# EDGAR Filing Document

**Accession Number:** 0001750821
**File Stem:** 0001752724-25-162647
**Filing Date:** 2025-6
**Character Count:** 182649
**Document Hash:** 270f54558456489a449092e8005ae834
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-162647.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-162647

**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:** Exchange Place Advisors Trust
- **CENTRAL INDEX KEY:** 0001750821

**ORGANIZATION NAME:**
- **EIN:** 462828241
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23373
- **FILM NUMBER:** 251089240

**BUSINESS ADDRESS:**
- **STREET 1:** 10 SOUTH LASALLE STREET, SUITE 1925
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** (312) 857-2160

**MAIL ADDRESS:**
- **STREET 1:** 10 SOUTH LASALLE STREET, SUITE 1925
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** North Square Investments Trust
- **DATE OF NAME CHANGE:** 20180821

## Series and Classes Contracts Data

### North Square McKee Bond Fund (Series ID: S000069692)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000222265 | Class I      | NMKYX           |
| C000222266 | Class R6     | NMKBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Exchange Place Advisors Trust

- **b. Investment Company Act file number:** 811-23373

- **c. CIK number of Registrant:** 0001750821

- **d. LEI of Registrant:** 549300K2CKCXH4E67T58

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

  - **Street Address 1:** 200 West Madison St

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-857-2160

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

- **a. Name of Series:** NORTH SQUARE MCKEE BOND FUND

- **b. EDGAR series identifier (if any):** S000069692

- **c. LEI of Series:** 549300PHHMXSPZQUPF03

**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:** $184781983.95

**Total Liabilities:** $3653225.15

**Net Assets:** $181128758.80

**Cash Not Reported:** $1379689.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 354.07976117 | **1-Year:** 5273.37469452 | **5-Year:** 22009.68128329 | **10-Year:** 37187.82889805 | **30-Year:** 11129.25931459

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222266 | 2.28%                | 0.00%                | 0.34%                |
| Class ID C000222265 | 2.07%                | 0.00%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-81699.00               | $3166547.56                                |
| Month 2  | $-127968.23              | $-411215.74                                |
| Month 3  | $-148110.82              | $124159.45                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140K3J29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79385 | PA      | $69869.51     | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac pool # QC6512 MBS 30yr                | CUSIP: 3133ARGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    429162 | PA      | $361574.68    | 0.20%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XAG22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192598 | PA      | $170406.47    | 0.09%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140N25R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23377 | PA      | $22941.97     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Trust 2003-W8                          | CUSIP: 31393CX40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      9954 | PA      | $9927.27      | 0.01%             | 2042-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FYVZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    754435 | PA      | $610607.35    | 0.34%             | 2049-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXEP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395574 | PA      | $408567.57    | 0.23%             | 2056-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310361 | PA      | $257771.50    | 0.14%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FUCW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     99428 | PA      | $94269.29     | 0.05%             | 2044-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                            | UBS Commercial Mortgage Trust 2018-C8             | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14718.39     | 0.01%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418B6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2499 | PA      | $2367.79      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Freddie Mac REMICS                                | CUSIP: 3137HD2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1429812 | PA      | $1457432.24   | 0.80%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KJX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    122144 | PA      | $98654.52     | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae                                        | CUSIP: 3140XJ3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284396 | PA      | $257616.15    | 0.14%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0RF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    685949 | PA      | $598700.61    | 0.33%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                          | Phillips 66 Co                                    | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    738000 | PA      | $752521.92    | 0.42%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank/The                         | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    353000 | PA      | $357996.70    | 0.20%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ETCE5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $503772.69    | 0.28%             | 2033-04-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31416NYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6413 | PA      | $6218.47      | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada                              | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1014503.38   | 0.56%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140QRWM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581445 | PA      | $556150.29    | 0.31%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp            | CUSIP: 3133EMT77<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    851000 | PA      | $742133.38    | 0.41%             | 2031-07-21      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                              | Lockheed Martin Corp                              | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    446000 | PA      | $394770.23    | 0.22%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BDXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      9484 | PA      | $7230.54      | 0.00%             | 2051-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc                                     | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    676000 | PA      | $686111.07    | 0.38%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QVQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370668 | PA      | $356550.56    | 0.20%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179XBK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388658 | PA      | $357111.67    | 0.20%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                         | Pacific Gas and Electric Co                       | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    338000 | PA      | $328052.75    | 0.18%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414675 | PA      | $408150.09    | 0.23%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                 | Amur Equipment Finance Receivables X LLC          | CUSIP: 03236VAC5<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $779148.53    | 0.43%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137B8MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     31046 | PA      | $30471.96     | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                | Florida Power & Light Co                          | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    313000 | PA      | $321218.26    | 0.18%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                        | Enterprise Products Operating LLC                 | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64507.68     | 0.04%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QCRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266763 | PA      | $249392.16    | 0.14%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BB5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      7456 | PA      | $7377.82      | 0.00%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. | Johnson Controls International plc                | CUSIP: 477921AA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |    299000 | PA      | $309623.46    | 0.17%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                          | Aligned Data Centers Issuer LLC                   | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $383782.36    | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BRXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    469991 | PA      | $473996.58    | 0.26%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KLJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    626278 | PA      | $528394.90    | 0.29%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                          | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    199000 | PA      | $203281.27    | 0.11%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Structured Pass-Through Certificates  | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |     76538 | PA      | $73598.19     | 0.04%             | 2044-07-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138AV3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8180 | PA      | $7905.13      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                      | Virginia Electric and Power Co.                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    862000 | PA      | $806567.17    | 0.45%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X5PZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109097 | PA      | $96848.13     | 0.05%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                       | Coca-Cola Co/The                                  | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    426000 | PA      | $376215.90    | 0.21%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XJQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27755 | PA      | $24263.06     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ms Cap I Tr 2016-Ubs9                                                    | Morgan Stanley Capital I Trust 2016-UBS9          | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337000 | PA      | $332366.32    | 0.18%             | 2049-03-17      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407542 | PA      | $364403.25    | 0.20%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DQ3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19927 | PA      | $20338.18     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149706 | PA      | $132930.42    | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    584661 | PA      | $534938.35    | 0.30%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Bond 4.25 02/15/54         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2192000 | PA      | $2033080.00   | 1.12%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                    | Alabama Power Co.                                 | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    494000 | PA      | $345895.89    | 0.19%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services Group Inc/The              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $197937.48    | 0.11%             | 2034-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                       | American Honda Finance Corp.                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1356987.47   | 0.75%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383LDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    861983 | PA      | $714222.81    | 0.39%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp                        | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    359000 | PA      | $374175.91    | 0.21%             | 2029-06-08      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6619 | PA      | $6442.62      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384JC77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    376335 | PA      | $383832.93    | 0.21%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162845 | PA      | $151701.47    | 0.08%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    348402 | PA      | $324901.26    | 0.18%             | 2039-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                        | Berkshire Hathaway Energy Co                      | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124771.50    | 0.07%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool FR RE0027                        | CUSIP: 3133LWA44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    242357 | PA      | $197281.58    | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137F74K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     18015 | PA      | $13667.55     | 0.01%             | 2050-12-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                      | Dell Equipment Finance Trust 2023-3               | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252032.90    | 0.14%             | 2026-06-22      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XC5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26250 | PA      | $21907.77     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                               | MidAmerican Energy Co.                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1335586.31   | 0.74%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                      | Entergy Corp                                      | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    342000 | PA      | $318187.89    | 0.18%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X63C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163835 | PA      | $140089.70    | 0.08%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PSMC TRUST                                                               | PSMC 2020-3 Trust                                 | CUSIP: 693675AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $747879.89    | 0.41%             | 2050-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ER5H0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    810000 | PA      | $812457.14    | 0.45%             | 2029-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                         | BP Capital Markets America Inc                    | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    261000 | PA      | $256540.20    | 0.14%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    912715 | PA      | $839505.56    | 0.46%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383AED2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1478036 | PA      | $1282481.22   | 0.71%             | 2051-09-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89015 | PA      | $82277.83     | 0.05%             | 2037-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DNKE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42095 | PA      | $38344.64     | 0.02%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X6QT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249043 | PA      | $213192.10    | 0.12%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Inc                                             | Morgan Stanley Capital I Trust 2016-UBS12         | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413000 | PA      | $402622.05    | 0.22%             | 2049-12-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38382Q3B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    115898 | PA      | $88860.57     | 0.05%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B5GG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     53365 | PA      | $47652.28     | 0.03%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                             | Honeywell International Inc                       | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1003856.54   | 0.55%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0YS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20221 | PA      | $21033.51     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | UMBS Freddie Mac Pool                             | CUSIP: 3132DQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    396382 | PA      | $394718.60    | 0.22%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218208 | PA      | $217373.75    | 0.12%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138ETQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7698 | PA      | $7021.96      | 0.00%             | 2041-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X7R76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73254 | PA      | $72949.11     | 0.04%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41128 | PA      | $39744.79     | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137H1VN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    105576 | PA      | $87419.12     | 0.05%             | 2049-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XMRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375513 | PA      | $385381.78    | 0.21%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                      | NextEra Energy Capital Holdings Inc               | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    136000 | PA      | $121117.63    | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140JBK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75116 | PA      | $73487.46     | 0.04%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                      | International Bank for Reconstruction & Dev       | CUSIP: 45906M5V9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $999995.66    | 0.55%             | 2034-11-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XQU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27289 | PA      | $27368.52     | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142238 | PA      | $963152.37    | 0.53%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BQ5B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     29300 | PA      | $29149.76     | 0.02%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                         | Morgan Stanley Bank NA                            | CUSIP: 61690D3Y2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | STIV             | CORP              | US        |    500000 | PA      | $500000.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express National Bank                                           | American Express National Bank                    | CUSIP: 02589AH47<br>LEI: 2MTSQ5CCMGGQ8GQ49R43 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998979.90    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31416YKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53851 | PA      | $54415.23     | 0.03%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                               | ONEOK Inc.                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    204000 | PA      | $181285.64    | 0.10%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153560 | PA      | $130047.38    | 0.07%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XAFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18751 | PA      | $16003.27     | 0.01%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128M9MY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68798 | PA      | $64549.87     | 0.04%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5PU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1760000 | PA      | $1762906.24   | 0.97%             | 2035-04-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond 3.75 12/31/28    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1996000 | PA      | $2003562.96   | 1.11%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2            | Seasoned Credit Risk Transfer Trust               | CUSIP: 35563P2N8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     67193 | PA      | $58630.69     | 0.03%             | 2060-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    439532 | PA      | $385108.00    | 0.21%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45740 | PA      | $44880.72     | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                       | Ellington Financial Mortgage Trust 2020-1         | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49919 | PA      | $49303.68     | 0.03%             | 2065-05-25      | Variable      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137ATH70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     10409 | PA      | $9852.01      | 0.01%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2863000 | PA      | $2970586.16   | 1.64%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138A46Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21917 | PA      | $21180.11     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ER5N7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    852000 | PA      | $862121.35    | 0.48%             | 2033-03-03      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Freddie Mac REMICS                                | CUSIP: 3137HKA61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    545701 | PA      | $552895.53    | 0.31%             | 2051-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AYWH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    272646 | PA      | $268267.92    | 0.15%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                      | Bank of Nova Scotia/The                           | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |    417000 | PA      | $423672.26    | 0.23%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XLBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293357 | PA      | $273468.00    | 0.15%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                   | Micron Technology, Inc.                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163315.37    | 0.09%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                         | Canadian Pacific Railway Co                       | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3573.26      | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XCJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1141584 | PA      | $962801.85    | 0.53%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                       | Boeing Co/The                                     | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    324000 | PA      | $327217.94    | 0.18%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138A36V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4528 | PA      | $4376.02      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    480908 | PA      | $480453.15    | 0.27%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25542 | PA      | $22194.74     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374293 | PA      | $342653.65    | 0.19%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38378GM70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |         1 | PA      | $0.85         | 0.00%             | 2027-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc.                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216475.22    | 0.12%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128P73T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28675 | PA      | $28125.45     | 0.02%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                  | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $4425883.00   | 2.44%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XFPR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17451 | PA      | $15490.71     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187645 | PA      | $189314.80    | 0.10%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                      | GMF Floorplan Owner Revolving Trust               | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404149.40    | 0.22%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DPK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241793 | PA      | $197837.47    | 0.11%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1                             | GM Financial Automobile Leasing Trust 2023-1      | CUSIP: 362541AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1487 | PA      | $1487.72      | 0.00%             | 2026-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XFH20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17719 | PA      | $15607.55     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137F9XQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     40241 | PA      | $33069.78     | 0.02%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233491 | PA      | $213501.61    | 0.12%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc/The                       | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1304436.60   | 0.72%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2022-B LLC                                                  | NMEF Funding 2022-B LLC                           | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61494 | PA      | $61638.04     | 0.03%             | 2049-06-01      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group Inc                            | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    198000 | PA      | $183872.84    | 0.10%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp                        | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    361000 | PA      | $367003.33    | 0.20%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                           | Wells Fargo Commercial Mortgage Trust 2017-RB1    | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351000 | PA      | $338469.09    | 0.19%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corp                                      | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    812000 | PA      | $628928.20    | 0.35%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | Goldman Sachs Bank USA/New York NY                | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    381000 | PA      | $384630.46    | 0.21%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KL2G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    749490 | PA      | $622959.27    | 0.34%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33938 | PA      | $31003.36     | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Structured Pass-Through Certificates  | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |     12157 | PA      | $11089.70     | 0.01%             | 2044-10-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                               | BAT Capital Corp.                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    968000 | PA      | $974048.34    | 0.54%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                          | Cigna Group/The                                   | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    226000 | PA      | $230556.09    | 0.13%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Freddie Mac REMICS                                | CUSIP: 3137H6AQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    244012 | PA      | $226417.39    | 0.13%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                       | American Honda Finance Corp                       | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    518000 | PA      | $485253.39    | 0.27%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3622ACBN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322549 | PA      | $324384.54    | 0.18%             | 2053-09-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                           | Carmax Auto Owner Trust                           | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13995 | PA      | $14043.33     | 0.01%             | 2027-08-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XNYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314934 | PA      | $283775.98    | 0.16%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38379U6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      4529 | PA      | $4419.22      | 0.00%             | 2044-09-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418CHQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2876 | PA      | $2788.18      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corp.                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    723000 | PA      | $563963.56    | 0.31%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                               | American Tower Corp                               | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    449000 | PA      | $434288.44    | 0.24%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank/The                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    226000 | PA      | $234355.62    | 0.13%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DNSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    479865 | PA      | $406221.35    | 0.22%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31417YHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17483 | PA      | $17712.74     | 0.01%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corp                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1555478.92   | 0.86%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61716 | PA      | $54853.95     | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                      | Walt Disney Co./The                               | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    769000 | PA      | $623630.61    | 0.34%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association             | CUSIP: 3136G4Q71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2450000 | PA      | $1833312.93   | 1.01%             | 2035-08-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18709 | PA      | $16398.84     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137F9AC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     47095 | PA      | $35333.93     | 0.02%             | 2050-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1369000 | PA      | $1375470.66   | 0.76%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133AXMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    379977 | PA      | $303181.70    | 0.17%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179WDG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    793664 | PA      | $630500.28    | 0.35%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QGUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160414 | PA      | $138409.92    | 0.08%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5TW8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1750000 | PA      | $1750972.27   | 0.97%             | 2030-04-17      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384KPA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     15879 | PA      | $16075.68     | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corp                          | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    474000 | PA      | $485821.03    | 0.27%             | 2036-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2510725 | PA      | $2469436.60   | 1.36%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XPGP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493935 | PA      | $496168.16    | 0.27%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                         | McDonald's Corp                                   | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68415.63     | 0.04%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17772 | PA      | $17195.65     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251963 | PA      | $222339.73    | 0.12%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool FS6404                            | CUSIP: 3140XNDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546795 | PA      | $512946.17    | 0.28%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418BD45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65140 | PA      | $64723.04     | 0.04%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116726 | PA      | $103777.83    | 0.06%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133AFT27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    290055 | PA      | $232250.44    | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383LH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     18437 | PA      | $18537.33     | 0.01%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corp                                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    347000 | PA      | $328267.79    | 0.18%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44211 | PA      | $44082.83     | 0.02%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223564 | PA      | $193249.29    | 0.11%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140J9ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92239 | PA      | $84497.70     | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc/The                       | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1285774.67   | 0.71%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133ABNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    214766 | PA      | $180131.68    | 0.10%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    247556 | PA      | $223706.76    | 0.12%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DQVS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    330673 | PA      | $335928.79    | 0.19%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BPLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     40146 | PA      | $41079.49     | 0.02%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac pool # SD3835 MBS 30yr                | CUSIP: 3132E0HL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    531933 | PA      | $545180.36    | 0.30%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                       | ConocoPhillips Co                                 | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254068.99    | 0.14%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384HVG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    540000 | PA      | $537286.77    | 0.30%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup, Inc.                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    358000 | PA      | $359367.31    | 0.20%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1521187 | PA      | $1350208.40   | 0.75%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                               | 3M Co.                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    615000 | PA      | $611523.58    | 0.34%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2022-SFR1 TRUST                                       | Tricon Residential 2022-SFR2 Trust                | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    526244 | PA      | $518397.56    | 0.29%             | 2039-04-19      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                       | Canadian Imperial Bank of Commerce                | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |    592000 | PA      | $607734.26    | 0.34%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                                      | Ford Credit Auto Owner Trust 2024-C               | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $4997.08      | 0.00%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    405202 | PA      | $408608.10    | 0.23%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11156 | PA      | $11276.19     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST                               | Toyota Auto Receivables 2024-C Owner Trust        | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1061758.95   | 0.59%             | 2028-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1435000 | PA      | $1452264.84   | 0.80%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5B49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    805000 | PA      | $806841.22    | 0.45%             | 2032-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                 | John Deere Capital Corp.                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    478000 | PA      | $484679.52    | 0.27%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                     | Keurig Dr Pepper Inc                              | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    633000 | PA      | $648215.88    | 0.36%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BSVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     27505 | PA      | $26687.98     | 0.01%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17702 | PA      | $15215.38     | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17444 | PA      | $16187.46     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4196000 | PA      | $4070120.00   | 2.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BTS85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    138150 | PA      | $134976.42    | 0.07%             | 2053-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X7AN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38890 | PA      | $32702.62     | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XKWM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432469 | PA      | $352587.99    | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383R7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     27981 | PA      | $27215.74     | 0.02%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2                | GM Financial Consumer Automobile Receivables      | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14000 | PA      | $14151.78     | 0.01%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| First American Funds Inc.                                                | First American Treasury Obligations Fund          | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   4301241 | PA      | $4301241.03   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418C7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14290 | PA      | $13069.34     | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KKUD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185937 | PA      | $156798.15    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                                  | Harley-Davidson Motorcycle Trust 2024-A           | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278000 | PA      | $281750.50    | 0.16%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1855000 | PA      | $1841087.50   | 1.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3622ACSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475871 | PA      | $484873.50    | 0.27%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DSYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13456 | PA      | $13187.97     | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19045 | PA      | $16926.90     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1991 | PA      | $1979.87      | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RLGH TRUST                                                               | RLGH Trust 2021-TROT                              | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $428101.08    | 0.24%             | 2036-04-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-2                                       | Ally Auto Receivables Trust 2022-2                | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11163 | PA      | $11174.56     | 0.01%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DUUC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    195263 | PA      | $195745.69    | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                | Florida Power & Light Co.                         | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    472000 | PA      | $450427.67    | 0.25%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                           | CarMax Auto Owner Trust 2024-4                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $605268.12    | 0.33%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                      | International Bk for Reconstruction & Development | CUSIP: 45905UR71<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    620000 | PA      | $493056.98    | 0.27%             | 2037-12-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78704 | PA      | $70079.99     | 0.04%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3132L8CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211297 | PA      | $188121.30    | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                       | Altria Group Inc                                  | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    323000 | PA      | $326966.15    | 0.18%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Philip Morris International, Inc.                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    292000 | PA      | $299664.62    | 0.17%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXEE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145567 | PA      | $136197.56    | 0.08%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                          | Chevron USA, Inc.                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    712000 | PA      | $719694.85    | 0.40%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38382QQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    138447 | PA      | $108067.88    | 0.06%             | 2051-05-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384NLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    544604 | PA      | $549227.87    | 0.30%             | 2048-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 31339UEV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3643 | PA      | $3320.75      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp            | CUSIP: 3133ERT35<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    833000 | PA      | $834175.53    | 0.46%             | 2030-01-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                            | Consolidated Edison Co. of New York, Inc.         | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101271.95    | 0.06%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    534000 | PA      | $541910.67    | 0.30%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                           | Mexico Government International Bond              | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    766000 | PA      | $761312.08    | 0.42%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179MAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26099 | PA      | $25907.88     | 0.01%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340547 | PA      | $301310.32    | 0.17%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451232 | PA      | $399698.86    | 0.22%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B42K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    130906 | PA      | $126996.88    | 0.07%             | 2053-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | Goldman Sachs Bank USA/New York NY                | CUSIP: 38150VR43<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | STIV             | CORP              | US        |   1243000 | PA      | $1247277.41   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X5V83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5673 | PA      | $5246.73      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                   | Waste Management Inc                              | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197253.30    | 0.11%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879860 | PA      | $875699.71    | 0.48%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DM5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27036 | PA      | $25270.58     | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5399 | PA      | $4789.34      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138EHTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25183 | PA      | $25300.47     | 0.01%             | 2032-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XM3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19787 | PA      | $17556.01     | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Co Inc                   | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    576000 | PA      | $580516.54    | 0.32%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179V6V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1110856 | PA      | $885239.55    | 0.49%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BATZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    530944 | PA      | $447088.28    | 0.25%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AAZ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      7447 | PA      | $7213.06      | 0.00%             | 2028-01-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | WELLS FARGO & COMPANY                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487592.69    | 0.27%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYY37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    734213 | PA      | $744176.77    | 0.41%             | 2043-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138EM6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49871 | PA      | $50220.25     | 0.03%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                               | Apple, Inc.                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    632000 | PA      | $422910.24    | 0.23%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ER6U0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1906000 | PA      | $1908975.09   | 1.05%             | 2033-03-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136ADFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     67762 | PA      | $67578.07     | 0.04%             | 2033-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3834 | PA      | $3518.94      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                            | Dell International LLC / EMC Corp.                | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    256000 | PA      | $251473.46    | 0.14%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38374TJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       908 | PA      | $890.17       | 0.00%             | 2039-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                    | Wells Fargo Commercial Mortgage Trust 2021-SAVE   | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64118 | PA      | $64108.31     | 0.04%             | 2040-02-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                              | Verizon Communications, Inc.                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $863551.23    | 0.48%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association             | CUSIP: 3136G43S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2534000 | PA      | $1910331.03   | 1.05%             | 2035-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DMZE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    247545 | PA      | $225445.41    | 0.12%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E07J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22024 | PA      | $19779.16     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    489657 | PA      | $406801.19    | 0.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7755 | PA      | $7386.71      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B5YE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      5043 | PA      | $4669.94      | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DVLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33147 | PA      | $28025.67     | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C14                                            | BBCMS Mortgage Trust 2022-C14                     | CUSIP: 07336AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86434 | PA      | $83996.39     | 0.05%             | 2055-02-18      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corp                                       | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    276000 | PA      | $279949.42    | 0.15%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140W06W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1405184 | PA      | $1432734.32   | 0.79%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QCEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91604 | PA      | $81119.42     | 0.04%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2019-C17                                   | UBS Commercial Mortgage Trust                     | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334000 | PA      | $309236.74    | 0.17%             | 2052-10-18      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X8BP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121771 | PA      | $102872.41    | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38380WZN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    146484 | PA      | $141448.48    | 0.08%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Co                               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    422000 | PA      | $420926.10    | 0.23%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XPAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360940 | PA      | $1321078.06   | 0.73%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FXHR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     18967 | PA      | $18019.47     | 0.01%             | 2042-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XBW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324994 | PA      | $274421.16    | 0.15%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383L6W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    383070 | PA      | $391135.78    | 0.22%             | 2033-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AB3Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     96644 | PA      | $92052.07     | 0.05%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X4QA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64089 | PA      | $58162.17     | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ER5R8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    309000 | PA      | $309837.98    | 0.17%             | 2034-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BP2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    357708 | PA      | $356271.83    | 0.20%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384CSR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     22640 | PA      | $23099.88     | 0.01%             | 2044-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FUMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    244337 | PA      | $218718.13    | 0.12%             | 2046-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QKVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24096 | PA      | $20138.14     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XL6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25037 | PA      | $20008.84     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438049 | PA      | $367456.48    | 0.20%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133N3WH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7267 | PA      | $5925.95      | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group Inc                            | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    527000 | PA      | $510087.03    | 0.28%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3617MKP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226553 | PA      | $191088.22    | 0.11%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BCSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     88783 | PA      | $81213.16     | 0.04%             | 2044-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140L1VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263580 | PA      | $213019.39    | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     44595 | PA      | $42576.18     | 0.02%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                          | Fox Corp                                          | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    765000 | PA      | $814101.66    | 0.45%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    258783 | PA      | $258581.30    | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | US Bancorp 5.678 01/23/35                         | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    369000 | PA      | $376122.85    | 0.21%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242049 | PA      | $201970.96    | 0.11%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QLX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401504 | PA      | $354409.31    | 0.20%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38379QP82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    530894 | PA      | $486245.30    | 0.27%             | 2045-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                   | Dow Chemical Co/The                               | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89472.66     | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                 | CUSIP: 3622ABDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250224 | PA      | $224496.81    | 0.12%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179U5R9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422726 | PA      | $408913.55    | 0.23%             | 2034-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B                                 | World Omni Auto Receivables Trust 2023-B          | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34740 | PA      | $34775.65     | 0.02%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                         | Bank of Montreal                                  | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |    301000 | PA      | $301595.08    | 0.17%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                   | Wells Fargo Bank NA                               | CUSIP: 949764QM9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1415000 | PA      | $1419355.37   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    690096 | PA      | $595377.61    | 0.33%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNSF RAILWAY COMPANY PASS THROUGH TRUST                                  | BNSF Railway Co 2015-1 Pass Through Trust         | CUSIP: 05581JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487147 | PA      | $470391.23    | 0.26%             | 2028-06-16      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1784000 | PA      | $1807031.73   | 1.00%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351399 | PA      | $307762.53    | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BRJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    465116 | PA      | $470754.67    | 0.26%             | 2044-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                           | CarMax Auto Owner Trust 2023-1                    | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34550 | PA      | $34566.36     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo & Co                                  | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    462000 | PA      | $487695.46    | 0.27%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                         | Morgan Stanley Private Bank NA                    | CUSIP: 61776NRW5<br>LEI: 549300GS0W0TEUQS8571 | Long             | STIV             | CORP              | US        |    490000 | PA      | $490000.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268319 | PA      | $253237.47    | 0.14%             | 2027-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                | UNP CO 2005 TRST 5.082% 01/02/2029                | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10099 | PA      | $10192.74     | 0.01%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418BQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3733 | PA      | $3622.38      | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                              | Walmart, Inc.                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    614000 | PA      | $622191.26    | 0.34%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31404 | PA      | $28793.65     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B8G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    156801 | PA      | $131471.74    | 0.07%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140QRET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286479 | PA      | $297679.10    | 0.16%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XL6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646621 | PA      | $543287.65    | 0.30%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                      | Cisco Systems Inc                                 | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    413000 | PA      | $425108.20    | 0.23%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1786000 | PA      | $1808464.52   | 1.00%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                       | Energy Transfer LP                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $303218.41    | 0.17%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                          | Eli Lilly & Co                                    | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $390437.09    | 0.22%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                        | Intel Corp.                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    147000 | PA      | $131068.05    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QLNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673557 | PA      | $567915.97    | 0.31%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                              | PepsiCo, Inc.                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    472000 | PA      | $476925.45    | 0.26%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137A1XL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       145 | PA      | $145.17       | 0.00%             | 2025-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1795000 | PA      | $1826552.73   | 1.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                              | International Business Machines Corp              | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607733.30    | 0.34%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                 | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199434.76    | 0.11%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38380BTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      5841 | PA      | $5746.38      | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                          | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107864.73    | 0.06%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                         | Burlington Northern Santa Fe LLC                  | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1097000 | PA      | $963209.76    | 0.53%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                           | Wells Fargo Commercial Mortgage Trust 2016-C35    | CUSIP: 95000FAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $156529.79    | 0.09%             | 2048-07-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3622ACLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2624972 | PA      | $2104168.24   | 1.16%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Inc                                      | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    303000 | PA      | $299437.04    | 0.17%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KNSE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    205466 | PA      | $171512.26    | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5CL0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    850000 | PA      | $848757.16    | 0.47%             | 2030-03-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XMNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528578 | PA      | $424748.31    | 0.23%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132ADTF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    250590 | PA      | $237923.78    | 0.13%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AWZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    228000 | PA      | $223177.16    | 0.12%             | 2037-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                               | TotalEnergies Capital SA                          | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    560000 | PA      | $529619.30    | 0.29%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XRC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966081 | PA      | $828399.03    | 0.46%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Railroad Co.                                               | Union Pacific Railroad Co 2014-1 Pass Through Tr  | CUSIP: 907825AA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | ABS-O            | CORP              | US        |    164001 | PA      | $161925.56    | 0.09%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                             | Northrop Grumman Corp                             | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191728.70    | 0.11%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FWEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    356131 | PA      | $278204.57    | 0.15%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384C6U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    141232 | PA      | $143107.87    | 0.08%             | 2042-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137ATEW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     43427 | PA      | $43027.63     | 0.02%             | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367616 | PA      | $308391.66    | 0.17%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank/The                         | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    234000 | PA      | $238819.31    | 0.13%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust             | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $522997.80    | 0.29%             | 2027-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128P7QX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40263 | PA      | $40673.49     | 0.02%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                       | ConocoPhillips Co                                 | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    831000 | PA      | $752448.71    | 0.42%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    916000 | PA      | $889549.24    | 0.49%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                 | CUSIP: 36194SPD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277212 | PA      | $238679.73    | 0.13%             | 2041-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136A9GM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     28573 | PA      | $26662.45     | 0.01%             | 2041-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140L0D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17311 | PA      | $13909.14     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co                               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    813000 | PA      | $830532.35    | 0.46%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56436 | PA      | $54463.45     | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                              | International Business Machines Corp              | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238110.81    | 0.13%             | 2052-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136A42D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1998 | PA      | $2006.02      | 0.00%             | 2032-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40113 | PA      | $36767.20     | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XGEN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18729 | PA      | $17202.97     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                       | Ford Motor Co.                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1169258.79   | 0.65%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                        | Bank of New York Mellon Corp/The                  | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1169971.56   | 0.65%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133ALTH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24238 | PA      | $20254.26     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418ASW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191377 | PA      | $183709.61    | 0.10%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                   | United Airlines 2023-1 Class A Pass Through Trust | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    358243 | PA      | $357871.06    | 0.20%             | 2036-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58327 | PA      | $56497.31     | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                        | Exxon Mobil Corp.                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1078194.17   | 0.60%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                 | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312563.49    | 0.17%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    753549 | PA      | $660838.58    | 0.36%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ETAX5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1658000 | PA      | $1661473.24   | 0.92%             | 2033-03-25      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173750 | PA      | $156580.23    | 0.09%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136ASQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       618 | PA      | $615.70       | 0.00%             | 2043-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1572000 | PA      | $1590913.13   | 0.88%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                      | Dominion Energy, Inc.                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    723000 | PA      | $719869.97    | 0.40%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp                        | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    314000 | PA      | $301205.09    | 0.17%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31417YSC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2893 | PA      | $2797.25      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bbcms Mr 2017-C1                                                         | BBCMS MORTGAGE TRUST 2017-C1                      | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $9798.09      | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1310154 | PA      | $1221046.93   | 0.67%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XCY28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52032 | PA      | $50167.07     | 0.03%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    139367 | PA      | $122942.58    | 0.07%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XPLH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39396 | PA      | $31738.95     | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BRFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    389606 | PA      | $390295.15    | 0.22%             | 2051-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XLG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246910 | PA      | $198809.85    | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas  LLC                                               | Duke Energy Carolinas LLC                         | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1671329.12   | 0.92%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B22G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     65333 | PA      | $62993.11     | 0.03%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352688 | PA      | $296389.19    | 0.16%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ MORTGAGE TRUST                                            | EQUS 2021-EQAZ Mortgage Trust                     | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599967 | PA      | $597253.04    | 0.33%             | 2036-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38378PQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     68031 | PA      | $66158.74     | 0.04%             | 2042-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Co, Inc.                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263122.04    | 0.15%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XHD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21301 | PA      | $17798.32     | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294819 | PA      | $284512.17    | 0.16%             | 2056-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMIC Trust 2005-W1                    | CUSIP: 31394CB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    976072 | PA      | $1019349.10   | 0.56%             | 2044-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4565000 | PA      | $4597454.32   | 2.54%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Co Inc                   | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156468.74    | 0.09%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38382DXT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    326437 | PA      | $275722.92    | 0.15%             | 2050-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27269 | PA      | $25197.32     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                           | Charles Schwab Corp/The                           | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    356000 | PA      | $369293.32    | 0.20%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    998235 | PA      | $909624.25    | 0.50%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138WHEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75664 | PA      | $69843.27     | 0.04%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group Inc                            | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    229000 | PA      | $237799.10    | 0.13%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BNZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    128528 | PA      | $125049.44    | 0.07%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249062 | PA      | $231915.30    | 0.13%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244626 | PA      | $212587.52    | 0.12%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                     | Verizon Mater Trust                               | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $476140.94    | 0.26%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384JZZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      3690 | PA      | $3816.13      | 0.00%             | 2035-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138MBMB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16140 | PA      | $14731.19     | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179MGP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9496 | PA      | $9404.64      | 0.01%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 31394EP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2493 | PA      | $2539.58      | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** Exchange Place Advisors Trust

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer