# EDGAR Filing Document

**Accession Number:** 0001719812
**File Stem:** 0001004726-26-004366
**Filing Date:** 2026-5
**Character Count:** 73121
**Document Hash:** 6aa91b106f3e7d5ebdbd16b0630c52cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004366.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004366

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Collaborative Investment Series Trust
- **CENTRAL INDEX KEY:** 0001719812

**ORGANIZATION NAME:**
- **EIN:** 826635713
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23306
- **FILM NUMBER:** 261033338

**BUSINESS ADDRESS:**
- **STREET 1:** 500 DAMONTE RANCH
- **STREET 2:** PARKWAY BUILDING 700, UNIT 700
- **CITY:** RENO
- **STATE:** NV
- **ZIP:** 89521
- **BUSINESS PHONE:** 2036226000

**MAIL ADDRESS:**
- **STREET 1:** 500 DAMONTE RANCH
- **STREET 2:** PARKWAY BUILDING 700, UNIT 700
- **CITY:** RENO
- **STATE:** NV
- **ZIP:** 89521

## Series and Classes Contracts Data

### Rareview Total Return Bond ETF (Series ID: S000085236)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000250203 | Rareview Total Return Bond ETF | RTRE            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Collaborative Investment Series Trust

- **b. Investment Company Act file number:** 811-23306

- **c. CIK number of Registrant:** 0001719812

- **d. LEI of Registrant:** 549300H9U9P1LQU16S78

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

  - **Street Address 1:** 500 Damonte Ranch Parkway

  - **City:** Reno

  - **State:** NV

  - **Foreign country:** US

  - **Zip / Postal Code:** 89521

  - **Telephone number:** 775-460-2204

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

- **a. Name of Series:** Rareview Total Return Bond ETF

- **b. EDGAR series identifier (if any):** S000085236

- **c. LEI of Series:** 254900ZL314XUHTGOZ39

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $62870909.36

**Total Liabilities:** $871927.56

**Net Assets:** $61998981.80

**Cash Not Reported:** $624834.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -89.11071093 | **1-Year:** -1715.10641782 | **5-Year:** -7858.34121630 | **10-Year:** -12800.27682247 | **30-Year:** -2966.57793199

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

- **3-Month:** -3.50501971 | **1-Year:** -171.14831854 | **5-Year:** -213.45359369 | **10-Year:** -1.97564022 | **30-Year:** -1.62489534

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250203 | 0.51%                | 1.76%                | -2.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18377.76               | $128191.48                                 |
| Month 2  | $3032.84                 | $826093.93                                 |
| Month 3  | $6402.41                 | $-1832032.75                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN MORTGAGE TRUST                           | JP MORGAN MORTGAGE TRUST 2021 4                    | CUSIP: 46652VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178419 | PA      | $165042.60    | 0.27%             | 2051-08-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392392 | PA      | $330251.08    | 0.53%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021 INV2      | CUSIP: 64831GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131905 | PA      | $123842.00    | 0.20%             | 2051-09-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 2 TRUS | CUSIP: 949798AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112513 | PA      | $100736.43    | 0.16%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                          | BBCMS MORTGAGE TRUST 2024 C24                      | CUSIP: 07336VAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140386 | PA      | $141141.38    | 0.23%             | 2057-02-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CCUBS COMMERCIAL MORTGAGE TRUST                      | CCUBS COMMERCIAL MORTGAGE TRUST 2017 C1            | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71082 | PA      | $69742.53     | 0.11%             | 2050-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                         | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23018 | PA      | $23086.09     | 0.04%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41005 | PA      | $36061.00     | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                              | CARMAX AUTO OWNER TRUST 2022 3                     | CUSIP: 14318MAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $60143.48     | 0.10%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                    | CITIGROUP MORTGAGE LOAN TRUST 2021 J1              | CUSIP: 17329EBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212721 | PA      | $174995.46    | 0.28%             | 2051-04-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                             | BENCHMARK 2024 V7 MORTGAGE TRUST                   | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104084.74    | 0.17%             | 2056-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                         | US BANCORP                                         | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    479000 | PA      | $494739.61    | 0.80%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                    | INTEL CORP                                         | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438796.25    | 0.71%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U S TREASURY NOTE                                  | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    383000 | PA      | $379828.28    | 0.61%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                     | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    487000 | PA      | $495912.67    | 0.80%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420678 | PA      | $354052.03    | 0.57%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                   | BOEING CO THE                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    476000 | PA      | $506078.36    | 0.82%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 1 TRUS | CUSIP: 95003ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227174 | PA      | $195527.33    | 0.32%             | 2050-12-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA, INC.                               | BEAZER HOMES USA INC                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147351.26    | 0.24%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Extended Duration Treasury Index Fd         | VANGUARD EXTENDED DURATION TREASURY ETF            | CUSIP: 921910709<br>LEI: N/A                  | Long             |  | RF                | US        |     30354 | NS      | $1971492.30   | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                        | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115630.54    | 0.19%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DALLAS TEX                                           | CITY OF DALLAS TX                                  | CUSIP: 235219MD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31081.65     | 0.05%             | 2030-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D6HY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169326 | PA      | $165462.37    | 0.27%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                           | GCAT 2021 NQM5 TRUST                               | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111832 | PA      | $93562.26     | 0.15%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2022 INV1 T | CUSIP: 95003NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121899 | PA      | $111242.66    | 0.18%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024 5C1     | CUSIP: 95003VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $223484.80    | 0.36%             | 2057-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025 5C3     | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $183102.05    | 0.30%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK5                                                | BANK5 2024 5YR10                                   | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $123833.54    | 0.20%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                  | GXO LOGISTICS INC                                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $534064.30    | 0.86%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132E07J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152180 | PA      | $139181.77    | 0.22%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                   | BMO 2024 C9 MORTGAGE TRUST                         | CUSIP: 05593MAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103801.42    | 0.17%             | 2057-07-15      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884776 | PA      | $778899.19    | 1.26%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                             | STATE STREET CORP                                  | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    489000 | PA      | $495114.50    | 0.80%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA TRAN SYS SALES SURTAX REV        | COUNTY OF MIAMI DADE FL TRANSIT SYSTEM             | CUSIP: 59334PCZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96462.18     | 0.16%             | 2032-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV | NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY    | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65398.45     | 0.11%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                             | COLT 2021 HX1 MORTGAGE LOAN TRUST                  | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88572 | PA      | $76464.61     | 0.12%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                          | PILGRIM S PRIDE CORP                               | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    540000 | PA      | $515816.75    | 0.83%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRMI SECURITIZATION TRUST                            | PRMI SECURITIZATION TRUST 2021 1                   | CUSIP: 69359DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65388 | PA      | $57498.67     | 0.09%             | 2051-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION        | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ET2M8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    130000 | PA      | $128729.25    | 0.21%             | 2045-12-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741036 | PA      | $680164.93    | 1.10%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                 | JPMORGAN CHASE CO                                  | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    692000 | PA      | $527707.55    | 0.85%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                             | ANGEL OAK MORTGAGE TRUST 2021 7                    | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147024 | PA      | $127651.03    | 0.21%             | 2066-10-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768708 | PA      | $705367.79    | 1.14%             | 2055-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST           | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014 C2 | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5507 | PA      | $5444.53      | 0.01%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                | BOSTON PROPERTIES LP                               | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    499000 | PA      | $496260.54    | 0.80%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE, INC.                                      | COREWEAVE INC                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156437.16    | 0.25%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290602 | PA      | $266746.46    | 0.43%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814368 | PA      | $716916.66    | 1.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799686 | PA      | $675488.05    | 1.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LQH60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223859 | PA      | $180434.76    | 0.29%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| iShares JP Morgan EM High Yield Bond ETF             | ISHARES J P MORGAN EM HIGH YIELD BOND ETF          | CUSIP: 464286285<br>LEI: N/A                  | Long             |  | RF                | US        |     19699 | NS      | $775746.62    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116805 | PA      | $98882.14     | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                 | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98978.75     | 0.16%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.               | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    477000 | PA      | $495485.51    | 0.80%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK5                                                | BANK5 2025 5YR14                                   | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253784.30    | 0.41%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2022 INV1 T | CUSIP: 95003NAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74650 | PA      | $64834.02     | 0.10%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U S TREASURY NOTE                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1823189.45   | 2.94%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                     | ARCELORMITTAL SA                                   | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    228000 | PA      | $251647.90    | 0.41%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BANK                                                 | BANK 2024 BNK47                                    | CUSIP: 06540GBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50558.22     | 0.08%             | 2057-06-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $94723.54     | 0.15%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                             | BENCHMARK 2024 V5 MORTGAGE TRUST                   | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $243623.21    | 0.39%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS, INCORPORATED                            | TYSON FOODS INC                                    | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    478000 | PA      | $494831.18    | 0.80%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                    | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 7    | CUSIP: 16159TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $227317.70    | 0.37%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                            | APPALACHIAN POWER CO                               | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    488000 | PA      | $502110.78    | 0.81%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346000 | PA      | $341199.82    | 0.55%             | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                  | STATE OF CALIFORNIA                                | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              |  | US        |     85000 | PA      | $100901.17    | 0.16%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                             | HCA INC                                            | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    479000 | PA      | $489175.24    | 0.79%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE                    | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021 INV2        | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103340 | PA      | $92602.83     | 0.15%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879631 | PA      | $743155.89    | 1.20%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441735 | PA      | $373978.68    | 0.60%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                          | BANK OF AMERICA CORP                               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505295.34    | 0.82%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                    | CHASE HOME LENDING MORTGAGE TRUST 2024 9           | CUSIP: 16160QAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99620.69     | 0.16%             | 2055-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                  | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147364.59    | 0.24%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480896 | PA      | $423166.31    | 0.68%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U S TREASURY BOND                                  | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $515074.22    | 0.83%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397313 | PA      | $375072.35    | 0.60%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                      | BRAVO RESIDENTIAL FUNDING TRUST 2024 NQM4          | CUSIP: 10568NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126914 | PA      | $125302.14    | 0.20%             | 2060-01-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76624 | PA      | $72476.78     | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                       | MORGAN STANLEY CAPITAL I TRUST 2019 L2             | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98577.96     | 0.16%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                          | PRKCM 2021 AFC2 TRUST                              | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245446 | PA      | $217507.30    | 0.35%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                  | RITHM CAPITAL CORP                                 | CUSIP: 64828T706<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |      4922 | NS      | $119752.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394118 | PA      | $333275.69    | 0.54%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XK2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817920 | PA      | $719310.94    | 1.16%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                        | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    555000 | PA      | $497046.27    | 0.80%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681551 | PA      | $645958.99    | 1.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                             | VENTURE GLOBAL LNG INC                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128862.85    | 0.21%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 RR1 TR | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76491 | PA      | $63677.79     | 0.10%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                              | ATHENAHEALTH GROUP INC                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    156000 | PA      | $146425.30    | 0.24%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                           | JP MORGAN MORTGAGE TRUST 2021 10                   | CUSIP: 46654ABE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250294 | PA      | $234579.78    | 0.38%             | 2051-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MED COMMERCIAL MORTGAGE TRUST                        | MED COMMERCIAL MORTGAGE TRUST 2024 MOB             | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $143826.54    | 0.23%             | 2041-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025 NQM4      | CUSIP: 64832FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259632 | PA      | $259570.61    | 0.42%             | 2065-07-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332611 | PA      | $279936.92    | 0.45%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                  | KINDER MORGAN INC                                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    499000 | PA      | $502845.38    | 0.81%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                             | BENCHMARK 2024 V6 MORTGAGE TRUST                   | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103409.34    | 0.17%             | 2029-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC                | BROOKFIELD RESIDENTIAL PROPERTIES INC              | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $188810.32    | 0.30%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                          | FEDERAL HOME LOAN BANK                             | CUSIP: 3130B7S70<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    100000 | PA      | $99110.46     | 0.16%             | 2040-09-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198511 | PA      | $187719.38    | 0.30%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                      | CSAIL 2018 C14 COMMERCIAL MORTGAGE TRUST           | CUSIP: 12596GAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $134538.39    | 0.22%             | 2051-11-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2022 2 TRUS | CUSIP: 949930AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74164 | PA      | $61697.72     | 0.10%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                           | JP MORGAN MORTGAGE TRUST 2018 6                    | CUSIP: 46650JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93410 | PA      | $87207.11     | 0.14%             | 2048-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552984 | PA      | $465407.47    | 0.75%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                 | BANK 2019 BNK18                                    | CUSIP: 065402BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $263528.70    | 0.43%             | 2062-05-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644624 | PA      | $543740.35    | 0.88%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0P41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    802615 | PA      | $736480.83    | 1.19%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 INV2 T | CUSIP: 95003FAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87933 | PA      | $75433.91     | 0.12%             | 2051-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                 | BANK 2019 BNK24                                    | CUSIP: 06540VBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $151121.52    | 0.24%             | 2062-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                 | VERIZON MASTER TRUST                               | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $217834.84    | 0.35%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TRK TRUST                                            | TRK 2021 INV2 TRUST                                | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72567 | PA      | $65900.09     | 0.11%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                         | FORD CREDIT AUTO OWNER TRUST 2024 A                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77500 | PA      | $78030.83     | 0.13%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                         | OVINTIV INC                                        | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    476000 | PA      | $502238.87    | 0.81%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U S TREASURY NOTE                                  | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    959000 | PA      | $951620.20    | 1.53%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                      | EQT CORP                                           | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    503000 | PA      | $518559.67    | 0.84%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y REV                     | METROPOLITAN TRANSPORTATION AUTHORITY              | CUSIP: 59259YBZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106154.76    | 0.17%             | 2039-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146816 | PA      | $130459.32    | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                            | CIM TRUST 2021 INV1                                | CUSIP: 12566PBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241587 | PA      | $199614.40    | 0.32%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797857 | PA      | $732235.91    | 1.18%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                     | TRANSOCEAN INC                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     74900 | PA      | $77910.46     | 0.13%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners L.P.              | BROOKFIELD INFRASTRUCTUR                           | CUSIP: G16252275<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |      7064 | NS      | $112176.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                 | BANK 2019 BNK22                                    | CUSIP: 06540XBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $123090.90    | 0.20%             | 2062-11-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                             | COMSTOCK RESOURCES INC                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138184.59    | 0.22%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                        | KRAKEN OIL GAS PARTNERS LLC                        | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115391.98    | 0.19%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025 NQM1      | CUSIP: 64832DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176388 | PA      | $178185.89    | 0.29%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476000 | PA      | $459342.70    | 0.74%             | 2056-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635254 | PA      | $514326.38    | 0.83%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST         | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 INV2 T | CUSIP: 95003FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68226 | PA      | $61443.26     | 0.10%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U S TREASURY NOTE                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1985000 | PA      | $1936305.47   | 3.12%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                   | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    476000 | PA      | $495265.44    | 0.80%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                 | DATABANK ISSUER II LLC                             | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145501.86    | 0.23%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Rareview Government Money Market ETF                 | RAREVIEW GOVERNMENT MONEY MARKET ETF               | CUSIP: 19423L391<br>LEI: N/A                  | Long             |  | RF                | US        |     10914 | NS      | $1095219.90   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807996 | PA      | $741668.73    | 1.20%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQ2C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385118 | PA      | $331232.36    | 0.53%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024 C63     | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $326628.67    | 0.53%             | 2057-08-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                   | ORACLE CORP                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    505000 | PA      | $473687.45    | 0.76%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                          | STATE OF ILLINOIS                                  | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    104706 | PA      | $106654.27    | 0.17%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                             | BENCHMARK 2024 V7 MORTGAGE TRUST                   | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $132342.81    | 0.21%             | 2029-06-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                           | JP MORGAN MORTGAGE TRUST 2017 2                    | CUSIP: 46648HBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237420 | PA      | $213451.11    | 0.34%             | 2047-05-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| First Trust Emerging Markets Local Currency Bd ETF   | FIRST TRUST EMERGING MARKETS LOCAL CURRENCY BOND E | CUSIP: 33739P202<br>LEI: N/A                  | Long             |  | RF                | US        |     26688 | NS      | $766930.39    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    794306 | PA      | $699149.83    | 1.13%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                           | JP MORGAN MORTGAGE TRUST 2024 INV1                 | CUSIP: 46658PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235126 | PA      | $234241.28    | 0.38%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82753 | PA      | $69647.19     | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                               | DIRECTV FINANCING LLC                              | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $111478.07    | 0.18%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                              | FLAGSTAR MORTGAGE TRUST 2021 4                     | CUSIP: 33852FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66278 | PA      | $59307.12     | 0.10%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026 5C8     | CUSIP: 95005BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201963.74    | 0.33%             | 2059-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK5                                                | BANK5 2023 5YR1                                    | CUSIP: 06644EBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $234136.76    | 0.38%             | 2056-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                  | GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ8       | CUSIP: 36262WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93478 | PA      | $83853.78     | 0.14%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454368 | PA      | $384933.40    | 0.62%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723703 | PA      | $684319.77    | 1.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT TRUST                                           | COLT 2020 2R MORTGAGE LOAN TRUST                   | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11823 | PA      | $11228.85     | 0.02%             | 2065-10-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | MORGAN STANLEY                                     | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    493000 | PA      | $501146.72    | 0.81%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | WELLS FARGO CO                                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    490000 | PA      | $468879.69    | 0.76%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741662 | PA      | $680550.61    | 1.10%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rareview Dynamic Fixed Income ETF                    | RAREVIEW DYNAMIC FIXED INCOME ETF                  | CUSIP: 19423L722<br>LEI: N/A                  | Long             |  | RF                | US        |    213852 | NS      | $4929908.77   | 7.95%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                 | BANK 2019 BNK22                                    | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94474.10     | 0.15%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                          | BBCMS MORTGAGE TRUST 2024 5C29                     | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198711 | PA      | $199399.50    | 0.32%             | 2057-09-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                           | JP MORGAN MORTGAGE TRUST 2019 INV1                 | CUSIP: 46591DAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81613 | PA      | $79070.69     | 0.13%             | 2049-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                            | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    487000 | PA      | $491383.84    | 0.79%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148416 | PA      | $140125.31    | 0.23%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FMF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379206 | PA      | $357977.78    | 0.58%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453896 | PA      | $382653.63    | 0.62%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                     | SALESFORCE INC                                     | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    266000 | PA      | $265545.74    | 0.43%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                           | PATTERSON UTI ENERGY INC                           | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    470000 | PA      | $505165.84    | 0.81%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482727 | PA      | $424959.86    | 0.69%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918523 | PA      | $808797.69    | 1.30%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                       | CITIGROUP INC                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497736.38    | 0.80%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413387 | PA      | $349831.60    | 0.56%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025 NQM5      | CUSIP: 64832GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88315 | PA      | $88008.33     | 0.14%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                           | JP MORGAN MORTGAGE TRUST 2020 2                    | CUSIP: 46591TBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362216 | PA      | $321069.48    | 0.52%             | 2050-07-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK5                                                | BANK5 TRUST 2025 5YR13                             | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201909.60    | 0.33%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U S TREASURY NOTE                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2595000 | PA      | $2559724.22   | 4.13%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200559 | PA      | $168793.87    | 0.27%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                             | BENCHMARK 2020 B20 MORTGAGE TRUST                  | CUSIP: 08162XBM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $52568.56     | 0.08%             | 2053-10-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $97364.89     | 0.16%             | 2033-07-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK5                                                | BANK5 2023 5YR1                                    | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55954 | PA      | $56670.46     | 0.09%             | 2056-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Collaborative Investment Series Trust

**Signature:** Bill McCormick

**Name of Signer:** Bill McCormick

**Title:** Treasurer