# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-047191
**Filing Date:** 2023-2
**Character Count:** 272749
**Document Hash:** 92cc927666c5246bfb630819a16b058a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047191.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047191

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23684015

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

### SA Wellington Government and Quality Bond Portfolio (Series ID: S000072728)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000229211 | Class 2      |  |
| C000229212 | Class 3      |  |
| C000229213 | Class 1      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Wellington Government and Quality Bond Portfolio

- **b. EDGAR series identifier (if any):** S000072728

- **c. LEI of Series:** 549300ZH1VPERI0LRL89

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1578328997.48

**Total Liabilities:** $228320337.33

**Net Assets:** $1350008660.15

**Delayed Delivery Securities:** $26484483.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1204.91000000 | **1-Year:** -19695.76000000 | **5-Year:** -60377.19000000 | **10-Year:** -58405.00000000 | **30-Year:** -23418.64000000

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

- **3-Month:** -5.22000000 | **1-Year:** -256.18000000 | **5-Year:** -1111.33000000 | **10-Year:** -4230.87000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229212 | -1.59%               | 3.45%                | -0.70%               |
| Class ID C000229213 | -1.63%               | 3.44%                | -0.62%               |
| Class ID C000229211 | -1.68%               | 3.51%                | -0.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17968951.92            | $-6305083.38                               |
| Month 2  | $-6619344.02             | $48800443.11                               |
| Month 3  | $6015920.18              | $-22717299.34                              |

**Designated Index Information**

- **Index Name:** BBG US Aggregate A or Beter Idx(CL)

- **Index Identifier:** I27067US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209XD23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        66 | PA      | $67.86        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4096000 | PA      | $4101760.00   | 0.30%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                         | Metropolitan Life Global Funding I                           | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $3553654.45   | 0.26%             | 2032-01-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138WTPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137770 | PA      | $134658.53    | 0.01%             | 2043-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       444 | PA      | $456.51       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296DQQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9820 | PA      | $10409.12     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                   | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21850000 | PA      | $20071742.56  | 1.49%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57100000 | PA      | $51133495.95  | 3.79%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296DN46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44921 | PA      | $47586.05     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3405000 | PA      | $2741557.03   | 0.20%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138XBPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190270 | PA      | $186292.26    | 0.01%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36206YDU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2118 | PA      | $2217.93      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209KXG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       284 | PA      | $292.25       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138L8LL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3392270 | PA      | $3276239.98   | 0.24%             | 2024-12-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1585000 | PA      | $1236609.57   | 0.09%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138AYXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148214 | PA      | $148654.40    | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36176MBQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    330927 | PA      | $320345.89    | 0.02%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                             | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1645103.73   | 0.12%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140QEAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3721514 | PA      | $3191818.36   | 0.24%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $147961.56    | 0.01%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209NJD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1600 | PA      | $1644.84      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                         | Brighthouse Financial Global Funding                         | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564983.89    | 0.04%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6040000 | PA      | $5779996.84   | 0.43%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XA4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1811438 | PA      | $1542671.94   | 0.11%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                        | Ford Credit Auto Owner Trust 2021-REV1                       | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $737127.65    | 0.05%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213CZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2887 | PA      | $2944.77      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201FME4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        72 | PA      | $74.08        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36176DEQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51068 | PA      | $49184.56     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210JER5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       294 | PA      | $302.60       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138LTX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189508 | PA      | $182772.63    | 0.01%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39850 | PA      | $36243.65     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust I LLC 2018-3                        | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24283 | PA      | $24148.79     | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36203TEH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        23 | PA      | $23.84        | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213EU87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27714 | PA      | $28489.16     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                         | Metropolitan Life Global Funding I                           | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3111013.71   | 0.23%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140FLA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18775 | PA      | $17077.28     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36294S6R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19174 | PA      | $20199.88     | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20262 | PA      | $21071.73     | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213JJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10690 | PA      | $10988.18     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26245600 | PA      | $23899899.50  | 1.77%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208YNJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1130 | PA      | $1171.65      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3620A9ME8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22130 | PA      | $22575.22     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                            | KANSAS ST DEV FIN AUTH REVENUE                               | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   1555000 | PA      | $1048547.39   | 0.08%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137AX5Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    809926 | PA      | $755799.16    | 0.06%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $390071.49    | 0.03%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208YH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       142 | PA      | $146.32       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207EMV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       609 | PA      | $614.09       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 312944PJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1488481 | PA      | $1431061.07   | 0.11%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208QRL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12452 | PA      | $12779.09     | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138A1JC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104390 | PA      | $103485.07    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Municipal Electric Agency                              | ILLINOIS ST MUNI ELEC AGY PWR SPLY                           | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1910000 | PA      | $2074782.77   | 0.15%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7615000 | PA      | $7216402.34   | 0.53%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209AFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       337 | PA      | $346.82       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296R3Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21140 | PA      | $22100.84     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209UNS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       784 | PA      | $805.41       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213R2B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25161 | PA      | $25330.87     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140L2DU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139672 | PA      | $938546.88    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                         | Piedmont Healthcare Inc                                      | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4525000 | PA      | $3484246.83   | 0.26%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                 | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE   | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2670000 | PA      | $1916831.18   | 0.14%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225A3W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       126 | PA      | $129.54       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                        | Cooperatieve Rabobank UA                                     | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4015000 | PA      | $3506896.29   | 0.26%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208T2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1289 | PA      | $1326.69      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137AUXZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239936 | PA      | $210073.50    | 0.02%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211W2C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1854 | PA      | $1854.90      | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209KRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       413 | PA      | $424.19       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225AZL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       241 | PA      | $247.38       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                     | Equinor ASA                                                  | CUSIP: 85771PAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    211000 | PA      | $210838.68    | 0.02%             | 2023-01-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                        | Duke Energy Progress LLC                                     | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $2259052.03   | 0.17%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                          | Standard Chartered PLC                                       | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3310000 | PA      | $3123477.40   | 0.23%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136ADEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2445433 | PA      | $2191831.41   | 0.16%             | 2043-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209D5Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2727 | PA      | $2803.04      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225AY79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1647 | PA      | $1692.80      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211BF74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21273 | PA      | $21865.45     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $31805.86     | 0.00%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418MWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2740 | PA      | $2836.93      | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3395000 | PA      | $2948212.70   | 0.22%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209Y4T2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1229 | PA      | $1243.44      | 0.00%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208CET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1093 | PA      | $1123.94      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond - WI Reopening              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7450000 | PA      | $7294015.63   | 0.54%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                       | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4455000 | PA      | $4291370.52   | 0.32%             | 2036-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208UAQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $26.23        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211B2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1918 | PA      | $1928.12      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36292ENB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34524 | PA      | $35679.89     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36212LVW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12414 | PA      | $12444.08     | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-ARIA                                           | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975000 | PA      | $3729272.66   | 0.28%             | 2036-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13706811 | PA      | $12281774.53  | 0.91%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209GM95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       150 | PA      | $154.38       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209D6C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       734 | PA      | $754.39       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6520000 | PA      | $4908592.17   | 0.36%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3133AUDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5255693 | PA      | $4646756.58   | 0.34%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36205PX30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2214 | PA      | $2275.80      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210FU38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       741 | PA      | $761.30       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36292KE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       844 | PA      | $850.67       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200CTB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       768 | PA      | $787.52       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XDBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15937747 | PA      | $14133901.36  | 1.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207FMA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         7 | PA      | $6.71         | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  45222000 | PA      | $43515153.95  | 3.22%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KW61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40361 | PA      | $42782.63     | 0.00%             | 2038-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137AJUU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1859071 | PA      | $1774347.99   | 0.13%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5905000 | PA      | $5566154.51   | 0.41%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209CR24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       570 | PA      | $586.13       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                            | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4064000 | PA      | $3504027.37   | 0.26%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KV54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53859 | PA      | $57090.54     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                    | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust       | CUSIP: 95003KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4980143 | PA      | $4275865.97   | 0.32%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201SPY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1145 | PA      | $1174.60      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12620000 | PA      | $11311167.94  | 0.84%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KTW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28687 | PA      | $30407.10     | 0.00%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225BAM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2099 | PA      | $2157.63      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241LWN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79324 | PA      | $81183.34     | 0.01%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209NBV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2807 | PA      | $2885.65      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31412NAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17339 | PA      | $17980.91     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36295QPB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53020 | PA      | $55923.54     | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XAXV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1997499 | PA      | $1630971.02   | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225BND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1271 | PA      | $1309.12      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4929640.61   | 0.37%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-4                             | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734853 | PA      | $696959.36    | 0.05%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209JSH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       823 | PA      | $845.52       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48215000 | PA      | $47209264.99  | 3.50%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    614000 | PA      | $645283.53    | 0.05%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140FKQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4638668 | PA      | $4151930.84   | 0.31%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209TLY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14293 | PA      | $14916.61     | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211U3M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        82 | PA      | $81.69        | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                      | MMAF Equipment Finance LLC 2019-B                            | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2960000 | PA      | $2701954.60   | 0.20%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296DG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22036 | PA      | $22740.12     | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200XUR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5559 | PA      | $5855.06      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36295M4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40307 | PA      | $42308.61     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213UBD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3804 | PA      | $3910.80      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225BGD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1630 | PA      | $1675.07      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8672000 | PA      | $8849505.00   | 0.66%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213XLA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5689 | PA      | $5847.28      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208V2E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       624 | PA      | $640.88       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3620ALSX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221456 | PA      | $219419.27    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1421000 | PA      | $1413728.47   | 0.10%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8435000 | PA      | $8195129.69   | 0.61%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209MU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       299 | PA      | $307.24       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                    | DNB Bank ASA                                                 | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3860000 | PA      | $3355034.41   | 0.25%             | 2027-05-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                        | SCE Recovery Funding LLC                                     | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295157 | PA      | $1076020.93   | 0.08%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000954 | PA      | $1916592.84   | 0.14%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                  | Fannie Mae-Aces                                              | CUSIP: 3136AYP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179084 | PA      | $177019.26    | 0.01%             | 2024-10-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                           | BANK OF AMERICA MASTER NOTE                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  44580000 | PA      | $44580000.00  | 3.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36292JUE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2435 | PA      | $2454.05      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208XKK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       581 | PA      | $597.57       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209KM70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       265 | PA      | $272.82       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213HVR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25820 | PA      | $26539.27     | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450000 | PA      | $4277625.65   | 0.32%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11812 | PA      | $12231.85     | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18655000 | PA      | $16564328.37  | 1.23%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209QPU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       484 | PA      | $497.78       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210MVE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2741 | PA      | $2817.43      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208T4S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       192 | PA      | $197.85       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1104196.88   | 0.08%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209KWS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       337 | PA      | $346.31       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19875000 | PA      | $18635991.31  | 1.38%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27248000 | PA      | $27348051.39  | 2.03%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3766148 | PA      | $3174675.55   | 0.24%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210LVV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2301 | PA      | $2365.47      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225AR69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       272 | PA      | $279.98       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4034361 | PA      | $3447344.16   | 0.26%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209AVQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1142 | PA      | $1171.08      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209SVQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1053 | PA      | $1082.26      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241LEG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45938 | PA      | $48694.25     | 0.00%             | 2039-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138ARAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197555 | PA      | $194560.90    | 0.01%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KXF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27612 | PA      | $28053.73     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21697 | PA      | $22530.62     | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                        | Ford Credit Auto Owner Trust 2021-REV1                       | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $635529.35    | 0.05%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6580000 | PA      | $6658314.24   | 0.49%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                            | Horizon Aircraft Finance III Ltd                             | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    720735 | PA      | $555691.95    | 0.04%             | 2039-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291NUY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2423 | PA      | $2449.06      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208XTY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       299 | PA      | $307.25       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210BB38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       629 | PA      | $646.89       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210AN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       162 | PA      | $167.01       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                         | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $124903.32    | 0.01%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208WHD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       250 | PA      | $257.18       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12290000 | PA      | $11027874.64  | 0.82%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1484000 | PA      | $1390655.51   | 0.10%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213N4L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3996 | PA      | $4107.45      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153689 | PA      | $151282.97    | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208VX26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       366 | PA      | $375.74       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                  | Home Partners of America 2021-2 Trust                        | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3602110 | PA      | $3077049.52   | 0.23%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208RXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       173 | PA      | $178.23       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36202VU66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10509 | PA      | $10761.36     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                           | Brooklyn Union Gas Co/The                                    | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1096651.42   | 0.08%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207V2T2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       298 | PA      | $306.15       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                     | CUSIP: 38374L5Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60462 | PA      | $61795.19     | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210NNC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4191 | PA      | $4297.07      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140QKVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13503856 | PA      | $11492243.70  | 0.85%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296DP44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8374 | PA      | $8876.93      | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209NPF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       740 | PA      | $760.98       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31417CRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47936 | PA      | $46221.10     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $799026.10    | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201SU49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12482 | PA      | $13078.35     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                   | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23278000 | PA      | $20167082.92  | 1.49%             | 2053-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8265000 | PA      | $6650419.36   | 0.49%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208YF38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        97 | PA      | $99.62        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR NOTE (CBT)MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -31 | NC      | $39234.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4974 | PA      | $5186.41      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209EVE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       251 | PA      | $257.99       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211DQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       480 | PA      | $493.29       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3369745.20   | 0.25%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201NBK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10792 | PA      | $10934.05     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210GJK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       179 | PA      | $183.74       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291DNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       850 | PA      | $854.27       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207KCE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100 | PA      | $102.35       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210NJJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       378 | PA      | $378.16       | 0.00%             | 2030-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                         | Brighthouse Financial Global Funding                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3513041.32   | 0.26%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207KA83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        87 | PA      | $89.17        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1267 | PA      | $1296.38      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27600000 | PA      | $27601078.06  | 2.04%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207MTN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       655 | PA      | $673.75       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210QR38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       600 | PA      | $616.29       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36212SCF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7325 | PA      | $7528.85      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209J6E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        70 | PA      | $72.12        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210FZD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100 | PA      | $102.64       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7225000 | PA      | $6458754.86   | 0.48%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418DNJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6336756 | PA      | $5807693.42   | 0.43%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210AAN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26725 | PA      | $27248.08     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                               | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6029850.88   | 0.45%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208YK81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       603 | PA      | $619.37       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136A8ZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2204910 | PA      | $2067010.32   | 0.15%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                    | Ford Credit Auto Lease Trust 2021-A                          | CUSIP: 34532QAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1585000 | PA      | $1552501.00   | 0.11%             | 2025-09-15      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138ANAY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186194 | PA      | $183509.91    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                   | Sutter Health                                                | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    950000 | PA      | $768292.95    | 0.06%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208RYR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       131 | PA      | $135.08       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225BBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9567 | PA      | $9810.64      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200EDL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11162 | PA      | $11421.80     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200VU35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8859 | PA      | $9084.07      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213UW63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1417 | PA      | $1453.93      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296UMS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36307 | PA      | $38487.65     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210ASU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1661 | PA      | $1707.17      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                               | Bon Secours Mercy Health Inc                                 | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2509607.42   | 0.19%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418UZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3131 | PA      | $3143.04      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201ENK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       180 | PA      | $184.37       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36205TPW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1430 | PA      | $1470.09      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                          | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8930000 | PA      | $8731049.51   | 0.65%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                   | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   6485000 | PA      | $5036589.84   | 0.37%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                                      | Start II LTD                                                 | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    426898 | PA      | $364011.28    | 0.03%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36297J4W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4898 | PA      | $4984.76      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE  | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $155173.09    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Seasoned Credit Risk Transfer Trust Series 2021-1            | CUSIP: 35563PUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7534808 | PA      | $6374010.51   | 0.47%             | 2060-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Seasoned Credit Risk Transfer Trust Series 2019-3            | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1009912 | PA      | $955507.02    | 0.07%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | Intel Corp                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10284000 | PA      | $9615135.63   | 0.71%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 3128M7YJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7073 | PA      | $7294.31      | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                   | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $634659.42    | 0.05%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36212DHW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       845 | PA      | $868.37       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                        | SCE Recovery Funding LLC                                     | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $229041.07    | 0.02%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                               | Bon Secours Mercy Health Inc                                 | CUSIP: 58942HAB7<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2492448.73   | 0.18%             | 2027-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2021-9INV                            | CUSIP: 33851MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1832738 | PA      | $1544706.62   | 0.11%             | 2041-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36203XH74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       228 | PA      | $234.13       | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208FMG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5425 | PA      | $5563.38      | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36295QLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5927 | PA      | $6252.25      | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209S2M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1279 | PA      | $1314.96      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291HVD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4915 | PA      | $4982.82      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1854071 | PA      | $1775907.52   | 0.13%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3620ARC66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215517 | PA      | $213933.88    | 0.02%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9780000 | PA      | $8883200.60   | 0.66%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69625000 | PA      | $62227343.75  | 4.61%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36202WJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22819 | PA      | $23399.85     | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                  | Dignity Health                                               | CUSIP: 254010AD3<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1204121.71   | 0.09%             | 2024-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                          | PG&E Wildfire Recovery Funding LLC                           | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1143884.83   | 0.08%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213FMP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3496 | PA      | $3629.70      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208RPD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1981 | PA      | $2035.98      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS    | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2238764 | PA      | $2212570.18   | 0.16%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                                  | DEUTSCHE REPO                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |  44580000 | PA      | $44580000.00  | 3.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 362202V42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3390 | PA      | $3484.81      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1999528.76   | 0.15%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209KD96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2595 | PA      | $2668.05      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137BVUA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2514256 | PA      | $2363464.63   | 0.18%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80248.36     | 0.01%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4330000 | PA      | $4055315.63   | 0.30%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                               | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1905000 | PA      | $1804565.31   | 0.13%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3622A2D82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7399 | PA      | $7824.85      | 0.00%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3132D9HT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7829153 | PA      | $6808337.77   | 0.50%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201BRP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       644 | PA      | $653.37       | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201AXP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8047 | PA      | $8252.11      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211NP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       236 | PA      | $236.11       | 0.00%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137FGMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1571764 | PA      | $1462553.31   | 0.11%             | 2048-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296DEG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67173 | PA      | $70625.35     | 0.01%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213X7K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35096 | PA      | $35574.70     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200AA58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4908 | PA      | $5033.53      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138WHWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140157 | PA      | $127485.56    | 0.01%             | 2031-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT  | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $411887.91    | 0.03%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                   | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3025000 | PA      | $2933985.43   | 0.22%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207JSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3915 | PA      | $4024.26      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10732968.72  | 0.80%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                        | Castlelake Aircraft Structured Trust 2019-1                  | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    771228 | PA      | $651790.68    | 0.05%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208FMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       643 | PA      | $661.18       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 3132WJTH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3728396 | PA      | $3341937.02   | 0.25%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225BMX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       159 | PA      | $163.72       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975000 | PA      | $1889257.55   | 0.14%             | 2038-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                               | Bon Secours Mercy Health Inc                                 | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    840000 | PA      | $655242.41    | 0.05%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14869800 | PA      | $14925561.75  | 1.11%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208WDE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2241 | PA      | $2304.13      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213BQW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4507 | PA      | $4632.38      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31412PR52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12651 | PA      | $12537.68     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208T3Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       331 | PA      | $340.98       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36204AYK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       150 | PA      | $154.66       | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                  | Enterprise Fleet Financing 2022-3 LLC                        | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1002100.27   | 0.07%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                        | SCE Recovery Funding LLC                                     | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $436379.84    | 0.03%             | 2038-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209YLG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1511 | PA      | $1553.39      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2019-6                              | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166384 | PA      | $158239.49    | 0.01%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296QV48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120355 | PA      | $122778.15    | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11815 | PA      | $11728.65     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                 | SBA Tower Trust                                              | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              |  | US        |   1030000 | PA      | $970792.51    | 0.07%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291NBN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71677 | PA      | $72666.67     | 0.01%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7664542.95   | 0.57%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200MMT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16491 | PA      | $17270.16     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 312938JG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89405 | PA      | $90961.08     | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36292GKH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9139 | PA      | $9247.63      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36290T3T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23921 | PA      | $25148.39     | 0.00%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208JQA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43026 | PA      | $44166.86     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36290WNZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1427 | PA      | $1446.28      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296QBS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33036 | PA      | $34845.68     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36295KW25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29264 | PA      | $31018.18     | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                | SoFi Consumer Loan Program 2021-1 Trust                      | CUSIP: 83407CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428082 | PA      | $417936.79    | 0.03%             | 2030-09-25      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201BN85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1210 | PA      | $1241.27      | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31414EFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15761 | PA      | $16344.27     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200SR51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1889 | PA      | $1941.83      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2018-1                             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326113 | PA      | $314442.51    | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209KKM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       295 | PA      | $303.17       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36176BCQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160477 | PA      | $155347.19    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296TQB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66128 | PA      | $69504.74     | 0.01%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201BRU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8756 | PA      | $8978.78      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                | Pacific LifeCorp                                             | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2351709.45   | 0.17%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209SUW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       213 | PA      | $218.58       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XFU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8144830 | PA      | $6669670.70   | 0.49%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700103 | PA      | $604918.52    | 0.04%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210AL47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2853 | PA      | $2934.69      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209M3Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       370 | PA      | $379.81       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                           | Southern California Gas Co                                   | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   4585000 | PA      | $5015530.22   | 0.37%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6623750.00   | 0.49%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140FMBT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13932 | PA      | $12671.32     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36290RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1375 | PA      | $1420.46      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                     | CUSIP: 38374L5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2067 | PA      | $2093.06      | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200RWD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1981 | PA      | $2036.67      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10410000 | PA      | $9988313.70   | 0.74%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210JJZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23801 | PA      | $24467.15     | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200WHZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4204 | PA      | $4400.09      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208W4D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2941 | PA      | $3022.78      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                        | Thermo Fisher Scientific Inc                                 | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4477250.04   | 0.33%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209NNN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6531 | PA      | $6712.76      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207J4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        48 | PA      | $48.92        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XFU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11346567 | PA      | $9715882.27   | 0.72%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31417MBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4239 | PA      | $4202.64      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                              | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                  | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1770993.92   | 0.13%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291KYX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2197 | PA      | $2279.99      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                     | SREIT Trust 2021-MFP                                         | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4550000 | PA      | $4333193.41   | 0.32%             | 2038-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36292FT80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33467 | PA      | $33906.78     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                          | National Securities Clearing Corp                            | CUSIP: 637639AE5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   8905000 | PA      | $7890670.72   | 0.58%             | 2025-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210YRX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       523 | PA      | $536.24       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211SFE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2419 | PA      | $2467.26      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31414CCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176586 | PA      | $183119.05    | 0.01%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136B9VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3903401 | PA      | $3147303.51   | 0.23%             | 2049-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4450000 | PA      | $4384235.27   | 0.32%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209DBU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       396 | PA      | $407.45       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4040172 | PA      | $3427297.28   | 0.25%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296KTD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26863 | PA      | $27064.08     | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213NZG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3778 | PA      | $3874.33      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  12685000 | PA      | $12264365.40  | 0.91%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291AU56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        66 | PA      | $65.91        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136B3T59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361046 | PA      | $339353.09    | 0.03%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XFMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4148694 | PA      | $3532466.17   | 0.26%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209RGC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1624 | PA      | $1632.61      | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213RWE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58826 | PA      | $59598.32     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208LNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       760 | PA      | $781.21       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4313318.35   | 0.32%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207EMP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31554 | PA      | $32032.13     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                        | Jackson National Life Global Funding                         | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3554569.15   | 0.26%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138EJE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89888 | PA      | $89715.68     | 0.01%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201KK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       820 | PA      | $842.74       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207J4D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       284 | PA      | $291.52       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1873584.34   | 0.14%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                           | New Economy Assets Phase 1 Sponsor LLC                       | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3985000 | PA      | $3367204.25   | 0.25%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201KDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7677 | PA      | $7883.03      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5315000 | PA      | $5113611.35   | 0.38%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36212M4N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2186 | PA      | $2248.61      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-3                               | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890330 | PA      | $814695.60    | 0.06%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                   | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13425000 | PA      | $12701358.13  | 0.94%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140KYAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1607561 | PA      | $1369038.03   | 0.10%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209MHY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       846 | PA      | $869.63       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3253516 | PA      | $2899342.87   | 0.21%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                             | Southern California Edison Co                                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5806011.29   | 0.43%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208Y3U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1401 | PA      | $1439.64      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418CDG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46968 | PA      | $42719.02     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2060683.61   | 0.15%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                         | MUNI ELEC AUTH OF GEORGIA                                    | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1419000 | PA      | $1517963.61   | 0.11%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XDDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742627 | PA      | $1468927.39   | 0.11%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208UAN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        61 | PA      | $64.17        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241LMU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17951 | PA      | $19027.72     | 0.00%             | 2040-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4465000 | PA      | $3972629.09   | 0.29%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201YNZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9956 | PA      | $10194.88     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200JLM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1875 | PA      | $1891.12      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                           | Dominion Energy South Carolina Inc                           | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1172587.17   | 0.09%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210DC66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       477 | PA      | $490.66       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207FL90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       279 | PA      | $286.89       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536735 | PA      | $1295377.95   | 0.10%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213WPR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3214 | PA      | $3303.13      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                           | Southern California Gas Co                                   | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2830992.36   | 0.21%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210QXU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6932 | PA      | $7125.61      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213JGT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7411 | PA      | $7617.38      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138L9XL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2501576 | PA      | $2296367.89   | 0.17%             | 2033-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32160000 | PA      | $30931387.66  | 2.29%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210JEC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7691 | PA      | $7687.22      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36203VLN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        31 | PA      | $31.06        | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                 | SBA Tower Trust                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    810000 | PA      | $712377.42    | 0.05%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31410KL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27023 | PA      | $28691.96     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208VAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8697 | PA      | $8939.29      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36211LE57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       266 | PA      | $265.61       | 0.00%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 3128MMVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2166554 | PA      | $2028251.43   | 0.15%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208QNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        85 | PA      | $87.67        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16497928 | PA      | $13535040.98  | 1.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9936000 | PA      | $8410966.18   | 0.62%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust I LLC 2019-4                        | CUSIP: 03463UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30297 | PA      | $30079.16     | 0.00%             | 2049-07-26      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                            | Lockheed Martin Corp                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1520300.79   | 0.11%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209CSZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       140 | PA      | $143.44       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291FWL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5905 | PA      | $6172.73      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10350000 | PA      | $9080771.84   | 0.67%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291GX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11945 | PA      | $12141.77     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210ART6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1441 | PA      | $1482.84      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-LGCY                                           | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9100000 | PA      | $8683457.51   | 0.64%             | 2036-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208CJR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       699 | PA      | $718.01       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213YXF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9473 | PA      | $9737.09      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8470000 | PA      | $7057797.92   | 0.52%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209W6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        78 | PA      | $80.13        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                   | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17100000 | PA      | $15222108.10  | 1.13%             | 2053-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31417MT78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3480 | PA      | $3608.75      | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36204CNC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       168 | PA      | $172.84       | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200MQ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329041 | PA      | $329108.88    | 0.02%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207KAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       496 | PA      | $510.26       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3036000 | PA      | $3015601.88   | 0.22%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208PTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1293 | PA      | $1329.30      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5366941 | PA      | $4390534.68   | 0.33%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213N5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23740 | PA      | $24417.78     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210AXX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       384 | PA      | $394.77       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200Q3V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1011 | PA      | $1030.93      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86395.40     | 0.01%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4259000 | PA      | $4114722.12   | 0.30%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101563 | PA      | $103945.96    | 0.01%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                     | CUSIP: 38374L5Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40199 | PA      | $41617.14     | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO         | ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO      | CUSIP: 000000000<br>LEI: 549300WHU4EIHRP28H10 | Long             | RA               | CORP              | US        |  40720000 | PA      | $40720000.00  | 3.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36205XUK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       895 | PA      | $920.16       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                  | CFMT 2021-AL1 LLC                                            | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4447298 | PA      | $4219459.04   | 0.31%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                              | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  10225000 | PA      | $8757597.37   | 0.65%             | 2027-09-10      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208VZV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $2.74         | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD Trust 2020-OBRK                                         | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140000 | PA      | $2114972.49   | 0.16%             | 2028-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31416T2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26037 | PA      | $25358.10     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208WEK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       452 | PA      | $464.76       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209FNT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15498 | PA      | $15930.14     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KQE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59062 | PA      | $61180.03     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36202XEY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       958 | PA      | $962.30       | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138M0CZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88837 | PA      | $85625.88     | 0.01%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36295KHD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56443 | PA      | $59622.41     | 0.00%             | 2038-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                         | SCF Equipment Leasing 2021-1 LLC                             | CUSIP: 783897AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5815000 | PA      | $5528824.66   | 0.41%             | 2028-08-21      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XGK99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10707605 | PA      | $9813398.90   | 0.73%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136AL3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1328058 | PA      | $1149365.41   | 0.09%             | 2045-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296UVW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64726 | PA      | $66442.25     | 0.00%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development               | PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING            | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   2845000 | PA      | $2973815.63   | 0.22%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                 | SBA Tower Trust                                              | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1555000 | PA      | $1320627.60   | 0.10%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST                                                     | BXHPP Trust 2021-FILM                                        | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4335000 | PA      | $4054179.57   | 0.30%             | 2036-08-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                         | EIG Pearl Holdings Sarl                                      | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |  15170000 | PA      | $12695894.36  | 0.94%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mach I                                                          | MACH 1 Cayman 2019-1 Ltd                                     | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    380341 | PA      | $307247.24    | 0.02%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                          | Credit Agricole SA/London                                    | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1175000 | PA      | $1169823.98   | 0.09%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207YRG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       833 | PA      | $856.47       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36295RM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30628 | PA      | $32359.89     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210D2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111 | PA      | $113.71       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AASET 2019-1 Trust                                              | Aaset 2019-1 Trust                                           | CUSIP: 00256DAA0<br>LEI: 549300TXM3PCKZJKD061 | Long             | ABS-O            | CORP              | US        |    436013 | PA      | $284506.54    | 0.02%             | 2039-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6653873 | PA      | $5431722.48   | 0.40%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207ULN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       151 | PA      | $155.68       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36294ST31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33085 | PA      | $34898.39     | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony CLO XVII Ltd                                        | CUSIP: 87165UAN1<br>LEI: 549300X84MR2MGY6OR68 | Long             | ABS-CBDO         | CORP              | KY        |    674467 | PA      | $668169.13    | 0.05%             | 2028-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209ML85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1845 | PA      | $1896.58      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225A7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1208 | PA      | $1241.94      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2066723.00   | 0.15%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6637100 | PA      | $4615377.08   | 0.34%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36294SG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45930 | PA      | $48418.38     | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296QJB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50987 | PA      | $53782.03     | 0.00%             | 2039-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38680000 | PA      | $30992350.00  | 2.30%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27171 | PA      | $28506.34     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25722392 | PA      | $21028016.35  | 1.56%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KT40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8855 | PA      | $9064.31      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137FE5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1734868 | PA      | $1601304.27   | 0.12%             | 2047-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200WWV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16839 | PA      | $17308.77     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | BARCLAYS CAPITAL REPO                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |  49555000 | PA      | $49555000.00  | 3.67%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2043000 | PA      | $1683240.47   | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                   | MASSACHUSETTS ST SPL OBLG REVENUE                            | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3320000 | PA      | $3205361.06   | 0.24%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1665000 | PA      | $1609911.91   | 0.12%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                        | Northwestern Mutual Life Insurance Co/The                    | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    294000 | PA      | $202316.09    | 0.01%             | 2059-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                         | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE              | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $835901.95    | 0.06%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                                        | Texas Electric Market Stabilization Funding N LLC            | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3791933.99   | 0.28%             | 2034-08-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207EMB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1855 | PA      | $1860.76      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207KDG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       379 | PA      | $389.41       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 2YR NOTE (CBT) MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       145 | NC      | $31843.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36290QXC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4767 | PA      | $4843.56      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                                  | FirstKey Homes 2021-SFR3 Trust                               | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3477159 | PA      | $3006135.11   | 0.22%             | 2038-12-17      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291NPL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1318 | PA      | $1338.50      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209GPD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       305 | PA      | $313.43       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213DXZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       489 | PA      | $502.93       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2402267.61   | 0.18%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36230NZR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102939 | PA      | $102183.09    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291GUT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178141 | PA      | $182424.89    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36294NPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122051 | PA      | $128378.03    | 0.01%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 5YR NOTE (CBT) MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -145 | NC      | $122218.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3875000 | PA      | $3523525.41   | 0.26%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200RQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14080 | PA      | $14478.52     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208QSK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       350 | PA      | $359.74       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208T5P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       979 | PA      | $1006.48      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208WCD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        72 | PA      | $74.09        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209ST84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       110 | PA      | $112.76       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3956 | PA      | $4049.38      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3450000 | PA      | $3362528.46   | 0.25%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210FA71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       238 | PA      | $244.99       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                          | Children's Hospital/DC                                       | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $981457.83    | 0.07%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291D5V1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4988 | PA      | $5027.05      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207KPB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1987 | PA      | $2042.23      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7783000 | PA      | $6071044.00   | 0.45%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291PBY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11631 | PA      | $11938.95     | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208UKT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1448 | PA      | $1488.87      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213CZ45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1704 | PA      | $1738.07      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 31419LYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178874 | PA      | $174354.40    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                               | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4691499.87   | 0.35%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200WQ87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3786 | PA      | $3835.55      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36203N6Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       163 | PA      | $167.56       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                          | Banque Federative du Credit Mutuel SA                        | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  11525000 | PA      | $10024902.31  | 0.74%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7784437 | PA      | $6731982.38   | 0.50%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291NZZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4936 | PA      | $5007.57      | 0.00%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2105179.86   | 0.16%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209T6P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1337 | PA      | $1373.79      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                           | Dominion Energy South Carolina Inc                           | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2518593.00   | 0.19%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31808000 | PA      | $25874543.95  | 1.92%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207MTP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $59.92        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208XXY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       358 | PA      | $367.74       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                        | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $711383.46    | 0.05%             | 2038-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36212LSQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6103 | PA      | $6100.11      | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                           | UTILITY DEBT SECURITIZATION AUTH NY                          | CUSIP: 91802RAW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $708963.97    | 0.05%             | 2025-12-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                         | Metropolitan Life Global Funding I                           | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1243031.50   | 0.09%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3139832.70   | 0.23%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                      | SFAVE Commercial Mortgage Securities Trust 2015-5AVE         | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $912545.63    | 0.07%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201NRD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22554 | PA      | $23126.94     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291EBN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5709 | PA      | $6012.94      | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208XTX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       669 | PA      | $694.66       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210F3B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       467 | PA      | $480.12       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210XXL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2977 | PA      | $3082.96      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    998395 | PA      | $816435.23    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208WDY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       101 | PA      | $103.37       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210FAD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18854 | PA      | $19333.08     | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136ABSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668402 | PA      | $621572.64    | 0.05%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36292LGJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18620 | PA      | $18894.52     | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15906909 | PA      | $13597137.25  | 1.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209VHW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       576 | PA      | $592.47       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200MY31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12969 | PA      | $13100.18     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209K2F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1370 | PA      | $1407.73      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                   | Life 2021-BMR Mortgage Trust                                 | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879758 | PA      | $851882.36    | 0.06%             | 2038-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3620AEPN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163119 | PA      | $167326.17    | 0.01%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                        | New York Life Global Funding                                 | CUSIP: 64952WCN1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $4552193.86   | 0.34%             | 2024-01-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 3622A2E65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49921 | PA      | $52873.52     | 0.00%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213UQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       783 | PA      | $804.98       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201AY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49590 | PA      | $51021.76     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208VXH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       202 | PA      | $207.53       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138AS5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290281 | PA      | $283304.64    | 0.02%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7524 | PA      | $7843.83      | 0.00%             | 2033-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209PDC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       440 | PA      | $452.46       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 3128PWMC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97470 | PA      | $97051.34     | 0.01%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210UX57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       461 | PA      | $473.67       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PARIBAS REPO                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |  49535000 | PA      | $49535000.00  | 3.67%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7703000 | PA      | $7660874.22   | 0.57%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4925247 | PA      | $4160821.77   | 0.31%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7702406.25   | 0.57%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209M6A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1194 | PA      | $1227.22      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $682568.55    | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1185000 | PA      | $1192128.51   | 0.09%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H4RG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3890000 | PA      | $2944805.47   | 0.22%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138ATL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313342 | PA      | $305811.26    | 0.02%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225B2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9223 | PA      | $9771.67      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209DD43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       118 | PA      | $120.79       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36207VYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1833 | PA      | $1883.78      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36177TMR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110987 | PA      | $107766.73    | 0.01%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209HEU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       315 | PA      | $323.89       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209DB94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       129 | PA      | $132.94       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3155000 | PA      | $2676450.58   | 0.20%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36225BPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3073 | PA      | $3160.11      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36204AEA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1893 | PA      | $1946.24      | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                           | KeySpan Gas East Corp                                        | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3149317.66   | 0.23%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209MHQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       392 | PA      | $403.31       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1370000 | PA      | $1250499.61   | 0.09%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                | Progressive Corp/The                                         | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $858119.98    | 0.06%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200ENP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5941 | PA      | $6091.73      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138ATL40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425018 | PA      | $415400.81    | 0.03%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209PPT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       388 | PA      | $398.94       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209PMY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       905 | PA      | $930.21       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                    | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     70000 | PA      | $86050.03     | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209STQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        47 | PA      | $48.22        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241KJ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7843 | PA      | $8308.41      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291N4H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2482 | PA      | $2515.77      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                      | US Bancorp                                                   | CUSIP: 911596AL8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430188.49    | 0.03%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                 | Danske Bank A/S                                              | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1350000 | PA      | $1333104.55   | 0.10%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LLC                                 | Horizon Aircraft Finance II Ltd                              | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |    380856 | PA      | $299592.01    | 0.02%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                             | CommonSpirit Health                                          | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3051656.49   | 0.23%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209G2D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       414 | PA      | $425.52       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                             | CUSIP: 3132D9HB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3738304 | PA      | $3151198.74   | 0.23%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                           | CUSIP: 3137AXEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1062953 | PA      | $990839.57    | 0.07%             | 2027-12-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                        | CUSIP: 31283GX77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       248 | PA      | $253.14       | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12320000 | PA      | $11016775.00  | 0.82%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210APM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       464 | PA      | $476.65       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208RZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11607 | PA      | $12147.50     | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213CYY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       822 | PA      | $838.39       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                               | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1135562.43   | 0.08%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3138YLMD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2032730 | PA      | $1906024.99   | 0.14%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200ECR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7876 | PA      | $8087.41      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209XVQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       778 | PA      | $800.20       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36294SS40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    976360 | PA      | $1029878.12   | 0.08%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                   | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16900000 | PA      | $14159415.89  | 1.05%             | 2053-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $407873.63    | 0.03%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140FL6D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650403 | PA      | $591534.81    | 0.04%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136AMTK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3552025 | PA      | $3124399.48   | 0.23%             | 2045-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                         | CF Hippolyta Issuer LLC                                      | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1384753 | PA      | $1197368.91   | 0.09%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                          | PG&E Wildfire Recovery Funding LLC                           | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $921412.91    | 0.07%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36201GWM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31240 | PA      | $31671.71     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36290SPZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       886 | PA      | $896.52       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36241LTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3670 | PA      | $3783.49      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36291LET8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42195 | PA      | $42776.94     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36200NE98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5712 | PA      | $5981.53      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                    | METLIFE SECURITIZATION TRUST                                 | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505604 | PA      | $472015.38    | 0.03%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36210AMT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       448 | PA      | $461.30       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36213XCK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11163 | PA      | $11474.04     | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36296TQV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11977 | PA      | $12297.03     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208YLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       529 | PA      | $543.39       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                            | KANSAS ST DEV FIN AUTH REVENUE                               | CUSIP: 485428ZX7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    560000 | PA      | $564876.93    | 0.04%             | 2026-05-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208T6M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83 | PA      | $85.30        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                            | CUSIP: 3136AFT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2824024 | PA      | $2616447.63   | 0.19%             | 2043-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1247808.44   | 0.09%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208V6T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       477 | PA      | $490.19       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36203VS50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       118 | PA      | $121.05       | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36209XW48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       648 | PA      | $666.36       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                              | CUSIP: 3140FDHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118996 | PA      | $108228.83    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36208CHG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       174 | PA      | $178.91       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Loan Trust 2017-3                         | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310556 | PA      | $300208.08    | 0.02%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                                     | NBK SPC Ltd                                                  | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |   6250000 | PA      | $5487500.00   | 0.41%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                            | CUSIP: 36203LAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       117 | PA      | $120.23       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                          | National Securities Clearing Corp                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5184823.84   | 0.38%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer