# EDGAR Filing Document

**Accession Number:** 0001750821
**File Stem:** 0001752724-25-181794
**Filing Date:** 2025-7
**Character Count:** 179136
**Document Hash:** 754813d7fb11cd661098d6d82427c066
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-181794.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-181794

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**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:** 251159273

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $180934296.06

**Total Liabilities:** $1314712.31

**Net Assets:** $179619583.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 195.13653015 | **1-Year:** 3669.42471080 | **5-Year:** 21783.12098844 | **10-Year:** 37218.11833849 | **30-Year:** 10635.07324046

**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 | 0.00%                | 0.34%                | -0.75%               |
| Class ID C000222265 | 0.00%                | 0.34%                | -0.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127968.23              | $-411215.74                                |
| Month 2  | $-148110.82              | $124159.45                                 |
| Month 3  | $51070.15                | $-1953624.83                               |

### Schedule of Portfolio Investments

| Name                                                                     | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140K3J29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77352 | PA      | $66868.94     | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac pool # QC6512 MBS 30yr                | CUSIP: 3133ARGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425073 | PA      | $351980.84    | 0.20%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3628000 | PA      | $3616804.21   | 2.01%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XAG22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189836 | PA      | $164892.26    | 0.09%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140N25R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23125 | PA      | $22480.67     | 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        |      9700 | PA      | $9670.12      | 0.01%             | 2042-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FYVZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    749087 | PA      | $599959.82    | 0.33%             | 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        |    393471 | PA      | $403645.73    | 0.22%             | 2056-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308228 | PA      | $251061.27    | 0.14%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FUCW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     97744 | PA      | $92237.12     | 0.05%             | 2044-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                            | UBS Commercial Mortgage Trust 2018-C8             | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14656.71     | 0.01%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418B6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2473 | PA      | $2311.31      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Freddie Mac REMICS                                | CUSIP: 3137HD2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1400558 | PA      | $1420233.70   | 0.79%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KJX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    120622 | PA      | $95520.42     | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae                                        | CUSIP: 3140XJ3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283823 | PA      | $253171.47    | 0.14%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0RF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    683184 | PA      | $586739.69    | 0.33%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                          | Phillips 66 Co                                    | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    738000 | PA      | $747474.07    | 0.42%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank/The                         | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356530.85    | 0.20%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ETCE5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500118.90    | 0.28%             | 2033-04-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31416NYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6382 | PA      | $6096.44      | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond 4.25 05/15/35    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2997000 | PA      | $2957196.09   | 1.65%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada                              | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1012164.96   | 0.56%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140QRWM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573573 | PA      | $542036.66    | 0.30%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp            | CUSIP: 3133EMT77<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    851000 | PA      | $736462.91    | 0.41%             | 2031-07-21      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                              | Lockheed Martin Corp                              | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    446000 | PA      | $389802.01    | 0.22%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BDXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      9410 | PA      | $7095.45      | 0.00%             | 2051-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QVQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369758 | PA      | $351951.38    | 0.20%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179XBK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    384362 | PA      | $347780.47    | 0.19%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                         | Pacific Gas and Electric Co                       | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    338000 | PA      | $327491.20    | 0.18%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410940 | PA      | $399993.58    | 0.22%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                 | Amur Equipment Finance Receivables X LLC          | CUSIP: 03236VAC5<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $780608.32    | 0.43%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137B8MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     30212 | PA      | $29560.64     | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                | Florida Power & Light Co                          | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    313000 | PA      | $318087.77    | 0.18%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                        | Enterprise Products Operating LLC                 | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64227.60     | 0.04%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QCRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265410 | PA      | $244189.74    | 0.14%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BB5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      7023 | PA      | $6948.29      | 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      | $308474.45    | 0.17%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                          | Aligned Data Centers Issuer LLC                   | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $384535.36    | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BRXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    453974 | PA      | $455741.58    | 0.25%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KLJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    620248 | PA      | $513058.79    | 0.29%             | 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            | USGA              | US        |     75299 | PA      | $72620.26     | 0.04%             | 2044-07-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138AV3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8144 | PA      | $7754.74      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                      | Virginia Electric and Power Co.                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    862000 | PA      | $796923.79    | 0.44%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X5PZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108402 | PA      | $94543.75     | 0.05%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                       | Coca-Cola Co/The                                  | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    426000 | PA      | $375236.84    | 0.21%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XJQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27585 | PA      | $23707.04     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ms Cap I Tr 2016-Ubs9                                                    | Morgan Stanley Capital I Trust 2016-UBS9          | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337000 | PA      | $332672.45    | 0.19%             | 2049-03-17      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400755 | PA      | $351948.26    | 0.20%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc                                     | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    358000 | PA      | $353252.34    | 0.20%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group Inc                            | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    481000 | PA      | $474875.27    | 0.26%             | 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          | USGA              | US        |     19514 | PA      | $19839.51     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148514 | PA      | $129580.58    | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    579249 | PA      | $525734.10    | 0.29%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Bond 4.25 02/15/54         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2192000 | PA      | $1952763.76   | 1.09%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                    | Alabama Power Co.                                 | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    494000 | PA      | $340805.07    | 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      | $197418.63    | 0.11%             | 2034-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                       | American Honda Finance Corp.                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1348396.58   | 0.75%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383LDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    854884 | PA      | $698420.64    | 0.39%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp                        | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    359000 | PA      | $373963.90    | 0.21%             | 2029-06-08      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6550 | PA      | $6283.75      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group, Inc.                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    263000 | PA      | $228320.03    | 0.13%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384JC77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    348401 | PA      | $353768.59    | 0.20%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161232 | PA      | $148416.44    | 0.08%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    344551 | PA      | $319881.67    | 0.18%             | 2039-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                        | Berkshire Hathaway Energy Co                      | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124228.66    | 0.07%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool FR RE0027                        | CUSIP: 3133LWA44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    241778 | PA      | $193816.92    | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137F74K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     17915 | PA      | $13458.84     | 0.01%             | 2050-12-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                      | Dell Equipment Finance Trust 2023-3               | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247427 | PA      | $248832.96    | 0.14%             | 2026-06-22      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XC5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26195 | PA      | $21480.73     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                               | MidAmerican Energy Co.                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1313373.11   | 0.73%             | 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      | $317427.44    | 0.18%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X63C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162668 | PA      | $136735.54    | 0.08%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PSMC TRUST                                                               | PSMC 2020-3 Trust                                 | CUSIP: 693675AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $739313.19    | 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        |    810000 | PA      | $810141.58    | 0.45%             | 2029-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                         | BP Capital Markets America Inc                    | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    261000 | PA      | $256704.50    | 0.14%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note                       | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    358000 | PA      | $338058.28    | 0.19%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                       | Energy Transfer LP                                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    323000 | PA      | $305733.53    | 0.17%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    906019 | PA      | $823057.02    | 0.46%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383AED2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1464178 | PA      | $1259841.75   | 0.70%             | 2051-09-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88520 | PA      | $80416.93     | 0.04%             | 2037-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3308000 | PA      | $3275953.75   | 1.82%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DNKE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     41752 | PA      | $37457.90     | 0.02%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X6QT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246292 | PA      | $207216.84    | 0.12%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Inc                                             | Morgan Stanley Capital I Trust 2016-UBS12         | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413000 | PA      | $402004.33    | 0.22%             | 2049-12-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4494000 | PA      | $4476796.43   | 2.49%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38382Q3B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    114801 | PA      | $86970.97     | 0.05%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B5GG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     52415 | PA      | $46318.77     | 0.03%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                             | Honeywell International Inc                       | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $999881.13    | 0.56%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0YS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20020 | PA      | $20762.95     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | UMBS Freddie Mac Pool                             | CUSIP: 3132DQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    392010 | PA      | $384897.45    | 0.21%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216537 | PA      | $213618.88    | 0.12%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138ETQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7637 | PA      | $6839.87      | 0.00%             | 2041-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X7R76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72041 | PA      | $71403.18     | 0.04%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40828 | PA      | $38913.36     | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137H1VN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    104758 | PA      | $86114.00     | 0.05%             | 2049-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XMRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370491 | PA      | $377894.52    | 0.21%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                      | NextEra Energy Capital Holdings Inc               | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    136000 | PA      | $121013.75    | 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        |     74044 | PA      | $71669.26     | 0.04%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                      | International Bank for Reconstruction & Dev       | CUSIP: 45906M5V9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $979922.54    | 0.55%             | 2034-11-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XQU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27037 | PA      | $26929.56     | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1131254 | PA      | $937254.79    | 0.52%             | 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        |     25984 | PA      | $25854.20     | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                         | Morgan Stanley Bank NA                            | CUSIP: 61690D3Y2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | STIV             | CORP              | US        |    450000 | PA      | $449444.30    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express National Bank                                           | American Express National Bank                    | CUSIP: 02589AH47<br>LEI: 2MTSQ5CCMGGQ8GQ49R43 | Long             | STIV             | CORP              | US        |    875000 | PA      | $872939.38    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31416YKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52491 | PA      | $52790.34     | 0.03%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                               | ONEOK Inc.                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    204000 | PA      | $182545.74    | 0.10%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152835 | PA      | $127006.29    | 0.07%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XAFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18608 | PA      | $15656.53     | 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        |     68286 | PA      | $63298.87     | 0.04%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5PU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1760000 | PA      | $1753178.35   | 0.98%             | 2035-04-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond 3.75 12/31/28    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1996000 | PA      | $1986643.75   | 1.11%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2            | Seasoned Credit Risk Transfer Trust               | CUSIP: 35563P2N8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     66730 | PA      | $57772.96     | 0.03%             | 2060-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    435713 | PA      | $374385.85    | 0.21%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44632 | PA      | $43268.05     | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                       | Ellington Financial Mortgage Trust 2020-1         | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45382 | PA      | $44865.42     | 0.02%             | 2065-05-25      | Variable      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137ATH70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     10235 | PA      | $9636.18      | 0.01%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $1122920.79   | 0.63%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138A46Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21692 | PA      | $20671.99     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ER5N7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    852000 | PA      | $855272.20    | 0.48%             | 2033-03-03      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Freddie Mac REMICS                                | CUSIP: 3137HKA61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    535882 | PA      | $540160.12    | 0.30%             | 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        |    265173 | PA      | $260114.30    | 0.14%             | 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      | $421934.56    | 0.23%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XLBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288197 | PA      | $264937.37    | 0.15%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                         | Canadian Pacific Railway Co                       | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3564.02      | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XCJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1136004 | PA      | $938869.52    | 0.52%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                       | Boeing Co/The                                     | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    324000 | PA      | $326986.19    | 0.18%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138A36V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4425 | PA      | $4218.30      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    475752 | PA      | $470492.66    | 0.26%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25282 | PA      | $21537.54     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371018 | PA      | $332780.70    | 0.19%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38378GM70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |         1 | PA      | $0.65         | 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      | $213377.88    | 0.12%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128P73T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27846 | PA      | $27236.86     | 0.02%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                  | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $4281971.12   | 2.38%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XFPR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17336 | PA      | $15151.88     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Bond                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1114000 | PA      | $1060040.63   | 0.59%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183810 | PA      | $183674.06    | 0.10%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                      | GMF Floorplan Owner Revolving Trust               | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402727.44    | 0.22%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DPK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239843 | PA      | $192812.31    | 0.11%             | 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        |    336623 | PA      | $301602.82    | 0.17%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XFH20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17596 | PA      | $15259.78     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137F9XQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     40056 | PA      | $32593.25     | 0.02%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232502 | PA      | $208916.14    | 0.12%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc/The                       | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1306456.64   | 0.73%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2022-B LLC                                                  | NMEF Funding 2022-B LLC                           | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52344 | PA      | $52452.65     | 0.03%             | 2049-06-01      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                         | Morgan Stanley Bank NA                            | CUSIP: 61690D4D7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | STIV             | CORP              | US        |   1210000 | PA      | $1205976.87   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group Inc                            | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    122000 | PA      | $109896.91    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp                        | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    361000 | PA      | $367681.18    | 0.20%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                           | Wells Fargo Commercial Mortgage Trust 2017-RB1    | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351000 | PA      | $337834.45    | 0.19%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corp                                      | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    812000 | PA      | $621489.51    | 0.35%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | Goldman Sachs Bank USA/New York NY                | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    381000 | PA      | $383756.29    | 0.21%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KL2G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    738863 | PA      | $602010.49    | 0.34%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32945 | PA      | $29383.95     | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Structured Pass-Through Certificates  | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |     12051 | PA      | $11018.17     | 0.01%             | 2044-10-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                               | BAT Capital Corp.                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    968000 | PA      | $978133.86    | 0.54%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                          | Cigna Group/The                                   | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    226000 | PA      | $229485.38    | 0.13%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Freddie Mac REMICS                                | CUSIP: 3137H6AQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    241869 | PA      | $222517.43    | 0.12%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                       | American Honda Finance Corp                       | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    518000 | PA      | $483813.59    | 0.27%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3622ACBN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315066 | PA      | $315073.69    | 0.18%             | 2053-09-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                           | Carmax Auto Owner Trust                           | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12795 | PA      | $12837.05     | 0.01%             | 2027-08-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XNYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313524 | PA      | $278177.97    | 0.15%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38379U6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      4463 | PA      | $4351.68      | 0.00%             | 2044-09-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418CHQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2827 | PA      | $2707.58      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corp.                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    723000 | PA      | $565064.69    | 0.31%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                               | American Tower Corp                               | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    449000 | PA      | $433496.56    | 0.24%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank/The                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124684.95    | 0.07%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DNSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    466181 | PA      | $387241.85    | 0.22%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31417YHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16858 | PA      | $17010.36     | 0.01%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corp                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1557454.84   | 0.87%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61171 | PA      | $53425.63     | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                      | Walt Disney Co./The                               | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    769000 | PA      | $617846.45    | 0.34%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association             | CUSIP: 3136G4Q71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2450000 | PA      | $1816922.55   | 1.01%             | 2035-08-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18565 | PA      | $15951.55     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137F9AC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     46900 | PA      | $34780.81     | 0.02%             | 2050-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133AXMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    378181 | PA      | $295610.46    | 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        |    785466 | PA      | $614922.23    | 0.34%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QGUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159661 | PA      | $135265.21    | 0.08%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5TW8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1750000 | PA      | $1745127.00   | 0.97%             | 2030-04-17      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384KPA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     15347 | PA      | $15461.71     | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corp                          | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    474000 | PA      | $479357.17    | 0.27%             | 2036-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2489616 | PA      | $2421535.18   | 1.35%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XPGP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491176 | PA      | $489700.92    | 0.27%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17589 | PA      | $16785.76     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249530 | PA      | $216026.20    | 0.12%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B6EQ5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    440000 | PA      | $440020.99    | 0.24%             | 2030-05-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool FS6404                            | CUSIP: 3140XNDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538795 | PA      | $497152.44    | 0.28%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418BD45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64468 | PA      | $63766.80     | 0.04%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115839 | PA      | $101207.45    | 0.06%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133AFT27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    288603 | PA      | $226224.46    | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383LH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     17375 | PA      | $17420.57     | 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        |     44021 | PA      | $43419.70     | 0.02%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222082 | PA      | $188237.24    | 0.10%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc/The                       | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1283972.68   | 0.71%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                         | Morgan Stanley Private Bank NA                    | CUSIP: 61776NRV7<br>LEI: 549300GS0W0TEUQS8571 | Long             | STIV             | CORP              | US        |   1145000 | PA      | $1141192.99   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133ABNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    214247 | PA      | $176423.88    | 0.10%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    245540 | PA      | $217850.00    | 0.12%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DQVS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    327355 | PA      | $331257.72    | 0.18%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BPLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     39406 | PA      | $40128.59     | 0.02%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac pool # SD3835 MBS 30yr                | CUSIP: 3132E0HL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    517656 | PA      | $527289.01    | 0.29%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                       | ConocoPhillips Co                                 | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    258000 | PA      | $252106.30    | 0.14%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384HVG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    540000 | PA      | $530105.04    | 0.30%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1510800 | PA      | $1317755.81   | 0.73%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                               | 3M Co.                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    615000 | PA      | $608592.46    | 0.34%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2022-SFR1 TRUST                                       | Tricon Residential 2022-SFR2 Trust                | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    526244 | PA      | $516886.03    | 0.29%             | 2039-04-19      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                       | Canadian Imperial Bank of Commerce                | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |    592000 | PA      | $605941.74    | 0.34%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                                      | Ford Credit Auto Owner Trust 2024-C               | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $4977.38      | 0.00%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E0AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    401195 | PA      | $401006.19    | 0.22%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10852 | PA      | $10918.56     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST                               | Toyota Auto Receivables 2024-C Owner Trust        | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1058373.86   | 0.59%             | 2028-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5B49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    805000 | PA      | $804322.29    | 0.45%             | 2032-02-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                 | John Deere Capital Corp.                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    478000 | PA      | $480823.39    | 0.27%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                     | Keurig Dr Pepper Inc                              | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    633000 | PA      | $645523.20    | 0.36%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BSVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     27106 | PA      | $26188.55     | 0.01%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17559 | PA      | $14820.38     | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17214 | PA      | $15846.31     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4196000 | PA      | $3907197.21   | 2.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137BTS85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    136613 | PA      | $132786.50    | 0.07%             | 2053-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X7AN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38789 | PA      | $32048.26     | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XKWM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429692 | PA      | $341799.48    | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383R7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     27417 | PA      | $26498.85     | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2                | GM Financial Consumer Automobile Receivables      | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14000 | PA      | $14107.00     | 0.01%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| First American Funds Inc.                                                | First American Treasury Obligations Fund          | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   1259792 | PA      | $1259792.14   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418C7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14188 | PA      | $12751.83     | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KKUD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184614 | PA      | $152984.99    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                                  | Harley-Davidson Motorcycle Trust 2024-A           | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278000 | PA      | $281296.80    | 0.16%             | 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        |    468264 | PA      | $476662.19    | 0.27%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DSYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13151 | PA      | $12754.75     | 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        |     18904 | PA      | $16517.79     | 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        |      1969 | PA      | $1945.18      | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RLGH TRUST                                                               | RLGH Trust 2021-TROT                              | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $428830.62    | 0.24%             | 2036-04-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-2                                       | Ally Auto Receivables Trust 2022-2                | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9886 | PA      | $9889.11      | 0.01%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DUUC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    195039 | PA      | $194122.61    | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                | Florida Power & Light Co.                         | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    472000 | PA      | $439586.51    | 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      | $604322.64    | 0.34%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78388 | PA      | $68589.15     | 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        |    210081 | PA      | $183894.23    | 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      | $298404.32    | 0.17%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXEE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144420 | PA      | $132870.55    | 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      | $718629.89    | 0.40%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38382QQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    137295 | PA      | $105896.93    | 0.06%             | 2051-05-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384NLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    504751 | PA      | $507884.10    | 0.28%             | 2048-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 31339UEV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3633 | PA      | $3261.52      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp            | CUSIP: 3133ERT35<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    833000 | PA      | $832395.47    | 0.46%             | 2030-01-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                            | Consolidated Edison Co. of New York, Inc.         | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99922.92     | 0.06%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    534000 | PA      | $539113.70    | 0.30%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | United States Treasury Note/Bond                  | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1332000 | PA      | $1327993.60   | 0.74%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                           | Mexico Government International Bond              | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    766000 | PA      | $760339.26    | 0.42%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179MAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23780 | PA      | $23566.60     | 0.01%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338070 | PA      | $293562.61    | 0.16%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448324 | PA      | $389753.44    | 0.22%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B42K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    129407 | PA      | $124590.09    | 0.07%             | 2053-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | Goldman Sachs Bank USA/New York NY                | CUSIP: 38150VR43<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | STIV             | CORP              | US        |   1243000 | PA      | $1245141.81   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X5V83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5644 | PA      | $5155.36      | 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      | $515253.60    | 0.29%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                   | Waste Management Inc                              | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195482.76    | 0.11%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871568 | PA      | $860073.04    | 0.48%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5362 | PA      | $4685.00      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138EHTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24758 | PA      | $24707.77     | 0.01%             | 2032-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XM3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19508 | PA      | $17205.47     | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Co Inc                   | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    576000 | PA      | $582414.55    | 0.32%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179V6V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1105836 | PA      | $868460.60    | 0.48%             | 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        |    528376 | PA      | $440264.37    | 0.25%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AAZ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      7051 | PA      | $6814.86      | 0.00%             | 2028-01-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYY37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    711331 | PA      | $716881.05    | 0.40%             | 2043-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138EM6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49399 | PA      | $49345.12     | 0.03%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup, Inc.                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    676000 | PA      | $675725.08    | 0.38%             | 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      | $337376.96    | 0.19%             | 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      | $413694.14    | 0.23%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                          | Starbucks Corp                                    | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192693.44    | 0.11%             | 2030-05-15      | Fixed         | 4.80%                 | 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      | $1901545.24   | 1.06%             | 2033-03-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136ADFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     66556 | PA      | $65900.87     | 0.04%             | 2033-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3808 | PA      | $3458.07      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                            | Dell International LLC / EMC Corp.                | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    256000 | PA      | $252762.73    | 0.14%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38374TJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       903 | PA      | $878.76       | 0.00%             | 2039-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                    | Wells Fargo Commercial Mortgage Trust 2021-SAVE   | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64118 | PA      | $64167.64     | 0.04%             | 2040-02-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                              | Verizon Communications, Inc.                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $846201.13    | 0.47%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association             | CUSIP: 3136G43S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2534000 | PA      | $1871520.06   | 1.04%             | 2035-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DMZE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    238451 | PA      | $213425.75    | 0.12%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132E07J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21869 | PA      | $19305.73     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    486079 | PA      | $396260.87    | 0.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7658 | PA      | $7213.50      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B5YE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      4954 | PA      | $4549.98      | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DVLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32900 | PA      | $27344.79     | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C14                                            | BBCMS Mortgage Trust 2022-C14                     | CUSIP: 07336AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81886 | PA      | $79652.51     | 0.04%             | 2055-02-18      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140W06W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1402755 | PA      | $1422323.85   | 0.79%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QCEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90318 | PA      | $78567.50     | 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      | $309044.62    | 0.17%             | 2052-10-18      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X8BP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120886 | PA      | $100084.75    | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38380WZN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    142306 | PA      | $136780.81    | 0.08%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Co                               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    422000 | PA      | $420545.85    | 0.23%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XPAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1353936 | PA      | $1296560.88   | 0.72%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FXHR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     18633 | PA      | $17621.86     | 0.01%             | 2042-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XBW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322305 | PA      | $267456.91    | 0.15%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38383L6W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    380137 | PA      | $385042.28    | 0.21%             | 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        |     95048 | PA      | $89712.21     | 0.05%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140X4QA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63583 | PA      | $56549.67     | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ER5R8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    309000 | PA      | $308503.44    | 0.17%             | 2034-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BP2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    352689 | PA      | $348896.16    | 0.19%             | 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        |     21734 | PA      | $22071.76     | 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        |    241999 | PA      | $214956.78    | 0.12%             | 2046-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QKVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23982 | PA      | $19833.08     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XL6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24953 | PA      | $19525.07     | 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        |    432232 | PA      | $356680.15    | 0.20%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133N3WH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7214 | PA      | $5795.41      | 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        |    226066 | PA      | $187598.80    | 0.10%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BCSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     88030 | PA      | $79999.80     | 0.04%             | 2044-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140L1VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262895 | PA      | $208239.82    | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     44374 | PA      | $42085.36     | 0.02%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                          | Fox Corp                                          | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    765000 | PA      | $819546.25    | 0.46%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    252887 | PA      | $250929.11    | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | US Bancorp 5.678 01/23/35                         | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    369000 | PA      | $376039.28    | 0.21%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240261 | PA      | $196536.19    | 0.11%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QLX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399420 | PA      | $346004.95    | 0.19%             | 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        |    528473 | PA      | $480585.90    | 0.27%             | 2045-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                 | CUSIP: 3622ABDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248965 | PA      | $219847.03    | 0.12%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179U5R9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418143 | PA      | $400923.15    | 0.22%             | 2034-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B                                 | World Omni Auto Receivables Trust 2023-B          | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32247 | PA      | $32263.60     | 0.02%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                         | Bank of Montreal                                  | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |    301000 | PA      | $300897.61    | 0.17%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                   | Wells Fargo Bank NA                               | CUSIP: 949764QM9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1415000 | PA      | $1416824.64   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    685570 | PA      | $580888.32    | 0.32%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNSF RAILWAY COMPANY PASS THROUGH TRUST                                  | BNSF Railway Co 2015-1 Pass Through Trust         | CUSIP: 05581JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487147 | PA      | $467590.86    | 0.26%             | 2028-06-16      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349789 | PA      | $300401.63    | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136BRJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    450962 | PA      | $454471.15    | 0.25%             | 2044-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                           | CarMax Auto Owner Trust 2023-1                    | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31755 | PA      | $31770.25     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                         | Morgan Stanley Private Bank NA                    | CUSIP: 61776NRW5<br>LEI: 549300GS0W0TEUQS8571 | Long             | STIV             | CORP              | US        |    440000 | PA      | $439456.64    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265529 | PA      | $246451.70    | 0.14%             | 2027-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                | UNP CO 2005 TRST 5.082% 01/02/2029                | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10099 | PA      | $10124.18     | 0.01%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418BQN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3694 | PA      | $3574.23      | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                              | Walmart, Inc.                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    452000 | PA      | $452254.42    | 0.25%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136B8G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    155056 | PA      | $128705.80    | 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        |    276469 | PA      | $286352.14    | 0.16%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XL6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643623 | PA      | $531350.12    | 0.30%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                      | Cisco Systems Inc                                 | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    413000 | PA      | $421456.09    | 0.23%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                          | Eli Lilly & Co                                    | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $381399.82    | 0.21%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                        | Intel Corp.                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    147000 | PA      | $132011.28    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QLNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663831 | PA      | $549094.93    | 0.31%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                              | PepsiCo, Inc.                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129821.87    | 0.07%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137A1XL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |         6 | PA      | $6.43         | 0.00%             | 2025-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                    | International Business Machines Corp              | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $603188.75    | 0.34%             | 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        |      5612 | PA      | $5516.13      | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                          | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107502.74    | 0.06%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                         | Burlington Northern Santa Fe LLC                  | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1097000 | PA      | $951124.80    | 0.53%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                           | Wells Fargo Commercial Mortgage Trust 2016-C35    | CUSIP: 95000FAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $156609.14    | 0.09%             | 2048-07-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 3622ACLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2614894 | PA      | $2067455.65   | 1.15%             | 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      | $299614.08    | 0.17%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KNSE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    203736 | PA      | $167613.22    | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Banks                           | CUSIP: 3130B5CL0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    850000 | PA      | $846317.89    | 0.47%             | 2030-03-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XMNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525171 | PA      | $413649.11    | 0.23%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132ADTF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    248267 | PA      | $231951.65    | 0.13%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136AWZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    228000 | PA      | $221856.72    | 0.12%             | 2037-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                               | TotalEnergies Capital SA                          | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    560000 | PA      | $523200.63    | 0.29%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XRC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    959214 | PA      | $808009.22    | 0.45%             | 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      | $153259.42    | 0.09%             | 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      | $469036.95    | 0.26%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                             | Northrop Grumman Corp                             | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191749.75    | 0.11%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac REMICS                                | CUSIP: 3137FWEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    348832 | PA      | $269441.90    | 0.15%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384C6U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    130981 | PA      | $132288.64    | 0.07%             | 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        |     36443 | PA      | $36129.95     | 0.02%             | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364748 | PA      | $300674.43    | 0.17%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank/The                         | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237486.46    | 0.13%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust             | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $520022.88    | 0.29%             | 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        |    644000 | PA      | $646554.19    | 0.36%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Gold Pool                             | CUSIP: 3128P7QX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39418 | PA      | $39638.94     | 0.02%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                       | ConocoPhillips Co                                 | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    831000 | PA      | $742400.44    | 0.41%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    916000 | PA      | $890244.71    | 0.50%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                 | CUSIP: 36194SPD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276153 | PA      | $236044.44    | 0.13%             | 2041-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136A9GM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     28208 | PA      | $26163.31     | 0.01%             | 2041-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140L0D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17146 | PA      | $13505.08     | 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      | $825870.25    | 0.46%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56097 | PA      | $53474.40     | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                    | International Business Machines Corp              | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237938.70    | 0.13%             | 2052-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136A42D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1921 | PA      | $1923.01      | 0.00%             | 2032-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39757 | PA      | $35887.78     | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XGEN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18548 | PA      | $16859.24     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                       | Ford Motor Co.                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1180655.96   | 0.66%             | 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      | $1004065.49   | 0.56%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133ALTH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23703 | PA      | $19479.13     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418ASW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188063 | PA      | $179792.56    | 0.10%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                   | United Airlines 2023-1 Class A Pass Through Trust | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    358243 | PA      | $359846.92    | 0.20%             | 2036-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140FXGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57786 | PA      | $55071.78     | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                        | Exxon Mobil Corp.                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1063478.65   | 0.59%             | 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        |    747595 | PA      | $645713.77    | 0.36%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                | Federal Farm Credit Banks Funding Corp.           | CUSIP: 3133ETAX5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1658000 | PA      | $1651379.44   | 0.92%             | 2033-03-25      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172520 | PA      | $154737.12    | 0.09%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMICS                                 | CUSIP: 3136ASQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       442 | PA      | $439.91       | 0.00%             | 2043-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                      | Dominion Energy, Inc.                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    723000 | PA      | $716016.61    | 0.40%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Corp                        | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    314000 | PA      | $302103.54    | 0.17%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31417YSC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2841 | PA      | $2708.97      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bbcms Mr 2017-C1                                                         | BBCMS MORTGAGE TRUST 2017-C1                      | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $9772.95      | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1302275 | PA      | $1196043.39   | 0.67%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XCY28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51607 | PA      | $49139.94     | 0.03%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Pool                                  | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    138420 | PA      | $120747.12    | 0.07%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XPLH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39091 | PA      | $30874.39     | 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        |    362896 | PA      | $361689.00    | 0.20%             | 2051-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XLG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245545 | PA      | $193801.20    | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas  LLC                                               | Duke Energy Carolinas LLC                         | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1662243.02   | 0.93%             | 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        |     64836 | PA      | $62023.60     | 0.03%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347725 | PA      | $287221.85    | 0.16%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ MORTGAGE TRUST                                            | EQUS 2021-EQAZ Mortgage Trust                     | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599967 | PA      | $599436.86    | 0.33%             | 2036-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38378PQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     66386 | PA      | $64381.79     | 0.04%             | 2042-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Co, Inc.                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263022.69    | 0.15%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XHD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21224 | PA      | $17452.43     | 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        |    292750 | PA      | $279061.24    | 0.16%             | 2056-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae REMIC Trust 2005-W1                    | CUSIP: 31394CB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    964147 | PA      | $999143.64    | 0.56%             | 2044-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treasury Note/Bond                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4565000 | PA      | $4457294.53   | 2.48%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Co Inc                   | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156179.00    | 0.09%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38382DXT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    325559 | PA      | $272096.03    | 0.15%             | 2050-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27013 | PA      | $24577.99     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                           | Charles Schwab Corp/The                           | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    356000 | PA      | $368671.03    | 0.21%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    989515 | PA      | $882669.08    | 0.49%             | 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        |     74885 | PA      | $68220.10     | 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        |    125830 | PA      | $121683.27    | 0.07%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Pool                                   | CUSIP: 31418DTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246015 | PA      | $228053.35    | 0.13%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Fannie Mae Pool                                   | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242655 | PA      | $206958.36    | 0.12%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                     | Verizon Mater Trust                               | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $475324.86    | 0.26%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association          | CUSIP: 38384JZZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      3667 | PA      | $3770.16      | 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        |      9077 | PA      | $8971.48      | 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        |      2465 | PA      | $2499.88      | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** ex

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer