | $12298.20      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485158                          | CUSIP: 36209X5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1657 | PA      | $1676.72       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638896                          | CUSIP: 36291UXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12185 | PA      | $12496.74      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749258                          | CUSIP: 3620C5MF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60438 | PA      | $59494.26      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC9515                          | CUSIP: 36179KSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70420 | PA      | $66253.55      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569058                          | CUSIP: 36200QE75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25668 | PA      | $25958.96      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548266                          | CUSIP: 36213ACB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1569 | PA      | $1604.99       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633481                          | CUSIP: 36291NXJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16490 | PA      | $16895.27      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5657                          | CUSIP: 36178DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      403586 | PA      | $378742.17     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO3464                          | CUSIP: 3617A3Z52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13843 | PA      | $12409.61      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757045                          | CUSIP: 36230RZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17389 | PA      | $16816.09      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610377                          | CUSIP: 36202VCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1899 | PA      | $1953.96       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21699                          | CUSIP: 3132JN3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67586 | PA      | $66634.72      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553943                          | CUSIP: 36213GLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4302 | PA      | $4444.30       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737710                          | CUSIP: 3620ARR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40358 | PA      | $39034.98      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703173                          | CUSIP: 36296WFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27022 | PA      | $26344.38      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 B                     | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1210742.30    | 0.02%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592058                          | CUSIP: 36201SWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16039 | PA      | $16212.24      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646898                          | CUSIP: 36292EUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5272 | PA      | $5337.19       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                          | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |      233273 | PA      | $230240.70     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292902 | PA      | $287153.01     | 0.00%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616866                          | CUSIP: 36290TJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22217 | PA      | $21946.64      | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       59000 | PA      | $56239.91      | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476725                          | CUSIP: 36209NSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4334 | PA      | $4397.20       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610504                          | CUSIP: 36202VGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3141 | PA      | $3249.00       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88454                          | CUSIP: 312935MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1853 | PA      | $1839.72       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  1241850000 | PA      | $8221412.66    | 0.10%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01857                          | CUSIP: 3132GFB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21094 | PA      | $21408.94      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793457                          | CUSIP: 36177MZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12173 | PA      | $11193.65      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2014-141 AB                    | CUSIP: 38379GAX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1705534 | PA      | $1548501.68    | 0.02%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469613                          | CUSIP: 36209EVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1870 | PA      | $1912.00       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618959                          | CUSIP: 36290VTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1911 | PA      | $1933.44       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625140                          | CUSIP: 36291DPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4064 | PA      | $4113.71       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641591                          | CUSIP: 36291XXU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2059 | PA      | $2111.79       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646083                          | CUSIP: 36292DXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14768 | PA      | $15539.49      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8389                          | CUSIP: 36179JKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54533 | PA      | $49419.69      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 A3                   | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134297 | PA      | $130913.09     | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618847                          | CUSIP: 36290VP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11883 | PA      | $11837.53      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644523                          | CUSIP: 36292CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21780 | PA      | $22565.87      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591935                          | CUSIP: 36201SSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8306 | PA      | $8485.77       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 739373                          | CUSIP: 3620ATMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15371 | PA      | $15212.66      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM2757                          | CUSIP: 36184NB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26865 | PA      | $25741.63      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737999                          | CUSIP: 3620AR3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131222 | PA      | $127346.75     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0582                          | CUSIP: 36177WUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12821 | PA      | $11689.86      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634630                          | CUSIP: 36291QA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4023 | PA      | $4120.46       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552321                          | CUSIP: 36213ESJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1595 | PA      | $1651.43       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698223                          | CUSIP: 36296QVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20937 | PA      | $20331.23      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO3465                          | CUSIP: 3617A3Z60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      214963 | PA      | $192707.70     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635987                          | CUSIP: 36291RRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2740 | PA      | $2772.99       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT4121                          | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2412182 | PA      | $2216389.68    | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591960                          | CUSIP: 36201STR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16292 | PA      | $16630.79      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $96385.97      | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     9200000 | PA      | $9343633.87    | 0.12%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458023                          | CUSIP: 36208QYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1494 | PA      | $1511.47       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                      | SAKS GLOBAL ENTE                   | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $33312.13      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7137                          | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4339718 | PA      | $3854465.92    | 0.05%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1491                          | CUSIP: 3133BNUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11000000 | PA      | $10541125.51   | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523171                          | CUSIP: 36211UFL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5507 | PA      | $5641.19       | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734672                          | CUSIP: 3620ANFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65347 | PA      | $64750.14      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 672643                          | CUSIP: 36295KHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4886 | PA      | $5137.64       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4318                          | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21123 | PA      | $17399.72      | 0.00%             | 2047-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96389                          | CUSIP: 312945C22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40191 | PA      | $39843.32      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 750239                          | CUSIP: 3620C6PY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5094 | PA      | $5048.55       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 776967                          | CUSIP: 36176U6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65813 | PA      | $59408.49      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562259                          | CUSIP: 36213RTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24836 | PA      | $25420.38      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602642                          | CUSIP: 36200JP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4331 | PA      | $4428.57       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 766918                          | CUSIP: 36176HYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40291 | PA      | $37636.91      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553936                          | CUSIP: 36213GLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1755 | PA      | $1816.44       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8705                          | CUSIP: 36178VU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21698 | PA      | $19655.44      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      564000 | PA      | $539221.36     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759184                          | CUSIP: 36230UFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      229877 | PA      | $222343.35     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2760                          | CUSIP: 36178NB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2929256 | PA      | $2742880.45    | 0.03%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646693                          | CUSIP: 36292ENJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7905 | PA      | $7840.37       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633768                          | CUSIP: 36291PCD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7467 | PA      | $7649.61       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644683                          | CUSIP: 36292CFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99523 | PA      | $103414.77     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626864                          | CUSIP: 36291FMM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4479 | PA      | $4582.31       | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 708465                          | CUSIP: 36297DCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3510 | PA      | $3554.65       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                        | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     4461000 | PA      | $3888437.48    | 0.05%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575390                          | CUSIP: 36200XF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3645 | PA      | $3776.35       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611554                          | CUSIP: 36202WMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1471 | PA      | $1505.14       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740141                          | CUSIP: 3620AUHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7947 | PA      | $7674.09       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1941976.65    | 0.02%             | 2035-06-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AE5433                          | CUSIP: 36180YBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      603904 | PA      | $563662.22     | 0.01%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472038                          | CUSIP: 36209HLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1844 | PA      | $1885.25       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AT8084                          | CUSIP: 36194G6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141175 | PA      | $129779.55     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 B                   | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206000 | PA      | $208545.36     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      600000 | PA      | $594512.39     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 546280                          | CUSIP: 36212W2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3987 | PA      | $4063.75       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541586                          | CUSIP: 36212RUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14876 | PA      | $14818.60      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0159                          | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110209 | PA      | $104338.25     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474638                          | CUSIP: 36209LHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2771 | PA      | $2832.99       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | COMISION FEDERAL                   | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1854000 | PA      | $1817777.82    | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554790                          | CUSIP: 36213HKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2667 | PA      | $2751.17       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662759                          | CUSIP: 36294XJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25305 | PA      | $26482.36      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1488135.48    | 0.02%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209000 | PA      | $209140.57     | 0.00%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 627354                          | CUSIP: 36291F5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9391 | PA      | $9502.92       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694343                          | CUSIP: 36296LLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44681 | PA      | $44258.61      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      530000 | PA      | $340439.67     | 0.00%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553353                          | CUSIP: 36213FWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51698 | PA      | $52267.91      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 614310                          | CUSIP: 36290QN35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237407 | PA      | $222062.14     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1603000 | PA      | $1550295.14    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705430                          | CUSIP: 36296YVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10392 | PA      | $10298.73      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54702                          | CUSIP: 3132XXGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27072 | PA      | $24817.55      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    15000000 | PA      | $14764157.00   | 0.19%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606474                          | CUSIP: 36201XXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13779 | PA      | $14062.88      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476364                          | CUSIP: 36209NFD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2117 | PA      | $2144.44       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606887                          | CUSIP: 36201YF43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5278 | PA      | $5388.27       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 794143                          | CUSIP: 36177NS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4788 | PA      | $4466.59       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757614                          | CUSIP: 36230SN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3304 | PA      | $3188.43       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745164                          | CUSIP: 3620C0Z50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5623 | PA      | $5696.23       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4493891 | PA      | $4091172.47    | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726017                          | CUSIP: 3620ACSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41155 | PA      | $40783.99      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                   | HALST 2024-B B                     | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      268000 | PA      | $271471.08     | 0.00%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3413                            | CUSIP: 36202DYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1819 | PA      | $1814.44       | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 714583                          | CUSIP: 36297K2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13549 | PA      | $13763.81      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588363                          | CUSIP: 36201NTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1218 | PA      | $1236.35       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592734                          | CUSIP: 36201TPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4141 | PA      | $4225.96       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608259                          | CUSIP: 36202SWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10183 | PA      | $10141.94      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783406                          | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       98128 | PA      | $99399.59      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796306                          | CUSIP: 36177RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3666 | PA      | $3616.36       | 0.00%             | 2027-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445958                          | CUSIP: 36207YMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1614 | PA      | $1639.32       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 693641                          | CUSIP: 36296KS60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7980 | PA      | $8200.36       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612810                          | CUSIP: 36202XYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3180 | PA      | $3250.54       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615620                          | CUSIP: 36290R4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65511 | PA      | $65255.92      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8562                          | CUSIP: 36178GQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48623 | PA      | $45733.69      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592509                          | CUSIP: 36201TGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1299 | PA      | $1339.51       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770470                          | CUSIP: 36176MW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4944 | PA      | $4892.56       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550760                          | CUSIP: 36213CZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8443 | PA      | $8778.02       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446021                          | CUSIP: 36207YPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11554 | PA      | $11784.49      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 409695                          | CUSIP: 36206FC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4584 | PA      | $4671.09       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 565367                          | CUSIP: 36213VCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1580 | PA      | $1620.70       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567971                          | CUSIP: 36213X6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12733 | PA      | $13008.02      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                   | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1060000 | PA      | $1089309.22    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608147                          | CUSIP: 36202STC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7231 | PA      | $7306.91       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553471                          | CUSIP: 36213F2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4655 | PA      | $4348.74       | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 767047                          | CUSIP: 36176H5G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111322 | PA      | $100488.24     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612936                          | CUSIP: 36202X4V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6243 | PA      | $6366.07       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608223                          | CUSIP: 36202SVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9533 | PA      | $9636.68       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2144                          | CUSIP: 36179QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11076 | PA      | $8918.38       | 0.00%             | 2044-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A B                      | CUSIP: 448973AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      388000 | PA      | $394281.33     | 0.00%             | 2031-01-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8195                          | CUSIP: 36179XC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       90433 | PA      | $70634.11      | 0.00%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573111                          | CUSIP: 36200UVC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2457 | PA      | $2539.79       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 367098                          | CUSIP: 36204DX38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16824 | PA      | $16273.07      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 703201                          | CUSIP: 36296WGJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8320 | PA      | $8054.47       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698373                          | CUSIP: 36296Q2E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26022 | PA      | $24613.00      | 0.00%             | 2039-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782749                          | CUSIP: 36241LBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2440 | PA      | $2471.47       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572096                          | CUSIP: 36200TRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9163 | PA      | $9265.93       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 727357                          | CUSIP: 3620AEB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57789 | PA      | $58538.80      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616210                          | CUSIP: 36290SR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7519 | PA      | $7694.22       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706729                          | CUSIP: 36297BEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20532 | PA      | $20311.48      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476625                          | CUSIP: 36209NPJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1183 | PA      | $1209.73       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457062                          | CUSIP: 36208PWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2231 | PA      | $2260.50       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694358                          | CUSIP: 36296LMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9871 | PA      | $9772.30       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783471                          | CUSIP: 36241L2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4645 | PA      | $4497.93       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456921                          | CUSIP: 36208PSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1471 | PA      | $1503.51       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490070                          | CUSIP: 36210EMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1990 | PA      | $2022.33       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                              | VIRGIN MONEY                       | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |     2391000 | PA      | $3148389.99    | 0.04%             | 2027-09-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-116590.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494709                          | CUSIP: 36210KR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1139 | PA      | $1163.94       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $3126636.22    | 0.04%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612879                          | CUSIP: 36202X2L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6610 | PA      | $6737.73       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | SAAVI ENERGIA                      | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    14000000 | PA      | $14052917.18   | 0.18%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 769697                          | CUSIP: 36176L3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70853 | PA      | $66699.70      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631336                          | CUSIP: 36291LLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3758 | PA      | $3907.60       | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595802                          | CUSIP: 36200A3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11174 | PA      | $11390.41      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                          | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1527509 | PA      | $1438012.90    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      487000 | PA      | $425975.32     | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487064                          | CUSIP: 36210BB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4027 | PA      | $4124.46       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2733.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706808                          | CUSIP: 36297BGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83298 | PA      | $82411.35      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652205                          | CUSIP: 36292LR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42059 | PA      | $43741.39      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699905                          | CUSIP: 36296SR23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6964 | PA      | $7338.86       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615829                          | CUSIP: 36290SEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28402 | PA      | $28714.80      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589431                          | CUSIP: 36201PY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1876 | PA      | $1921.60       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 611184                          | CUSIP: 36202V6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1534 | PA      | $1551.51       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645854                          | CUSIP: 36292DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4290 | PA      | $4452.32       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694434                          | CUSIP: 36296LPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23490 | PA      | $24747.60      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 735222                          | CUSIP: 3620ANYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13713 | PA      | $13249.83      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 656350                          | CUSIP: 36294QEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1884 | PA      | $1935.67       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492194                          | CUSIP: 36210GXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1054 | PA      | $1066.90       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575978                          | CUSIP: 36200X2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1301 | PA      | $1327.16       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8222000 | PA      | $6982516.51    | 0.09%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     3427000 | PA      | $3453150.19    | 0.04%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 602388                          | CUSIP: 36200JF54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2511 | PA      | $2539.92       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742988                          | CUSIP: 3620AXND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71586 | PA      | $69130.99      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101344.36     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594139                          | CUSIP: 36201VBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2250 | PA      | $2275.02       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 679466                          | CUSIP: 36295SZ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2751 | PA      | $2879.64       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594107                          | CUSIP: 36201VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10385 | PA      | $10499.79      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493840                          | CUSIP: 36210JS58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1589 | PA      | $1607.45       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723234                          | CUSIP: 3620A9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13835 | PA      | $13713.39      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25472                          | CUSIP: 3132M5W99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2743 | PA      | $2698.47       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4718                          | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5993862 | PA      | $5370475.95    | 0.07%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |    11000000 | PA      | $4107753.10    | 0.05%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626016                          | CUSIP: 36291EN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5776 | PA      | $5987.79       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759238                          | CUSIP: 36230UHP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15176 | PA      | $15017.63      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566484                          | CUSIP: 36213WJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4341 | PA      | $4439.29       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737673                          | CUSIP: 3620ARQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6111 | PA      | $6051.93       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625954                          | CUSIP: 36291EMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8326 | PA      | $8521.10       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                       | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |      595000 | PA      | $564890.88     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676407                          | CUSIP: 36295PNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9801 | PA      | $10071.80      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594145                          | CUSIP: 36201VBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15892 | PA      | $16055.80      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697712                          | CUSIP: 36296QDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4929 | PA      | $5191.02       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                           | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      152000 | PA      | $136865.45     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3359                            | CUSIP: 36202DWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1212 | PA      | $1227.33       | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     7600000 | PA      | $8391963.89    | 0.11%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2072                          | CUSIP: 3132DPJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $8057430.07    | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619663                          | CUSIP: 36290WML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14950 | PA      | $15123.52      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705906                          | CUSIP: 36297AGP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      364229 | PA      | $351739.57     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783165                          | CUSIP: 36241LQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40145 | PA      | $38881.83      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93473                          | CUSIP: 3129412E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6197 | PA      | $6289.80       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5010                          | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15298928 | PA      | $14160404.75   | 0.18%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610850                          | CUSIP: 36202VTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12704 | PA      | $12985.97      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2315000 | PA      | $2268423.33    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626533                          | CUSIP: 36291FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8858 | PA      | $9071.57       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4449                          | CUSIP: 36179S5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      547406 | PA      | $474412.65     | 0.01%             | 2047-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | WFMBS 2006-AR14 2A1                | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75254 | PA      | $66767.56      | 0.00%             | 2036-10-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626871                          | CUSIP: 36291FMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11536 | PA      | $11674.75      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0223                          | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18586 | PA      | $18892.04      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502974                          | CUSIP: 36210UXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4107 | PA      | $4154.90       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4813                          | CUSIP: 3617BLK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6290 | PA      | $5762.36       | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625644                          | CUSIP: 36291EBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10007 | PA      | $10245.65      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741579                          | CUSIP: 3620AV2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14308 | PA      | $14180.01      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 572470                          | CUSIP: 36200T6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2879 | PA      | $2919.73       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726439                          | CUSIP: 3620ADBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26253 | PA      | $26593.96      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781660                          | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6260 | PA      | $6468.56       | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6412                          | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10681 | PA      | $10385.30      | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463313                          | CUSIP: 36208WVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2524 | PA      | $2582.24       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645813                          | CUSIP: 36292DN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2197 | PA      | $2252.47       | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 760345                          | CUSIP: 36176AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155629 | PA      | $145726.64     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749207                          | CUSIP: 3620C5KU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151939 | PA      | $146703.38     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     1600000 | PA      | $1037462.04    | 0.01%             | 2027-11-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 743012                          | CUSIP: 3620AXN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154871 | PA      | $149534.80     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738629                          | CUSIP: 3620ASSS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23441 | PA      | $22653.30      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706891                          | CUSIP: 36297BKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16480 | PA      | $16289.03      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757570                          | CUSIP: 36230SMT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2905 | PA      | $2722.40       | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711043                          | CUSIP: 36297F5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9838 | PA      | $9747.69       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55617                          | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16514 | PA      | $15138.64      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603497                          | CUSIP: 36200KNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4778 | PA      | $4929.98       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722035                          | CUSIP: 3620A8EG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171967 | PA      | $155291.56     | 0.00%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612961                          | CUSIP: 36202X5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7399 | PA      | $7560.87       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636826                          | CUSIP: 36291SPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7635 | PA      | $7820.56       | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628120                          | CUSIP: 36291GYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4091 | PA      | $4139.04       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60321                          | CUSIP: 31335ALA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326094 | PA      | $322191.42     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615607                          | CUSIP: 36290R3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16513 | PA      | $16689.77      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631612                          | CUSIP: 36291LVD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9274 | PA      | $9618.23       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 606846                          | CUSIP: 36201YET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3675 | PA      | $3755.21       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554815                          | CUSIP: 36213HK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1231 | PA      | $1264.91       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462362                          | CUSIP: 36208VTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1163 | PA      | $1189.18       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 497310                          | CUSIP: 36210NN39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2749 | PA      | $2810.68       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6031                          | CUSIP: 36178DVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5321 | PA      | $5022.39       | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737837                          | CUSIP: 3620ARV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5642 | PA      | $5451.36       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704260                          | CUSIP: 36296XMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111174 | PA      | $110317.07     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     2507000 | PA      | $1564269.97    | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8576                          | CUSIP: 3140XCQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17696037 | PA      | $15746140.66   | 0.20%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732893                          | CUSIP: 3620ALGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4231 | PA      | $4284.19       | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580662                          | CUSIP: 36201EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4575 | PA      | $4718.19       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474160                          | CUSIP: 36209KWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2041 | PA      | $2086.21       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728958                          | CUSIP: 3620AFZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76536 | PA      | $75798.36      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649524                          | CUSIP: 36292HSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11700 | PA      | $11844.32      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A D                      | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $281681.73     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641807                          | CUSIP: 36291YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2712 | PA      | $2743.61       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592169                          | CUSIP: 36201S2A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5191 | PA      | $5312.23       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6688                          | CUSIP: 36178END7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15817 | PA      | $14368.19      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 633182                          | CUSIP: 36291NM73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32477 | PA      | $33212.90      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613822                          | CUSIP: 36290N4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1873 | PA      | $1913.17       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 620179                          | CUSIP: 36290W6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1550 | PA      | $1585.60       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721249                          | CUSIP: 3620A7H24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65146 | PA      | $64513.92      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676542                          | CUSIP: 36295PS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1840 | PA      | $1868.07       | 0.00%             | 2037-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723132                          | CUSIP: 3620A9LM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6101 | PA      | $5888.88       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742474                          | CUSIP: 3620AW2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49862 | PA      | $49349.96      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      938000 | PA      | $938026.89     | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642437                          | CUSIP: 36291YV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4677 | PA      | $4733.69       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3827000 | PA      | $3598614.30    | 0.05%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638162                          | CUSIP: 36291T5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17437 | PA      | $17817.38      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493532                          | CUSIP: 36210JHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2403 | PA      | $2449.38       | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2028.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                     | CAS 2024-R02 1M1                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130824 | PA      | $130417.11     | 0.00%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 452792                          | CUSIP: 36208J7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1325 | PA      | $1354.72       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 5/25                      | CUSIP: 21H032654<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23000000 | PA      | $20899658.40   | 0.26%             | 2025-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2484180.03    | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648269                          | CUSIP: 36292GFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4810 | PA      | $4870.13       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3690                            | CUSIP: 36202EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12928 | PA      | $13117.25      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 4.050000 26-JUN-2025   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -54241000 | NC      | $-44203.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445915                          | CUSIP: 36207YK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5187 | PA      | $5259.63       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449548                          | CUSIP: 36208FL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1516 | PA      | $1533.83       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783281                          | CUSIP: 36241LUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17955 | PA      | $17792.26      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610609                          | CUSIP: 36202VKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4109 | PA      | $4207.70       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97666                          | CUSIP: 312946QT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2624 | PA      | $2601.13       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567307                          | CUSIP: 36213XGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2014 | PA      | $2085.74       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      115000 | PA      | $107648.50     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 618883                          | CUSIP: 36290VRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3009 | PA      | $3043.99       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777607                          | CUSIP: 36176VU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62337 | PA      | $60931.38      | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3348000 | PA      | $3397447.45    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0665                          | CUSIP: 3132DMW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750562 | PA      | $1534967.77    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548265                          | CUSIP: 36213ACA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1017 | PA      | $1048.85       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604712                          | CUSIP: 36200MYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4511 | PA      | $4560.54       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1615493.66    | 0.02%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 638133                          | CUSIP: 36291T4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6917 | PA      | $7061.16       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      559000 | PA      | $547891.06     | 0.01%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783268                          | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8956 | PA      | $9193.22       | 0.00%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520163                          | CUSIP: 36211QZ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3586 | PA      | $3673.38       | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646713                          | CUSIP: 36292EN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5485 | PA      | $5555.49       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 625095                          | CUSIP: 36291DNL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5705 | PA      | $5833.46       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603397                          | CUSIP: 36200KKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6398 | PA      | $6589.25       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559987                          | CUSIP: 36213PCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4288 | PA      | $4421.14       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9109                          | CUSIP: 36180NDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1179950 | PA      | $1070162.14    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6633                          | CUSIP: 36181ALN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43988 | PA      | $39879.39      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631174                          | CUSIP: 36291LFP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22247 | PA      | $22511.11      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78614                          | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1841 | PA      | $1868.36       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580790                          | CUSIP: 36201EF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10408 | PA      | $10631.15      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 591885                          | CUSIP: 36201SRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13261 | PA      | $13547.84      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 749269                          | CUSIP: 3620C5MS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165022 | PA      | $159173.47     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783016                          | CUSIP: 36241LK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      784135 | PA      | $758973.76     | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595292                          | CUSIP: 36200AKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1249 | PA      | $1276.71       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723344                          | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4540 | PA      | $4402.97       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08542                          | CUSIP: 3128MJS84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30632 | PA      | $29412.25      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590122                          | CUSIP: 36201QSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1322 | PA      | $1362.06       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 756321                          | CUSIP: 36230RAW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      387071 | PA      | $383043.69     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4387000 | PA      | $4312731.08    | 0.05%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711064                          | CUSIP: 36297F5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21980 | PA      | $21788.90      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 793119                          | CUSIP: 36177MPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25750 | PA      | $24085.60      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 598149                          | CUSIP: 36200DQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2898 | PA      | $2963.83       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 764905                          | CUSIP: 36176FR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5069 | PA      | $4751.88       | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658618                          | CUSIP: 36294SVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9875 | PA      | $10380.74      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250618               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110419.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644998                          | CUSIP: 36292CRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5976 | PA      | $6124.95       | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724702                          | CUSIP: 3620ABDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51073 | PA      | $50474.24      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 588323                          | CUSIP: 36201NSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5966 | PA      | $6034.96       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732873                          | CUSIP: 3620ALFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34151 | PA      | $33008.10      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651777                          | CUSIP: 36292LCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3614 | PA      | $3658.62       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433705                          | CUSIP: 36207JYA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1405 | PA      | $1436.50       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | MASS MUTUAL LIFE                   | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     3103000 | PA      | $2008307.53    | 0.03%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4746                          | CUSIP: 36179EHX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126015 | PA      | $117589.96     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458383                          | CUSIP: 36208RFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1176 | PA      | $1202.52       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605098                          | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85036 | PA      | $86012.92      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD2498                          | CUSIP: 36180DX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104841 | PA      | $97755.35      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574672                          | CUSIP: 36200WMV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1376 | PA      | $1390.13       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AO0257                          | CUSIP: 3617A0JA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      571381 | PA      | $512225.68     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510333                          | CUSIP: 36211D4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24786 | PA      | $25078.66      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594669                          | CUSIP: 36201VT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6336 | PA      | $6554.31       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 567919                          | CUSIP: 36213X4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10741 | PA      | $11041.70      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629962                          | CUSIP: 36291JZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11418 | PA      | $11696.94      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC5707                          | CUSIP: 36179FKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94396 | PA      | $85442.63      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493670                          | CUSIP: 36210JMT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3412 | PA      | $3464.49       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613030                          | CUSIP: 36290NA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24463 | PA      | $24735.54      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2024-1 A                     | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1123103.08    | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 612011                          | CUSIP: 36202W3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2892 | PA      | $2959.56       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487130                          | CUSIP: 36210BEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3660 | PA      | $3720.25       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595800                          | CUSIP: 36200A3H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14836 | PA      | $14757.10      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478693                          | CUSIP: 36209QXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8759 | PA      | $8464.89       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758919                          | CUSIP: 36230T4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17162 | PA      | $16884.39      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      260017 | PA      | $249670.78     | 0.00%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA9554                          | CUSIP: 36178HTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41830 | PA      | $39043.85      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477496                          | CUSIP: 36209PNM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3415 | PA      | $3461.39       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486858                          | CUSIP: 36210AZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7084 | PA      | $7260.46       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 613052                          | CUSIP: 36290NBV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       54109 | PA      | $55311.94      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457076                          | CUSIP: 36208PXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1850 | PA      | $1891.38       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736082                          | CUSIP: 3620APXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26735 | PA      | $26480.42      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555414                          | CUSIP: 36213JAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2286 | PA      | $2361.77       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239              | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1460000 | PA      | $1377910.04    | 0.02%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      404000 | PA      | $404000.00     | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720054                          | CUSIP: 3620A55P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34698 | PA      | $33684.28      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93459                          | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8113 | PA      | $8051.61       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594692                          | CUSIP: 36201VUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3172 | PA      | $3232.14       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 573673                          | CUSIP: 36200VJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3678 | PA      | $3766.29       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466753                          | CUSIP: 36209BQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5334 | PA      | $5453.14       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741337                          | CUSIP: 3620AVS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5155 | PA      | $5106.65       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2083788.49    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $84232.83      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552851                          | CUSIP: 36213FEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19977 | PA      | $20594.01      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     2078000 | PA      | $1786633.92    | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      215000 | PA      | $214689.86     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7246                          | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3483 | PA      | $3414.47       | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     2336000 | PA      | $2133451.19    | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 624165                          | CUSIP: 36291CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20922 | PA      | $21168.65      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** VANGUARD STAR FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer