# EDGAR Filing Document

**Accession Number:** 0001750821
**File Stem:** 0000910472-26-000587
**Filing Date:** 2026-1
**Character Count:** 146334
**Document Hash:** 5319af9806f69cc08b2e51792ad457da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-000587.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0000910472-26-000587

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**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:** 26563133

**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:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $198710844.27

**Total Liabilities:** $7698318.46

**Net Assets:** $191012525.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 842.63669805 | **1-Year:** 3763.90601931 | **5-Year:** 20651.07780475 | **10-Year:** 25962.43338740 | **30-Year:** 9066.33598114

**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 | 1.26%                | 0.60%                | 0.64%                |
| Class ID C000222265 | 1.16%                | 0.72%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $425297.99               | $1135758.04                                |
| Month 2  | $509539.79               | $28686.15                                  |
| Month 3  | $-45650.45               | $672676.54                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140K3J29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69779 | PA      | $63071.97     | 0.03%             | 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: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399032 | PA      | $347408.39    | 0.18%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XAG22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180101 | PA      | $163040.47    | 0.09%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140N25R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21841 | PA      | $21966.03     | 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        |      8803 | PA      | $8778.40      | 0.00%             | 2042-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Freddie Mac REMICS                               | CUSIP: 3137FYVZ6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    698393 | PA      | $579379.83    | 0.30%             | 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        |    446009 | PA      | $461260.73    | 0.24%             | 2056-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bond 2.75%, 11/15/2042             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2397000 | PA      | $1880240.50   | 0.98%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137FUCW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     86821 | PA      | $82946.82     | 0.04%             | 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      | $14810.14     | 0.01%             | 2051-02-15      | Fixed         | 3.98%                 | 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        |   1133739 | PA      | $1149355.75   | 0.60%             | 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          | USGSE             | US        |    115204 | PA      | $96009.03     | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae                                       | CUSIP: 3140XJ3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268751 | PA      | $250094.14    | 0.13%             | 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          | USGSE             | US        |    650837 | PA      | $586460.26    | 0.31%             | 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      | $770584.32    | 0.40%             | 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        |    240000 | PA      | $244254.66    | 0.13%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2311000 | PA      | $2333297.54   | 1.22%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |    925000 | PA      | $939170.27    | 0.49%             | 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        |    717523 | PA      | $705414.92    | 0.37%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                              | Lockheed Martin Corp                             | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    446000 | PA      | $410901.08    | 0.22%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae REMICS                                | CUSIP: 3136BDXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      8941 | PA      | $7022.29      | 0.00%             | 2051-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179XBK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367536 | PA      | $344520.68    | 0.18%             | 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        |    193000 | PA      | $192421.52    | 0.10%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                          | Cigna Group/The                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    776000 | PA      | $796008.05    | 0.42%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae Pool                                  | CUSIP: 31418EKU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389019 | PA      | $390298.53    | 0.20%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137B8MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     23075 | PA      | $22728.93     | 0.01%             | 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      | $329424.27    | 0.17%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QCRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242354 | PA      | $228413.91    | 0.12%             | 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        |      3168 | PA      | $3149.40      | 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      | $312220.67    | 0.16%             | 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      | $391651.48    | 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        |    406197 | PA      | $407669.04    | 0.21%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3133KLJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597115 | PA      | $518501.30    | 0.27%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Structured Pass-Through Certificates | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     71394 | PA      | $69433.03     | 0.04%             | 2044-07-25      | Variable      | 5.51%                 | 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      | $838444.18    | 0.44%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3781000 | PA      | $3782033.88   | 1.98%             | 2028-11-15      | Fixed         | 3.50%                 | 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        |    145262 | PA      | $144946.42    | 0.08%             | 2049-03-17      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group Inc                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    393000 | PA      | $406562.56    | 0.21%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3132DQ3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17506 | PA      | $18087.52     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    541802 | PA      | $503700.93    | 0.26%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                        | Alabama Power Co.                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    494000 | PA      | $362046.56    | 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      | $204733.19    | 0.11%             | 2034-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38383LDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    815356 | PA      | $692214.48    | 0.36%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Bond                      | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3196000 | PA      | $1893692.42   | 0.99%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    485000 | PA      | $509417.60    | 0.27%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group, Inc.                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    263000 | PA      | $237994.38    | 0.12%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    174000 | PA      | $180020.57    | 0.09%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38384JC77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    246263 | PA      | $251937.88    | 0.13%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                        | Berkshire Hathaway Energy Co                     | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127008.68    | 0.07%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137F74K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     17049 | PA      | $13451.96     | 0.01%             | 2050-12-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3771000 | PA      | $3792211.88   | 1.99%             | 2032-09-30      | Fixed         | 3.88%                 | 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        |    120559 | PA      | $121273.47    | 0.06%             | 2026-06-22      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XC5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23894 | PA      | $20466.12     | 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        |   1334000 | PA      | $1115699.24   | 0.58%             | 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      | $324608.66    | 0.17%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.          | CUSIP: 3133ETLW5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1376000 | PA      | $1379811.81   | 0.72%             | 2033-06-23      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PSMC 2019-1 Trust                                                        | PSMC 2020-3 Trust                                | CUSIP: 693675AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $784437.19    | 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        |    725000 | PA      | $726367.75    | 0.38%             | 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        |    158000 | PA      | $161866.18    | 0.08%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                       | Energy Transfer LP                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    323000 | PA      | $315235.97    | 0.17%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38383AED2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1373816 | PA      | $1209818.28   | 0.63%             | 2051-09-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Bond                      | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2053000 | PA      | $1833345.03   | 0.96%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140FXKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84965 | PA      | $80020.22     | 0.04%             | 2037-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140X6QT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238440 | PA      | $209365.66    | 0.11%             | 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: 3IFG42XD94UUZ7FL2766 | Long             | ABS-O            | CORP              | US        |    413000 | PA      | $408107.35    | 0.21%             | 2049-12-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                 | Procter & Gamble Co/The                          | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001281.51   | 0.52%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38382Q3B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    108837 | PA      | $85247.32     | 0.04%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae REMICS                                | CUSIP: 3136B5GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     51083 | PA      | $47106.57     | 0.02%             | 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        |    888000 | PA      | $911013.26    | 0.48%             | 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          | USGSE             | US        |     17766 | PA      | $18643.93     | 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          | USGSE             | US        |    365772 | PA      | $371196.33    | 0.19%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197829 | PA      | $201075.99    | 0.11%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.          | CUSIP: 3133ETTR8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1240000 | PA      | $1239043.39   | 0.65%             | 2031-08-25      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137H1VN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     99775 | PA      | $86024.70     | 0.05%             | 2049-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1908000 | PA      | $1899279.85   | 0.99%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XMRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342124 | PA      | $356751.33    | 0.19%             | 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      | $125139.83    | 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        |     68303 | PA      | $67019.84     | 0.04%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XQU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25890 | PA      | $26467.56     | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074306 | PA      | $933839.90    | 0.49%             | 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        |     12261 | PA      | $12230.42     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express National Bank                                           | American Express National Bank                   | CUSIP: 02589AH47<br>LEI: 2MTSQ5CCMGGQ8GQ49R43 | Long             | STIV             | CORP              | US        |    355000 | PA      | $357741.74    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                               | ONEOK Inc.                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192545.14    | 0.10%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XAFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17763 | PA      | $15593.88     | 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        |         0 | PA      | $0.06         | 0.00%             | 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      | $1765935.85   | 0.92%             | 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        |   3703000 | PA      | $3730338.55   | 1.95%             | 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        |     62835 | PA      | $55421.21     | 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          | USGSE             | US        |    412332 | PA      | $369709.29    | 0.19%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corp.                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    503000 | PA      | $502955.56    | 0.26%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FIN MOR TR 20-1                                                | Ellington Financial Mortgage Trust 2020-1        | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1277 | PA      | $1273.74      | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms, Inc.                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    476000 | PA      | $479413.63    | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137ATH70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      8926 | PA      | $8510.09      | 0.00%             | 2041-12-15      | Fixed         | 2.00%                 | 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      | $863899.95    | 0.45%             | 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        |    454081 | PA      | $460580.55    | 0.24%             | 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        |    209626 | PA      | $207221.99    | 0.11%             | 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      | $430277.14    | 0.23%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XLBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268716 | PA      | $258760.04    | 0.14%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Philip Morris International, Inc.                | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    557000 | PA      | $549643.81    | 0.29%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XCJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079077 | PA      | $936190.26    | 0.49%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                               | Boeing Co/The                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    324000 | PA      | $334046.32    | 0.17%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441005 | PA      | $449919.57    | 0.24%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350308 | PA      | $324354.14    | 0.17%             | 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        |         0 | PA      | $0.14         | 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      | $217311.77    | 0.11%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4886000 | PA      | $3810698.31   | 1.99%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175191 | PA      | $180310.27    | 0.09%             | 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      | $406356.16    | 0.21%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae Pool                                  | CUSIP: 31418DPK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229763 | PA      | $193370.66    | 0.10%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179X5D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317564 | PA      | $293901.93    | 0.15%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137F9XQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     38852 | PA      | $32356.91     | 0.02%             | 2051-01-25      | Fixed         | 2.00%                 | 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        |      2357 | PA      | $2358.27      | 0.00%             | 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        |    122000 | PA      | $117938.80    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                              | Pfizer, Inc.                                     | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470741.06    | 0.25%             | 2035-11-15      | Fixed         | 4.88%                 | 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      | $343011.35    | 0.18%             | 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      | $645385.18    | 0.34%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corp.                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189000.90    | 0.10%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                            | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30683 | PA      | $28537.93     | 0.01%             | 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            | USGSE             | US        |     11121 | PA      | $10250.66     | 0.01%             | 2044-10-25      | Variable      | 5.31%                 | 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        |    226929 | PA      | $212060.03    | 0.11%             | 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        |    377000 | PA      | $360399.06    | 0.19%             | 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        |    297827 | PA      | $303022.36    | 0.16%             | 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        |      5959 | PA      | $5976.65      | 0.00%             | 2027-08-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38379U6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      4059 | PA      | $3974.96      | 0.00%             | 2044-09-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                               | American Tower Corp                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    449000 | PA      | $442438.26    | 0.23%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3132DNSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456165 | PA      | $394731.33    | 0.21%             | 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        |     14262 | PA      | $14469.50     | 0.01%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                      | Walt Disney Co./The                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    769000 | PA      | $650801.11    | 0.34%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137F9AC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     44646 | PA      | $34943.54     | 0.02%             | 2050-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Freddie Mac Pool                                 | CUSIP: 3133AXMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365913 | PA      | $299976.08    | 0.16%             | 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        |    756442 | PA      | $616797.13    | 0.32%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QGUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148529 | PA      | $130572.55    | 0.07%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38384KPA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     12626 | PA      | $12787.41     | 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        |     91000 | PA      | $96121.28     | 0.05%             | 2036-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XPGP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516518 | PA      | $528526.40    | 0.28%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae Pool                                  | CUSIP: 31418D6M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232425 | PA      | $210435.91    | 0.11%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp           | CUSIP: 3133ETZK6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1339000 | PA      | $1337545.42   | 0.70%             | 2032-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                            | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110383 | PA      | $100615.34    | 0.05%             | 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          | USGSE             | US        |    277580 | PA      | $227753.88    | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Bond                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2832000 | PA      | $2891239.69   | 1.51%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Express Corporation                                              | FedEx Corp Pass Trough Trust 2020-1 Clasas AA    | CUSIP: 314353AA1<br>LEI: 2138002VCAKQQ63C7C03 | Long             | ABS-O            | CORP              | US        |    268145 | PA      | $235898.84    | 0.12%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38383LH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     12802 | PA      | $12875.06     | 0.01%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40406 | PA      | $41208.03     | 0.02%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae Pool                                  | CUSIP: 31418DUA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211744 | PA      | $187235.80    | 0.10%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3133ABNR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207086 | PA      | $177765.00    | 0.09%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136BPLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     35432 | PA      | $35891.58     | 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          | USGSE             | US        |    484862 | PA      | $504929.29    | 0.26%             | 2053-02-01      | Fixed         | 6.00%                 | 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      | $542713.50    | 0.28%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                             | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    464000 | PA      | $465944.16    | 0.24%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TRICON RES 2022-SFR1                                                     | Tricon Residential 2022-SFR2 Trust               | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525527 | PA      | $522336.54    | 0.27%             | 2039-04-19      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                              | Lockheed Martin Corp.                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    351000 | PA      | $360653.66    | 0.19%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  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      | $614399.20    | 0.32%             | 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      | $5013.79      | 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          | USGSE             | US        |    371707 | PA      | $382316.44    | 0.20%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-C OWNE                                      | Toyota Auto Receivables 2024-C Owner Trust       | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1060081.47   | 0.55%             | 2028-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                          | CUSIP: 3130B7PD0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    920000 | PA      | $919725.67    | 0.48%             | 2032-09-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                          | CUSIP: 3130B5B49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    805000 | PA      | $805727.84    | 0.42%             | 2032-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 3622ADFS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    793464 | PA      | $703371.87    | 0.37%             | 2053-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                 | John Deere Capital Corp.                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    333000 | PA      | $347244.64    | 0.18%             | 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        |    441000 | PA      | $452427.40    | 0.24%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                            | Alphabet, Inc.                                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    283000 | PA      | $287679.56    | 0.15%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137BSVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     23431 | PA      | $22830.98     | 0.01%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15991 | PA      | $15039.50     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137BTS85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    123578 | PA      | $121170.98    | 0.06%             | 2053-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc/The                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    815000 | PA      | $816138.59    | 0.43%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                       | Coca-Cola Co/The                                 | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    426000 | PA      | $418748.79    | 0.22%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38383R7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     24748 | PA      | $24403.61     | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First American Funds Inc.                                                | First American Treasury Obligations Fund         | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |  11585932 | PA      | $11585932.41  | 6.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3133KKUD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177938 | PA      | $154544.00    | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motor Cycle Trust 2019-A                                 | Harley-Davidson Motorcycle Trust 2024-A          | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250485 | PA      | $253291.54    | 0.13%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 3622ACSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434815 | PA      | $448056.03    | 0.23%             | 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          | USGSE             | US        |     12734 | PA      | $12803.13     | 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        |     17958 | PA      | $16415.22     | 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        |      1844 | PA      | $1871.44      | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Tr 2019-1                                          | Ally Auto Receivables Trust 2022-2               | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3118 | PA      | $3120.95      | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                    | Lowe's Cos Inc                                   | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    571000 | PA      | $569270.36    | 0.30%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3132DUUC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191682 | PA      | $196680.30    | 0.10%             | 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      | $464064.47    | 0.24%             | 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      | $605421.12    | 0.32%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1919000 | PA      | $1905507.03   | 1.00%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74462 | PA      | $68143.93     | 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        |    198634 | PA      | $181785.91    | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Philip Morris International, Inc.                | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    292000 | PA      | $302709.86    | 0.16%             | 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        |    137889 | PA      | $130470.49    | 0.07%             | 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      | $735086.04    | 0.38%             | 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        |    129907 | PA      | $103714.74    | 0.05%             | 2051-05-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1857000 | PA      | $1859176.18   | 0.97%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38384NLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    334164 | PA      | $334201.76    | 0.17%             | 2048-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom, Inc.                                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    861000 | PA      | $886166.89    | 0.46%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    534000 | PA      | $549612.21    | 0.29%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3774000 | PA      | $3773262.90   | 1.98%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.          | CUSIP: 3133EL6C3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2362000 | PA      | $1877611.10   | 0.98%             | 2035-09-10      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179MAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13297 | PA      | $13219.60     | 0.01%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423319 | PA      | $383801.22    | 0.20%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XPKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554246 | PA      | $535415.36    | 0.28%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136B42K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    120894 | PA      | $117754.18    | 0.06%             | 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        |    500000 | PA      | $503484.40    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140X5V83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5268 | PA      | $5017.99      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    510000 | PA      | $527684.65    | 0.28%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140FXGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796123 | PA      | $796539.14    | 0.42%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 31427QTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406000 | PA      | $412534.01    | 0.22%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                            | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5116 | PA      | $4680.25      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XM3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18112 | PA      | $16447.63     | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179V6V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1064497 | PA      | $867986.93    | 0.45%             | 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        |    495701 | PA      | $425466.98    | 0.22%             | 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        |      4795 | PA      | $4686.79      | 0.00%             | 2028-01-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup, Inc.                                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    676000 | PA      | $692997.81    | 0.36%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corp.                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    334000 | PA      | $337328.27    | 0.18%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                               | Apple, Inc.                                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    632000 | PA      | $436117.64    | 0.23%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179XS72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272060 | PA      | $237055.27    | 0.12%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3255000 | PA      | $3296704.69   | 1.73%             | 2055-08-15      | Fixed         | 4.75%                 | 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      | $1906347.73   | 1.00%             | 2033-03-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                 | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3799000 | PA      | $3796625.63   | 1.99%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136ADFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     59684 | PA      | $59671.15     | 0.03%             | 2033-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38374TJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       863 | PA      | $854.10       | 0.00%             | 2039-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                           | Wells Fargo Commercial Mortgage Trust 2021-SAVE  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56718 | PA      | $56834.22     | 0.03%             | 2040-02-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corp 5 7/8 09/26/45                       | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    576000 | PA      | $543455.99    | 0.28%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                              | Verizon Communications, Inc.                     | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $891719.02    | 0.47%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3132DMZE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232114 | PA      | $216618.01    | 0.11%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae REMICS                                | CUSIP: 3136B5YE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     13726 | PA      | $12918.07     | 0.01%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31399 | PA      | $27251.66     | 0.01%             | 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        |     55128 | PA      | $54326.69     | 0.03%             | 2055-02-18      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140W06W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1252173 | PA      | $1296854.54   | 0.68%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QCEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84870 | PA      | $77582.19     | 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      | $317584.87    | 0.17%             | 2052-10-18      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                           | Charles Schwab Corp/The                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179503.71    | 0.09%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140X8BP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114736 | PA      | $99742.96     | 0.05%             | 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        |    130476 | PA      | $126440.27    | 0.07%             | 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      | $438140.47    | 0.23%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137FXHR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     44105 | PA      | $42193.28     | 0.02%             | 2042-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XBW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309199 | PA      | $269631.36    | 0.14%             | 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        |    472499 | PA      | $486955.94    | 0.25%             | 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        |     90368 | PA      | $87159.51     | 0.05%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                      | Honda Motor Co Ltd.                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1070000 | PA      | $1084355.78   | 0.57%             | 2030-07-08      | Fixed         | 4.69%                 | 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      | $309450.85    | 0.16%             | 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        |    312142 | PA      | $315859.63    | 0.17%             | 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        |     17246 | PA      | $17436.73     | 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        |    227968 | PA      | $207055.81    | 0.11%             | 2046-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QKVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22820 | PA      | $19778.21     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XL6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24112 | PA      | $19779.05     | 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        |    415948 | PA      | $357682.74    | 0.19%             | 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          | USGSE             | US        |      7044 | PA      | $5928.27      | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 3617MKP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216287 | PA      | $186120.34    | 0.10%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae REMICS                                | CUSIP: 3136BCSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     83080 | PA      | $76683.89     | 0.04%             | 2044-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140L1VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255368 | PA      | $212838.35    | 0.11%             | 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        |     41439 | PA      | $40051.63     | 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        |    649000 | PA      | $719350.80    | 0.38%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1728000 | PA      | $1761885.01   | 0.92%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                 | CUSIP: 3132DQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237218 | PA      | $241845.39    | 0.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae Pool                                  | CUSIP: 31418D4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230303 | PA      | $197404.18    | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QLX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375788 | PA      | $340706.12    | 0.18%             | 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        |    487640 | PA      | $452383.38    | 0.24%             | 2045-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp.                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    244000 | PA      | $243900.18    | 0.13%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                | CUSIP: 3622ABDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230558 | PA      | $210298.58    | 0.11%             | 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        |    366674 | PA      | $357910.67    | 0.19%             | 2034-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                   | Wells Fargo Bank NA                              | CUSIP: 949764QM9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $1006562.30   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BNSF Railway Co 2015-1 Pass Through Trust                                | BNSF Railway Co 2015-1 Pass Through Trust        | CUSIP: 05581JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472892 | PA      | $464410.54    | 0.24%             | 2028-06-16      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corp.                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    883000 | PA      | $870430.77    | 0.46%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136BRJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    362274 | PA      | $366518.27    | 0.19%             | 2044-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                         | Morgan Stanley Private Bank NA                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702039.69    | 0.37%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140FXGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255472 | PA      | $247271.57    | 0.13%             | 2027-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4461000 | PA      | $4454378.18   | 2.33%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                | UNP CO 2005 TRST 5.082% 01/02/2029               | CUSIP: 90783VAA3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | ABS-O            | CORP              | US        |     10099 | PA      | $10252.28     | 0.01%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136B8G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    146628 | PA      | $126006.16    | 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        |    232074 | PA      | $243243.65    | 0.13%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XL6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618203 | PA      | $536805.24    | 0.28%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                               | ONEOK, Inc.                                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    381000 | PA      | $383818.83    | 0.20%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                      | Cisco Systems Inc                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    413000 | PA      | $429758.89    | 0.22%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                 | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1834000 | PA      | $1876124.69   | 0.98%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                          | Cigna Group/The                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    226000 | PA      | $205095.00    | 0.11%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                  | CUSIP: 3140W3BY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318850 | PA      | $316356.33    | 0.17%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                          | Eli Lilly & Co                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $401661.31    | 0.21%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QLNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629800 | PA      | $543122.37    | 0.28%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                         | McDonald's Corp.                                 | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193824.43    | 0.10%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                    | International Business Machines Corp             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543374.86    | 0.28%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38380BTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      3559 | PA      | $3521.47      | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | 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      | $996953.35    | 0.52%             | 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      | $158401.42    | 0.08%             | 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        |   2477557 | PA      | $2032660.95   | 1.06%             | 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      | $305693.39    | 0.16%             | 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          | USGSE             | US        |    195829 | PA      | $168478.01    | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XMNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502295 | PA      | $416992.21    | 0.22%             | 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          | USGSE             | US        |    231146 | PA      | $221195.45    | 0.12%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Resolution Funding Corp                                                  | Resolution Funding Corp Principal Strip          | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2150000 | PA      | $1843263.41   | 0.96%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136AWZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $294624.12    | 0.15%             | 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      | $553188.60    | 0.29%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XRC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905367 | PA      | $797967.69    | 0.42%             | 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        |    155401 | PA      | $154845.39    | 0.08%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo & Co                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    462000 | PA      | $480212.10    | 0.25%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4273000 | PA      | $4277339.74   | 2.24%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                          | CUSIP: 3130B6JM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1815000 | PA      | $1822862.14   | 0.95%             | 2034-06-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137FWEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    333909 | PA      | $264734.44    | 0.14%             | 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        |     84649 | PA      | $85172.08     | 0.04%             | 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        |     15493 | PA      | $15437.13     | 0.01%             | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179WGT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1323655 | PA      | $1127983.70   | 0.59%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344569 | PA      | $296310.78    | 0.16%             | 2051-02-01      | Fixed         | 2.50%                 | 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      | $524025.32    | 0.27%             | 2027-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Inc 5.2 05/15/35                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    381000 | PA      | $399037.71    | 0.21%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.          | CUSIP: 3133ETVN4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    905000 | PA      | $905346.54    | 0.47%             | 2032-09-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                       | ConocoPhillips Co                                | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    831000 | PA      | $793051.55    | 0.42%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136A9GM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     26849 | PA      | $25281.99     | 0.01%             | 2041-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140L0D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16606 | PA      | $13799.01     | 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      | $843628.72    | 0.44%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp           | CUSIP: 3133ETQA8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2832000 | PA      | $2851490.19   | 1.49%             | 2032-07-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140FXEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53671 | PA      | $53365.21     | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                | CUSIP: 3136A42D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1452 | PA      | $1457.90      | 0.00%             | 2032-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                       | Ford Motor Co.                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $637136.42    | 0.33%             | 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        |    993000 | PA      | $1032389.83   | 0.54%             | 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          | USGSE             | US        |     22643 | PA      | $19420.59     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                        | Exxon Mobil Corp.                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $964821.72    | 0.51%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    695911 | PA      | $627650.92    | 0.33%             | 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      | $1657655.82   | 0.87%             | 2033-03-25      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                      | Dominion Energy, Inc.                            | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    339000 | PA      | $350753.25    | 0.18%             | 2035-03-15      | Fixed         | 5.45%                 | 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      | $9885.08      | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                 | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4743000 | PA      | $4732624.69   | 2.48%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note                      | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3661000 | PA      | $3745374.63   | 1.96%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | US Bancorp                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    547000 | PA      | $563716.28    | 0.30%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XPLH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37389 | PA      | $31139.05     | 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        |    265478 | PA      | $265392.80    | 0.14%             | 2051-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XLG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229550 | PA      | $190110.21    | 0.10%             | 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        |   1081000 | PA      | $1109659.40   | 0.58%             | 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        |     59937 | PA      | $58359.13     | 0.03%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331355 | PA      | $287722.45    | 0.15%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUS MTG TRUST 2021-EQAZ                                                 | EQUS 2021-EQAZ Mortgage Trust                    | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476902 | PA      | $476537.97    | 0.25%             | 2036-10-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association         | CUSIP: 38378PQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     58747 | PA      | $57522.50     | 0.03%             | 2042-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XHD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20371 | PA      | $17472.56     | 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        |    279911 | PA      | $276931.47    | 0.14%             | 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        |    885223 | PA      | $929684.32    | 0.49%             | 2044-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.          | CUSIP: 3133ETWF0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1170000 | PA      | $1174703.79   | 0.61%             | 2033-09-08      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Co Inc                  | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    854000 | PA      | $881709.87    | 0.46%             | 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        |    293486 | PA      | $251713.40    | 0.13%             | 2050-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    936628 | PA      | $869793.81    | 0.46%             | 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        |     71098 | PA      | $67415.64     | 0.04%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                               | CUSIP: 3137BNZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    113022 | PA      | $110235.67    | 0.06%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae Pool                                  | CUSIP: 31418DTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227574 | PA      | $213888.61    | 0.11%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                  | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230351 | PA      | $206825.33    | 0.11%             | 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      | $473961.48    | 0.25%             | 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        |      3527 | PA      | $3589.74      | 0.00%             | 2035-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                               | CUSIP: 36179MGP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5484 | PA      | $5448.81      | 0.00%             | 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        |     12927 | PA      | $13246.83     | 0.01%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer