# EDGAR Filing Document

**Accession Number:** 0001753394
**File Stem:** 0001145549-23-003439
**Filing Date:** 2023-1
**Character Count:** 67786
**Document Hash:** d836eeb3e7776c2c3ba268af4b1f9e00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-003439.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001145549-23-003439

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Rimrock Funds Trust
- **CENTRAL INDEX KEY:** 0001753394
- **IRS NUMBER:** 836309469
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23396
- **FILM NUMBER:** 23558346

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INNOVATION DRIVE
- **STREET 2:** SUITE 200
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92617
- **BUSINESS PHONE:** 9493817800

**MAIL ADDRESS:**
- **STREET 1:** 100 INNOVATION DRIVE
- **STREET 2:** SUITE 200
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92617

## Series and Classes Contracts Data

### Rimrock Core Bond Fund (Series ID: S000064901)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000210081 | Rimrock Core Bond Fund | RMRKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Rimrock Funds Trust

- **b. Investment Company Act file number:** 811-23396

- **c. CIK number of Registrant:** 0001753394

- **d. LEI of Registrant:** 549300BUDOIIXHEUCF90

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

  - **Street Address 1:** 100 INNOVATION DRIVE

  - **City:** IRVINE

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92617

  - **Telephone number:** 949 381 7800

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

- **a. Name of Series:** Rimrock Core Bond Fund

- **b. EDGAR series identifier (if any):** S000064901

- **c. LEI of Series:** 549300IV5WJ4CHTQF811

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $5733099.50

**Total Liabilities:** $226161.92

**Net Assets:** $5506937.58

**Cash Not Reported:** $0.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.078841261129 | **1-Year:** 93.099100986550 | **5-Year:** 353.197898890479 | **10-Year:** 542.705987245507 | **30-Year:** 396.916188942987

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

- **3-Month:** 0.222699373123 | **1-Year:** 26.649623499840 | **5-Year:** 131.722148097819 | **10-Year:** 60.725697200288 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210081 | -3.76%               | -1.95%               | 2.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4036.78                | $-187567.77                                |
| Month 2  | $-16141.18               | $-75327.02                                 |
| Month 3  | $-10.82                  | $114878.41                                 |

### 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                                                | FNR 2007-88 JI                   | CUSIP: 31396XUR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    205472 | PA      | $17993.12     | 0.33%             | 2037-04-25      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4106 EI                      | CUSIP: 3137ATW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     83785 | PA      | $6576.19      | 0.12%             | 2041-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K-1512 X1                   | CUSIP: 3137FMTU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2086033 | PA      | $140773.85    | 2.56%             | 2034-04-25      | Floating      | 1.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-113 HA                  | CUSIP: 3136AGL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       174 | PA      | $172.26       | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.6 04/01/50                | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13946.41     | 0.25%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3666 SC                      | CUSIP: 31398QGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     87777 | PA      | $6433.02      | 0.12%             | 2040-05-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K152 X1                     | CUSIP: 3137BPVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2578267 | PA      | $142240.39    | 2.58%             | 2031-01-25      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 2326 ZP                      | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     15578 | PA      | $16121.87     | 0.29%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-133 PI                  | CUSIP: 38378UAD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     45296 | PA      | $3747.41      | 0.07%             | 2037-02-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indymac MBS Inc                                                                      | RAST 2004-IP2 2A1                | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40962 | PA      | $34213.92     | 0.62%             | 2034-12-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2004-64 SW                   | CUSIP: 31394AQK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     31385 | PA      | $2303.57      | 0.04%             | 2034-08-25      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-42 BS                   | CUSIP: 38377EEZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     17501 | PA      | $1644.62      | 0.03%             | 2040-04-20      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-68 PG                   | CUSIP: 31394E7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     45206 | PA      | $45832.05     | 0.83%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4182 MB                      | CUSIP: 3137B0Y24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      3473 | PA      | $3241.64      | 0.06%             | 2041-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.875 08/15/29               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18028.67     | 0.33%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                       | MMP 3.25 06/01/30                | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35011.69     | 0.64%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2001-29 Z                    | CUSIP: 313920GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     26273 | PA      | $27252.44     | 0.49%             | 2031-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3908 B                       | CUSIP: 3137ADZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     21601 | PA      | $19559.21     | 0.36%             | 2039-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-42 ZL                   | CUSIP: 3136B5VG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    216586 | PA      | $138127.66    | 2.51%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 2653 SC                      | CUSIP: 31393WQ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     21723 | PA      | $20585.17     | 0.37%             | 2033-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4120 QB                      | CUSIP: 3137AVG50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      5728 | PA      | $5002.38      | 0.09%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-22 PA                   | CUSIP: 31396PW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1965 | PA      | $1956.71      | 0.04%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                      | FOXA 4.709 01/25/29              | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33856.40     | 0.61%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corporation                                                          | CITPET 7 06/15/25 144A           | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3946.76      | 0.07%             | 2025-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3598 JI                      | CUSIP: 31398KZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    184759 | PA      | $5090.29      | 0.09%             | 2037-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-77 PC                   | CUSIP: 31396KGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     18080 | PA      | $18694.25     | 0.34%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-147 KI                  | CUSIP: 31397QZ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    823392 | PA      | $23398.90     | 0.42%             | 2041-01-25      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                               | BSARM 2003-6 1A2                 | CUSIP: 07384MWX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41572 | PA      | $40602.76     | 0.74%             | 2033-08-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4170 TC                      | CUSIP: 3137AYZ95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    113021 | PA      | $106036.70    | 1.93%             | 2028-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alternative A Trust                                                     | BALTA 2004-1 2A2                 | CUSIP: 07386HFS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31304 | PA      | $27613.16     | 0.50%             | 2034-02-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K-1514 X1                   | CUSIP: 3137FQK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1477764 | PA      | $71095.88     | 1.29%             | 2034-10-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-53 ZJ                   | CUSIP: 31398R3N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     33445 | PA      | $33962.86     | 0.62%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                            | TRV 2.55 04/27/50                | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31170.93     | 0.57%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4363 TI                      | CUSIP: 3137BCNT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    153640 | PA      | $6029.33      | 0.11%             | 2039-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4471 GA                      | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     12164 | PA      | $11407.21     | 0.21%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3990 GY                      | CUSIP: 3137AL3Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     30000 | PA      | $26505.74     | 0.48%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3460 SA                      | CUSIP: 31397W5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     35383 | PA      | $2526.85      | 0.05%             | 2038-06-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Company                                                        | NEE 3.15 10/01/49                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40514.23     | 0.74%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 3.55 03/20/30                | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34372.16     | 0.62%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-96 IB                   | CUSIP: 3136BDWU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     74066 | PA      | $12205.09     | 0.22%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mtg Trust                                                                    | SEMT 2003-3 A1                   | CUSIP: 81743PAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54443 | PA      | $50191.12     | 0.91%             | 2033-07-20      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                    | ABXCN 5.75 05/01/43              | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30375.24     | 0.55%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-122 SE                  | CUSIP: 31394VEC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     28750 | PA      | $29469.93     | 0.54%             | 2035-11-25      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4259 DI                      | CUSIP: 3137B52J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     72717 | PA      | $5313.90      | 0.10%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K151 X1                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11244332 | PA      | $231473.01    | 4.20%             | 2030-04-25      | Floating      | 0.52%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K1503 Mortgage Trust                                                      | FREMF 2017-K153 X2A              | CUSIP: 30301NAA0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  19476292 | PA      | $96061.94     | 1.74%             | 2031-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 6.95 04/15/29                | CUSIP: 208251AE8<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27892.99     | 0.51%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD V0 06/01/67                  | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34369.80     | 0.62%             | 2067-06-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                            | CWHL 2004-22 A3                  | CUSIP: 12669F6Z1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69153 | PA      | $64267.61     | 1.17%             | 2034-11-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3871 JB                      | CUSIP: 3137AC7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      5232 | PA      | $5399.52      | 0.10%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STOPN J.P. MORG TO 16/1                                                              | STOPN J.P. MORG TO 16/1          | CUSIP: 77799NOV9<br>LEI: N/A                  | Short            | RA               | CORP              | US        |    -35530 | PA      | $-35530.00    | -0.65%            | 2022-12-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STOPN J.P. MORG TO 16/1                                                              | STOPN J.P. MORG TO 16/1          | CUSIP: 77799NOV9<br>LEI: N/A                  | Short            | RA               | CORP              | US        |    -27835 | PA      | $-27835.20    | -0.51%            | 2022-12-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GTE California Inc                                                                   | FYBR 6.75 05/15/27 F             | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37869.60     | 0.69%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-77 EI                   | CUSIP: 38382FAE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    654665 | PA      | $21152.80     | 0.38%             | 2049-08-20      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| STOPN J.P. MORG TO 16/1                                                              | STOPN J.P. MORG TO 16/1          | CUSIP: 77799NOV9<br>LEI: N/A                  | Short            | RA               | CORP              | US        |    -30661 | PA      | $-30661.20    | -0.56%            | 2022-12-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STOPN J.P. MORG TO 16/1                                                              | STOPN J.P. MORG TO 16/1          | CUSIP: 77799NOV9<br>LEI: N/A                  | Short            | RA               | CORP              | US        |    -30593 | PA      | $-30592.80    | -0.56%            | 2022-12-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2.5 05/15/31                | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32246.78     | 0.59%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                         | AM 5.375 06/15/29 144A           | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36946.40     | 0.67%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| STOPN J.P. MORG TO 16/1                                                              | STOPN J.P. MORG TO 16/1          | CUSIP: 77799NOV9<br>LEI: N/A                  | Short            | RA               | CORP              | US        |    -35028 | PA      | $-35028.00    | -0.64%            | 2022-12-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STOPN J.P. MORG TO 16/1                                                              | STOPN J.P. MORG TO 16/1          | CUSIP: 77799NOV9<br>LEI: N/A                  | Short            | RA               | CORP              | US        |    -30503 | PA      | $-30502.80    | -0.55%            | 2022-12-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K-1521 X1                   | CUSIP: 3137H2NZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1152369 | PA      | $97435.24     | 1.77%             | 2036-08-25      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 10/15/24                 | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $279890.63    | 5.08%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                            | GCCFC 2006-GG7 AJ                | CUSIP: 20173MAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74487 | PA      | $52140.61     | 0.95%             | 2038-07-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4146 ME                      | CUSIP: 3137AXG64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     12000 | PA      | $11307.55     | 0.21%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 1993-236 FA                  | CUSIP: 31359FGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1099 | PA      | $1080.90      | 0.02%             | 2023-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-118 LI                  | CUSIP: 31398NUJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     51738 | PA      | $8568.16      | 0.16%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-50 IO                   | CUSIP: 3136BGHY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     73247 | PA      | $13799.10     | 0.25%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 1993-236 FB                  | CUSIP: 31359FGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      8550 | PA      | $8513.30      | 0.15%             | 2023-10-25      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                 | JPMCC 2019-ICON B                | CUSIP: 46650RAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24000 | PA      | $23273.46     | 0.42%             | 2034-01-06      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2012-136 BI                  | CUSIP: 38377X4P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    222145 | PA      | $33198.59     | 0.60%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                           | GNR 2017-130 YI                  | CUSIP: 38380GGV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    596299 | PA      | $58968.33     | 1.07%             | 2045-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 19K-1510 X2A               | CUSIP: 30265DAA6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  13940844 | PA      | $100504.43    | 1.83%             | 2034-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4367 GS                      | CUSIP: 3137BCL55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    124776 | PA      | $6047.25      | 0.11%             | 2037-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR G93-30 B                     | CUSIP: 31359DDD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       170 | PA      | $168.95       | 0.00%             | 2023-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Company                                                                 | HL 7.25 02/15/28                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39068.43     | 0.71%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                         | AR 5.375 03/01/30 144A           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18765.00     | 0.34%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2018-K157 X2A              | CUSIP: 30297EAL2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  14064431 | PA      | $93407.51     | 1.70%             | 2033-08-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHG 23 FE                        | CUSIP: 3133T2TQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |     13453 | PA      | $13414.72     | 0.24%             | 2023-11-25      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.375 08/15/42                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $274546.88    | 4.99%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                  | SYF 2.875 10/28/31               | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30332.30     | 0.55%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Indymac MBS Inc                                                                      | INDX 2005-AR1 4A1                | CUSIP: 45660LDG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13905 | PA      | $13463.28     | 0.24%             | 2035-03-25      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                          | MTCHII 3.625 10/01/31 144A       | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15305.64     | 0.28%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K1522 X1                    | CUSIP: 3137H4RH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1796936 | PA      | $78631.87     | 1.43%             | 2036-10-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V4.772 07/28/30             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28491.10     | 0.52%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Grmt Mortgage Loan Trust                                                             | GRMT 2001-1A A5                  | CUSIP: 36226MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26471 | PA      | $26248.40     | 0.48%             | 2031-07-20      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3001 MZ                      | CUSIP: 31395WAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     92372 | PA      | $103788.42    | 1.88%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 219 1                        | CUSIP: 31364HVP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1103 | PA      | $1094.75      | 0.02%             | 2023-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 11/30/23                   | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $47937.88     | 0.87%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 4 03/15/29 144A             | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30581.25     | 0.56%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2011-H18 AI                  | CUSIP: 38375BMV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     25574 | PA      | $977.56       | 0.02%             | 2061-08-20      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| Northern Inst Fds                                                                    | Northern Inst Fds TREAS PRT PRMR | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    257510 | NS      | $257509.91    | 4.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstenergy Transmission Llc                                                         | FE 5.45 07/15/44 144A            | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23192.17     | 0.42%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4286 DA                      | CUSIP: 3137B6SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     36197 | PA      | $35061.38     | 0.64%             | 2030-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4194 BI                      | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     24312 | PA      | $3807.10      | 0.07%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.271 07/23/29 MTN          | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28266.93     | 0.51%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4150 DI                      | CUSIP: 3137AY2Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    237925 | PA      | $22376.33     | 0.41%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp                                  | CSFB 2003-AR12 2A1               | CUSIP: 22541N4U0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13871 | PA      | $12464.06     | 0.23%             | 2033-04-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-168 SD                  | CUSIP: 38379FY45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    730247 | PA      | $79859.93     | 1.45%             | 2045-11-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.452 12/05/29              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28542.86     | 0.52%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp                                  | CSFB 2002-AR28 2A2               | CUSIP: 22541NNQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72048 | PA      | $64738.74     | 1.18%             | 2032-11-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 2981 SU                      | CUSIP: 31395UA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     28488 | PA      | $1436.44      | 0.03%             | 2030-05-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Securitites Inc                                                | BOAMS 2003-H 3A1                 | CUSIP: 05948XTL5<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |    103590 | PA      | $92311.88     | 1.68%             | 2033-09-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-103 SK                  | CUSIP: 3136AGMV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     33981 | PA      | $3702.53      | 0.07%             | 2043-10-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 4.7 02/01/36 *             | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38431.11     | 0.70%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Secs                                                     | WFMBS 2004-K 2A11                | CUSIP: 94981VAX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29900 | PA      | $30001.09     | 0.54%             | 2034-07-25      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Secs                                                     | WFMBS 2004-K 2A3                 | CUSIP: 94981VAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45797 | PA      | $45951.67     | 0.83%             | 2034-07-25      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp                                  | CSFB 2003-AR24 2A4               | CUSIP: 22541QUN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71749 | PA      | $67856.14     | 1.23%             | 2033-10-25      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4415 IO                      | CUSIP: 3137BF4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     79973 | PA      | $3194.43      | 0.06%             | 2041-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 3.95 04/13/24                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29504.26     | 0.54%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.05 03/30/29               | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28562.34     | 0.52%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.125 06/15/29               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36595.74     | 0.66%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-74 GS                   | CUSIP: 3136ATE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     37439 | PA      | $4502.92      | 0.08%             | 2046-10-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2008-46 JA                   | CUSIP: 31397LSD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     16647 | PA      | $16204.98     | 0.29%             | 2038-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3308 S                       | CUSIP: 31397GJZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     26599 | PA      | $1655.81      | 0.03%             | 2032-03-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3621 SB                      | CUSIP: 31398W2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    272834 | PA      | $26666.15     | 0.48%             | 2040-01-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-13 MA                   | CUSIP: 3136ACF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     79507 | PA      | $77680.14     | 1.41%             | 2043-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp.                                                    | SASC 2003-26A 7A                 | CUSIP: 86359AU35<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29554 | PA      | $28399.54     | 0.52%             | 2033-09-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-105 SA                  | CUSIP: 3136AUE72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     24258 | PA      | $2719.23      | 0.05%             | 2047-01-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2007-A1 5A2                | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43616 | PA      | $42102.96     | 0.76%             | 2035-07-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corporation                                                        | TXT V0 02/15/42 144A             | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21059.54     | 0.38%             | 2042-02-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2003-58 M                    | CUSIP: 31393DDG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     10802 | PA      | $10293.79     | 0.19%             | 2033-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                            | MSBAM 2015-C26 XA                | CUSIP: 61690VBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1455267 | PA      | $24860.18     | 0.45%             | 2048-10-19      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2016-160 GS                  | CUSIP: 38380BY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     53107 | PA      | $7755.31      | 0.14%             | 2046-11-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-95 LZ                   | CUSIP: 3136AUWC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    145207 | PA      | $92726.75     | 1.68%             | 2046-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-12 SC                   | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     41729 | PA      | $2874.62      | 0.05%             | 2035-03-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K094 X1                     | CUSIP: 3137FMU26<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       802 | PA      | $36.79        | 0.00%             | 2029-06-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                            | CWHL 2004-HYB3 2A                | CUSIP: 12669FYY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35721 | PA      | $32886.04     | 0.60%             | 2034-06-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust 2015-Gc32                                               | GSMS 2016-GS3 XA                 | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556834 | PA      | $19465.27     | 0.35%             | 2049-10-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                         | FE 4.55 04/01/49 144A            | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16336.17     | 0.30%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Skymiles Ip Limited & Delta Air Lines Incorporated                                   | DAL 4.5 10/20/25 144A            | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $38985.51     | 0.71%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4940 PI                      | CUSIP: 3137FQMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     33731 | PA      | $5095.90      | 0.09%             | 2049-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2008-7 IO                    | CUSIP: 38375PP96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    137971 | PA      | $7732.90      | 0.14%             | 2037-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-87 SG                   | CUSIP: 3136A03E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    208407 | PA      | $5969.28      | 0.11%             | 2040-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-123 IL                  | CUSIP: 38382HS35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    663487 | PA      | $94840.30     | 1.72%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5014 DI                      | CUSIP: 3137FVWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     47254 | PA      | $9450.66      | 0.17%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2018-62 SB                   | CUSIP: 3136B2W57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    156808 | PA      | $18488.98     | 0.34%             | 2048-09-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2010-C1 D                   | CUSIP: 12622DAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123870 | PA      | $120259.62    | 2.18%             | 2046-07-12      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 5013 IN                      | CUSIP: 3137FW3E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    767992 | PA      | $119923.22    | 2.18%             | 2050-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4165 TI                      | CUSIP: 3137AYSK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    386305 | PA      | $27584.59     | 0.50%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3635 IB                      | CUSIP: 31398WJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    452036 | PA      | $16405.33     | 0.30%             | 2037-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2006-A2 5A1                | CUSIP: 466247K77<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9275 | PA      | $8825.55      | 0.16%             | 2033-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4029 IM                      | CUSIP: 3137APFL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     15692 | PA      | $2857.91      | 0.05%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                              | SGCMS 2019-PREZ D                | CUSIP: 78430EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $103925.02    | 1.89%             | 2039-09-16      | Floating      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-3 JI                    | CUSIP: 3136BDQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     80209 | PA      | $10744.92     | 0.20%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corporation                                                          | CITPET 6.375 06/15/26 144A       | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15658.03     | 0.28%             | 2026-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor Inc                                                                    | OMI 4.375 12/15/24               | CUSIP: 690732AE2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71826.71     | 1.30%             | 2024-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-56 DI                   | CUSIP: 3136BBMQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    239940 | PA      | $37931.66     | 0.69%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4.625 10/01/39               | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35894.01     | 0.65%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3621 WI                      | CUSIP: 31398W2S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    317122 | PA      | $12505.10     | 0.23%             | 2037-05-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                         | CMI 2.6 09/01/50                 | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32218.39     | 0.59%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2009-88 QI                   | CUSIP: 38376EFH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     57998 | PA      | $561.22       | 0.01%             | 2039-09-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-159 HS                  | CUSIP: 38379FGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     47132 | PA      | $5100.81      | 0.09%             | 2045-11-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. YR T-NOTES MAR23            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $113500.00    | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | FUT. CBT UL T-BONDS MAR23        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $272562.50    | 4.95%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-29

**Name of Applicant:** Rimrock Funds Trust

**Signature:** Barbara Crowell

**Name of Signer:** Barbara Crowell

**Title:** CFO