# EDGAR Filing Document

**Accession Number:** 0001414040
**File Stem:** 0001049169-25-000477
**Filing Date:** 2025-10
**Character Count:** 775543
**Document Hash:** 558779702c9b4404c2df12373dba44c5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-25-000477.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001049169-25-000477

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALPS ETF Trust
- **CENTRAL INDEX KEY:** 0001414040

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22175
- **FILM NUMBER:** 251431129

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. Box 328
- **CITY:** Denver
- **STATE:** CO
- **ZIP:** 80201-0328
- **BUSINESS PHONE:** 303.623.2577

**MAIL ADDRESS:**
- **STREET 1:** P.O. Box 328
- **CITY:** Denver
- **STATE:** CO
- **ZIP:** 80201-0328

## Series and Classes Contracts Data

### ALPS | Smith Core Plus Bond ETF (Series ID: S000082009)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000245178 | ALPS | Smith Core Plus Bond ETF | SMTH            |

## Nport-Ex

**ALPS ETF Trust**

**Schedules of Investments**

**(Unaudited)**

**August 31, 2025**

Alerian Energy Infrastructure ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **CANADIAN ENERGY INFRASTRUCTURE COMPANIES (29.51%)** | **CANADIAN ENERGY INFRASTRUCTURE COMPANIES (29.51%)** | **CANADIAN ENERGY INFRASTRUCTURE COMPANIES (29.51%)** |
| ***Gathering + Processing (4.91%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Keyera Corp. | 482804 | $15556178 |
| ***Pipeline Transportation \| Natural Gas (5.21%)*** |  |  |
| &nbsp;&nbsp;&nbsp;TC Energy Corp.<sup>(a)</sup> | 316822 | 16499151 |
| ***Pipeline Transportation \| Petroleum (17.28%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. | 549496 | 26587548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline Corp. | 415952 | 15710074 |
| &nbsp;&nbsp;&nbsp;South Bow Corp.<sup>(a)</sup> | 450091 | 12473487 |
| **Total Pipeline Transportation \| Petroleum** |  | 54771109 |
| ***Storage (2.11%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Gibson Energy, Inc.<sup>(a)</sup> | 352661 | 6684215 |
| **TOTAL CANADIAN ENERGY INFRASTRUCTURE COMPANIES** | **TOTAL CANADIAN ENERGY INFRASTRUCTURE COMPANIES** | **TOTAL CANADIAN ENERGY INFRASTRUCTURE COMPANIES** |
| (Cost $81,794,648) |  | 93510653 |
| **Security Description** | **Shares** | **Value** |
| **EXCHANGE TRADED FUND (0.14%)** | **EXCHANGE TRADED FUND (0.14%)** | **EXCHANGE TRADED FUND (0.14%)** |
| ***Exchange Traded Fund (0.14%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Select Sector SPDR Fund | 5000 | 451950 |
| **TOTAL EXCHANGE TRADED FUND** |  |  |
| (Cost $451,987) |  | 451950 |
| **Security Description** | **Shares** | **Value** |
| **U.S. ENERGY INFRASTRUCTURE COMPANIES (27.17%)** | **U.S. ENERGY INFRASTRUCTURE COMPANIES (27.17%)** | **U.S. ENERGY INFRASTRUCTURE COMPANIES (27.17%)** |
| ***Gathering + Processing (5.50%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Aris Water Solutions, Inc. | 53283 | 1293178 |
| &nbsp;&nbsp;&nbsp;Summit Midstream Corp.<sup>(b)</sup> | 23227 | 534686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Corp. | 92923 | 15588762 |
| **Total Gathering + Processing** |  | 17416626 |
| ***Liquefaction (6.05%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy, Inc. | 67454 | 16311726 |
| &nbsp;&nbsp;&nbsp;NextDecade Corp.<sup>(a)(b)</sup> | 267622 | 2868908 |
| **Total Liquefaction** |  | 19180634 |
| ***Pipeline Transportation \| Natural Gas (15.62%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;DT Midstream, Inc. | 149225 | 15546261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan, Inc. | 573054 | 15460997 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings, Inc.<sup>(a)</sup> | 91299 | 3819037 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Pipeline Transportation \| Natural Gas (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;ONEOK, Inc. | 191814 | $14650753 |
| **Total Pipeline Transportation \| Natural Gas** |  | 49477048 |
| **TOTAL U.S. ENERGY INFRASTRUCTURE COMPANIES** | **TOTAL U.S. ENERGY INFRASTRUCTURE COMPANIES** | **TOTAL U.S. ENERGY INFRASTRUCTURE COMPANIES** |
| (Cost $63,293,637) |  | 86074308 |
| **Security Description** | **Shares** | **Value** |
| **U.S. ENERGY INFRASTRUCTURE MLPS (28.31%)** | **U.S. ENERGY INFRASTRUCTURE MLPS (28.31%)** | **U.S. ENERGY INFRASTRUCTURE MLPS (28.31%)** |
| ***Gathering + Processing (6.74%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Delek Logistics Partners LP | 20120 | 881659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hess Midstream LP, Class A | 282097 | 11622396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream Partners LP | 226153 | 8867459 |
| **Total Gathering + Processing** |  | 21371514 |
| ***Pipeline Transportation \| Natural Gas (16.06%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 1548097 | 27432279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Partners LP | 730250 | 23470235 |
| **Total Pipeline Transportation \| Natural Gas** |  | 50902514 |
| ***Pipeline Transportation \| Petroleum (5.51%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Genesis Energy LP | 111857 | 1900450 |
| &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 305538 | 15542718 |
| **Total Pipeline Transportation \| Petroleum** |  | 17443168 |
| **TOTAL U.S. ENERGY INFRASTRUCTURE MLPS** | **TOTAL U.S. ENERGY INFRASTRUCTURE MLPS** | **TOTAL U.S. ENERGY INFRASTRUCTURE MLPS** |
| (Cost $78,127,372) |  | 89717196 |
| **Security Description** | **Shares** | **Value** |
| **U.S. GENERAL PARTNERS (14.77%)** |  |  |
| ***Gathering + Processing (9.69%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream Corp. | 727024 | 12933757 |
| &nbsp;&nbsp;&nbsp;&nbsp;The Williams Cos., Inc. | 306915 | 17764240 |
| **Total Gathering + Processing** |  | 30697997 |
| ***Pipeline Transportation \| Petroleum (5.08%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains GP Holdings LP, Class A | 834432 | 16104538 |
| **TOTAL U.S. GENERAL PARTNERS** |  |  |
| (Cost $34,389,871) |  | 46802535 |
| **TOTAL INVESTMENTS (99.90%)** |  |  |
| (Cost $258,057,515) |  | $316556642 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (0.10%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.10%)** | 324104 |
| **NET ASSETS - 100.00%** |  | $316880746 |

---

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $21,943,333.* 

*(b)* *Non-income producing security.* 

 

*See Notes to Quarterly Schedule of Investments.*

Alerian MLP ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MASTER LIMITED PARTNERSHIPS (105.32%)** | **MASTER LIMITED PARTNERSHIPS (105.32%)** | **MASTER LIMITED PARTNERSHIPS (105.32%)** |
| ***Compression (3.60%)*** |  |  |
| &nbsp;&nbsp;&nbsp;USA Compression Partners LP<sup>(a)</sup> | 15957027 | $383926070 |
| ***Gathering + Processing (24.15%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Hess Midstream LP, Class A<sup>(a)</sup> | 29143304 | 1200704125 |
| &nbsp;&nbsp;&nbsp;Western Midstream Partners LP<sup>(a)</sup> | 35096607 | 1376137960 |
| **Total Gathering + Processing** |  | 2576842085 |
| ***Liquefaction (4.65%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 8984559 | 496307039 |
| ***Marketing & Distribution (17.04%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Global Partners LP<sup>(a)</sup> | 5569594 | 295801137 |
| &nbsp;&nbsp;&nbsp;Suburban Propane Partners LP<sup>(a)</sup> | 14206345 | 265942778 |
| &nbsp;&nbsp;&nbsp;Sunoco LP<sup>(a)</sup> | 24010532 | 1255750824 |
| **Total Marketing & Distribution** |  | 1817494739 |
| ***Pipeline Transportation \| Natural Gas (25.02%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 73584551 | 1303918244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Partners LP | 42468673 | 1364943150 |
| **Total Pipeline Transportation \| Natural Gas** |  | 2668861394 |
| ***Pipeline Transportation \| Petroleum (30.86%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Delek Logistics Partners LP<sup>(a)</sup> | 4286014 | 187813134 |
| &nbsp;&nbsp;&nbsp;Genesis Energy LP<sup>(a)</sup> | 23818024 | 404668228 |
| &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 26188912 | 1332229953 |
| &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP<sup>(a)</sup> | 76005339 | 1368096102 |
| **Total Pipeline Transportation \| Petroleum** |  | 3292807417 |
| **TOTAL MASTER LIMITED PARTNERSHIPS** | **TOTAL MASTER LIMITED PARTNERSHIPS** | **TOTAL MASTER LIMITED PARTNERSHIPS** |
| (Cost $5,436,285,805) |  | 11236238744 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.00%)<sup>(b)</sup>** | **SHORT TERM INVESTMENTS (0.00%)<sup>(b)</sup>** | **SHORT TERM INVESTMENTS (0.00%)<sup>(b)</sup>** | **SHORT TERM INVESTMENTS (0.00%)<sup>(b)</sup>** |
| **Money Market Fund (0.00%)<sup>(b)</sup>** | **Money Market Fund (0.00%)<sup>(b)</sup>** | **Money Market Fund (0.00%)<sup>(b)</sup>** | **Money Market Fund (0.00%)<sup>(b)</sup>** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 169953 | $169953 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $169,953) |  |  | 169953 |
| **TOTAL INVESTMENTS (105.32%)** | **TOTAL INVESTMENTS (105.32%)** | **TOTAL INVESTMENTS (105.32%)** | **TOTAL INVESTMENTS (105.32%)** |
| (Cost $5,436,455,758) | (Cost $5,436,455,758) | (Cost $5,436,455,758) | $11236408697 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-5.32%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-5.32%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-5.32%)** | (567112288) |
| **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | $10669296409 |

---

*<sup>(a)</sup>* *Affiliated Company. See Note 6 in Notes to Quarterly Schedule of Investments.* 

*<sup>(b)</sup>* *Less than 0.005%*

*See Notes to Quarterly Schedule of Investments.*

ALPS Active Equity Opportunity ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (98.21%)** |  |  |
| ***Communication Services (9.84%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc., Class A | 3616 | $769883 |
| &nbsp;&nbsp;&nbsp;&nbsp;AT&T, Inc. | 9807 | 287247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., Class A | 1092 | 806660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 2375 | 281153 |
| **Total Communication Services** |  | 2144943 |
| ***Consumer Discretionary (11.46%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.<sup>(a)</sup> | 4193 | 960197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos., Inc. | 1115 | 287737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marriott International, Inc., Class A | 791 | 211877 |
| &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 927 | 290652 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive, Inc.<sup>(a)</sup> | 3038 | 314980 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.<sup>(a)</sup> | 538 | 179622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, ADR | 21316 | 253873 |
| **Total Consumer Discretionary** |  | 2498938 |
| ***Consumer Staples (3.06%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 312 | 294316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc. | 3841 | 372500 |
| **Total Consumer Staples** |  | 666816 |
| ***Energy (4.80%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes Co. | 4591 | 208431 |
| &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips | 4452 | 440615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. | 8238 | 398225 |
| **Total Energy** |  | 1047271 |
| ***Financials (15.14%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 1660 | 549925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aon PLC, Class A | 763 | 280021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc. | 605 | 450876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | 1897 | 335010 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2095 | 631475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., Class A | 793 | 472065 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P Global, Inc. | 581 | 318644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3213 | 264044 |
| **Total Financials** |  | 3302060 |
| ***Health Care (9.60%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.<sup>(a)</sup> | 2367 | 249719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | 2226 | 251471 |
| &nbsp;&nbsp;&nbsp;&nbsp;HCA Healthcare, Inc. | 664 | 268229 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings, Inc.<sup>(a)</sup> | 1294 | 246908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 1717 | 304201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | 870 | 428666 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | 879 | 343707 |
| **Total Health Care** |  | 2092901 |
| ***Industrials (9.78%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar, Inc. | 1109 | 464715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deere & Co. | 692 | 331219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight Line, Inc. | 1697 | 256196 |
| &nbsp;&nbsp;&nbsp;&nbsp;RTX Corp. | 1871 | 296741 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Industrials (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE, ADR | 4949 | $243182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies PLC | 555 | 230658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, Inc. | 1372 | 310607 |
| **Total Industrials** |  | 2133318 |
| ***Information Technology (26.54%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., Class A | 4067 | 442734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Apple, Inc. | 2595 | 602403 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp., Class A<sup>(a)</sup> | 1242 | 220803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corning, Inc. | 1652 | 110734 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines Corp. | 898 | 218654 |
| &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 117 | 102024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lam Research Corp. | 2471 | 247471 |
| &nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 1729 | 876067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, Inc. | 599 | 283003 |
| &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 5365 | 934476 |
| &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | 653 | 104957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salesforce.com, Inc. | 777 | 199106 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.<sup>(a)</sup> | 203 | 186244 |
| &nbsp;&nbsp;&nbsp;Synopsys, Inc.<sup>(a)</sup> | 389 | 234769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 3210 | 741093 |
| &nbsp;&nbsp;&nbsp;&nbsp;TE Connectivity PLC | 1369 | 282698 |
| **Total Information Technology** |  | 5787236 |
| ***Materials (2.16%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan, Inc. | 4291 | 190520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Linde PLC | 585 | 279800 |
| **Total Materials** |  | 470320 |
| ***Real Estate (2.29%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Equity LifeStyle Properties, Inc. | 3787 | 228318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Welltower, Inc. | 1615 | 271772 |
| **Total Real Estate** |  | 500090 |
| ***Utilities (3.54%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2089 | 255881 |
| &nbsp;&nbsp;&nbsp;&nbsp;NRG Energy, Inc. | 1473 | 214410 |
| &nbsp;&nbsp;&nbsp;&nbsp;PPL Corp. | 8276 | 301826 |
| **Total Utilities** |  | 772117 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $18,091,229) |  | 21416010 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (1.71%)** | **SHORT TERM INVESTMENTS (1.71%)** | **SHORT TERM INVESTMENTS (1.71%)** | **SHORT TERM INVESTMENTS (1.71%)** |
| **Money Market Fund (1.71%)** | **Money Market Fund (1.71%)** | **Money Market Fund (1.71%)** | **Money Market Fund (1.71%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 372863 | $372863 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $372,863) |  |  | 372863 |
| **TOTAL INVESTMENTS (99.92%)** | **TOTAL INVESTMENTS (99.92%)** | **TOTAL INVESTMENTS (99.92%)** | **TOTAL INVESTMENTS (99.92%)** |
| (Cost $18,464,092) |  |  | $21788873 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (0.08%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.08%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.08%)** | 17009 |
| **NET ASSETS - 100.00%** |  |  | $21805882 |

---

*<sup>(a)</sup>* *Non-income producing security.*

 

*See Notes to Quarterly Schedule of Investments.*

ALPS Active REIT ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (98.09%)** |  |  |
| ***Data Center REITs (13.95%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Digital Realty Trust, Inc. | 12190 | $2043532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Equinix, Inc. | 5327 | 4188033 |
| **Total Data Center REITs** |  | 6231565 |
| ***Diversified REITs (4.65%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Broadstone Net Lease, Inc. | 49025 | 911375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Essential Properties Realty Trust, Inc. | 37280 | 1167610 |
| **Total Diversified REITs** |  | 2078985 |
| ***Health Care REITs (17.40%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities, Inc. | 11083 | 913683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare Investors, Inc. | 25471 | 1084300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ventas, Inc. | 32092 | 2184823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Welltower, Inc. | 21385 | 3598667 |
| **Total Health Care REITs** |  | 7781473 |
| ***Hotel & Resort REITs (2.48%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Host Hotels & Resorts, Inc. | 64551 | 1110923 |
| ***Industrial REITs (12.74%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Americold Realty Trust, Inc. | 34800 | 502512 |
| &nbsp;&nbsp;&nbsp;&nbsp;First Industrial Realty Trust, Inc. | 35063 | 1844314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prologis, Inc. | 29450 | 3350821 |
| **Total Industrial REITs** |  | 5697647 |
| ***Multi-Family Residential REITs (8.79%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Camden Property Trust | 7718 | 864262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Essex Property Trust, Inc. | 6370 | 1721238 |
| &nbsp;&nbsp;&nbsp;&nbsp;UDR, Inc. | 34021 | 1346211 |
| **Total Multi-Family Residential REITs** |  | 3931711 |
| ***Office REITs (2.06%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BXP, Inc. | 12683 | 919644 |
| ***Other Specialized REITs (4.84%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;VICI Properties, Inc. | 64034 | 2163068 |
| ***Retail REITs (14.54%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Curbline Properties Corp. | 39402 | 887727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 6326 | 636079 |
| &nbsp;&nbsp;&nbsp;&nbsp;InvenTrust Properties Corp. | 20027 | 596204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macerich Co. | 63135 | 1161684 |
| &nbsp;&nbsp;&nbsp;&nbsp;Realty Income Corp. | 22540 | 1324450 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | | **Shares** | **Value** |
| ***Retail REITs (continued)*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group, Inc. |  | 10495 | $1896027 |
| **Total Retail REITs** |  |  | 6502171 |
| ***Self-Storage REITs (7.03%)*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Extra Space Storage, Inc. |  | 9627 | 1382245 |
| &nbsp;&nbsp;&nbsp;&nbsp;Smartstop Self Storage REIT, Inc. |  | 48366 | 1760039 |
| **Total Self-Storage REITs** |  |  | 3142284 |
| ***Single-Family Residential REITs (5.69%)*** | ***Single-Family Residential REITs (5.69%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Equity LifeStyle Properties, Inc. |  | 18079 | 1089983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes, Inc. |  | 46408 | 1452106 |
| **Total Single-Family Residential REITs** | **Total Single-Family Residential REITs** |  | 2542089 |
| ***Specialized REITs (1.78%)*** | ***Specialized REITs (1.78%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gaming and Leisure Properties, Inc. |  | 16610 | 797446 |
| ***Telecom Tower REITs (2.14%)*** | ***Telecom Tower REITs (2.14%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;American Tower Corp. |  | 4695 | 957076 |
| **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** |
| (Cost $42,287,037) |  |  | 43856082 |
|  | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (1.89%)** | **SHORT TERM INVESTMENTS (1.89%)** | **SHORT TERM INVESTMENTS (1.89%)** | **SHORT TERM INVESTMENTS (1.89%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 846111 | $846111 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $846,111) |  |  | 846111 |
| **TOTAL INVESTMENTS (99.98%)** | **TOTAL INVESTMENTS (99.98%)** | **TOTAL INVESTMENTS (99.98%)** | **TOTAL INVESTMENTS (99.98%)** |
| (Cost $43,133,148) |  |  | $44702193 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (0.02%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.02%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.02%)** | 9751 |
| **NET ASSETS - 100.00%** |  |  | $44711944 |

---

 

*See Notes to Quarterly Schedule of Investments.*

ALPS Clean Energy ETF<br> Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (93.62%)** | **COMMON STOCKS (93.62%)** | **COMMON STOCKS (93.62%)** |
| ***Consumer Discretionary (14.09%)*** |  |  |
| &nbsp;&nbsp;&nbsp;EVgo, Inc.<sup>(a)</sup> | 205919 | $796907 |
| &nbsp;&nbsp;&nbsp;Lucid Group, Inc.<sup>(a)(b)</sup> | 1956304 | 3873482 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Inc.<sup>(a)(b)</sup> | 302968 | 4111276 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.<sup>(a)</sup> | 14632 | 4885185 |
| **Total Consumer Discretionary** |  | 13666850 |
| ***Consumer Staples (2.21%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Andersons, Inc. | 52418 | 2143896 |
| ***Energy (4.02%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Clean Energy Fuels Corp.<sup>(a)(b)</sup> | 266534 | 700984 |
| &nbsp;&nbsp;&nbsp;Gevo, Inc.<sup>(a)(b)</sup> | 359421 | 621798 |
| &nbsp;&nbsp;&nbsp;Green Plains, Inc.<sup>(a)</sup> | 103102 | 1145463 |
| &nbsp;&nbsp;&nbsp;REX American Resources Corp.<sup>(a)</sup> | 22928 | 1434606 |
| **Total Energy** |  | 3902851 |
| ***Financials (4.88%)*** |  |  |
| &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital, Inc.<sup>(b)</sup> | 167706 | 4736017 |
| ***Industrials (30.33%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Ameresco, Inc., Class A<sup>(a)(b)</sup> | 51637 | 1313129 |
| &nbsp;&nbsp;&nbsp;American Superconductor Corp.<sup>(a)</sup> | 60907 | 3039258 |
| &nbsp;&nbsp;&nbsp;Array Technologies, Inc.<sup>(a)(b)</sup> | 246323 | 2219370 |
| &nbsp;&nbsp;&nbsp;Ballard Power Systems, Inc.<sup>(a)(b)</sup> | 402955 | 813969 |
| &nbsp;&nbsp;&nbsp;ChargePoint Holdings, Inc.<sup>(a)(b)</sup> | 33849 | 381478 |
| &nbsp;&nbsp;&nbsp;Eos Energy Enterprises, Inc.<sup>(a)(b)</sup> | 389036 | 2684348 |
| &nbsp;&nbsp;&nbsp;Fluence Energy, Inc.<sup>(a)(b)</sup> | 103664 | 767114 |
| &nbsp;&nbsp;&nbsp;Microvast Holdings, Inc.<sup>(a)(b)</sup> | 288053 | 769102 |
| &nbsp;&nbsp;&nbsp;NEXTracker, Inc.<sup>(a)</sup> | 72323 | 4864445 |
| &nbsp;&nbsp;&nbsp;Plug Power, Inc.<sup>(a)(b)</sup> | 1733286 | 2721259 |
| &nbsp;&nbsp;&nbsp;Shoals Technologies Group, Inc., Class A<sup>(a)</sup> | 266264 | 1733379 |
| &nbsp;&nbsp;&nbsp;Sunrun, Inc.<sup>(a)(b)</sup> | 358523 | 5725613 |
| &nbsp;&nbsp;&nbsp;Willdan Group, Inc.<sup>(a)</sup> | 21903 | 2406264 |
| **Total Industrials** |  | 29438728 |
| ***Information Technology (13.47%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Enphase Energy, Inc.<sup>(a)</sup> | 101059 | 3809924 |
| &nbsp;&nbsp;&nbsp;First Solar, Inc.<sup>(a)</sup> | 25440 | 4965634 |
| &nbsp;&nbsp;&nbsp;Itron, Inc.<sup>(a)</sup> | 34924 | 4293557 |
| **Total Information Technology** |  | 13069115 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Materials (7.14%)*** | | |
| &nbsp;&nbsp;&nbsp;Albemarle Corp.<sup>(b)</sup> | 71147 | $6041803 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels, Inc.<sup>(a)(b)</sup> | 130466 | 892387 |
| **Total Materials** |  | 6934190 |
| ***Utilities (17.48%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Boralex, Inc., Class A<sup>(b)</sup> | 164748 | 3464464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc., Class C | 132278 | 3943207 |
| &nbsp;&nbsp;&nbsp;Northland Power, Inc.<sup>(b)</sup> | 274825 | 4452512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, Inc. | 55542 | 5103754 |
| **Total Utilities** |  | 16963937 |
| **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** |
| (Cost $205,343,796) |  | 90855584 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MASTER LIMITED PARTNERSHIPS (6.24%)** | **MASTER LIMITED PARTNERSHIPS (6.24%)** | **MASTER LIMITED PARTNERSHIPS (6.24%)** |
| ***Utilities (6.24%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable Partners LP | 175381 | 4449175 |
| &nbsp;&nbsp;&nbsp;&nbsp;XPLR Infrastructure LP | 151776 | 1608826 |
| **Total Utilities** |  | 6058001 |
| **TOTAL MASTER LIMITED PARTNERSHIPS** | **TOTAL MASTER LIMITED PARTNERSHIPS** | **TOTAL MASTER LIMITED PARTNERSHIPS** |
| (Cost $12,808,673) |  | 6058001 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (10.68%)** | **SHORT TERM INVESTMENTS (10.68%)** | **SHORT TERM INVESTMENTS (10.68%)** | **SHORT TERM INVESTMENTS (10.68%)** |
| **Money Market Fund (0.05%)** | **Money Market Fund (0.05%)** | **Money Market Fund (0.05%)** | **Money Market Fund (0.05%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $47,566) | 4.22% | 47566 | $47566 |
| **Investments Purchased with Collateral from Securities Loaned (10.63%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $10,321,251) |  | 10321251 | 10321251 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $10,368,817) |  |  | 10368817 |
| **TOTAL INVESTMENTS (110.72%)** | **TOTAL INVESTMENTS (110.72%)** | **TOTAL INVESTMENTS (110.72%)** | **TOTAL INVESTMENTS (110.72%)** |
| (Cost $228,521,286) |  |  | $107282402 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-10.72%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-10.72%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-10.72%)** | (10230123) |
| **NET ASSETS - 100.00%** |  |  | $97052279 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*<sup>(b)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $29,462,375.*

*See Notes to Quarterly Schedule of Investments.*

ALPS Disruptive Technologies ETF<br> Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (98.82%)** | **COMMON STOCKS (98.82%)** | **COMMON STOCKS (98.82%)** |
| ***Communication Services (0.96%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | 686 | $828860 |
| ***Consumer Discretionary (3.13%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;ADT, Inc. | 101833 | 886965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Garmin, Ltd. | 4011 | 969940 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.<sup>(a)</sup> | 2578 | 860717 |
| **Total Consumer Discretionary** |  | 2717622 |
| ***Financials (16.06%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Adyen NV<sup>(a)(b)(c)</sup> | 421 | 706486 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 2843 | 941829 |
| &nbsp;&nbsp;&nbsp;Block, Inc.<sup>(a)</sup> | 13108 | 1043922 |
| &nbsp;&nbsp;&nbsp;Corpay, Inc.<sup>(a)</sup> | 2406 | 783562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. | 10338 | 721696 |
| &nbsp;&nbsp;&nbsp;Fiserv, Inc.<sup>(a)</sup> | 4990 | 689518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Global Payments, Inc. | 10527 | 935008 |
| &nbsp;&nbsp;&nbsp;GMO Payment Gateway, Inc.<sup>(d)</sup> | 12805 | 740303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & Associates, Inc. | 4667 | 761934 |
| &nbsp;&nbsp;&nbsp;LendingTree, Inc.<sup>(a)</sup> | 22997 | 1562646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., Class A | 1439 | 856622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moody's Corp. | 1726 | 879846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pagseguro Digital, Ltd., Class A | 92112 | 825324 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings, Inc.<sup>(a)</sup> | 11255 | 789988 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P Global, Inc. | 1639 | 898893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Visa, Inc., Class A | 2252 | 792209 |
| **Total Financials** |  | 13929786 |
| ***Health Care (11.21%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Align Technology, Inc.<sup>(a)</sup> | 4544 | 645066 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.<sup>(a)</sup> | 8444 | 890842 |
| &nbsp;&nbsp;&nbsp;Dexcom, Inc.<sup>(a)</sup> | 10092 | 760331 |
| &nbsp;&nbsp;&nbsp;DiaSorin SpA<sup>(d)</sup> | 7715 | 777845 |
| &nbsp;&nbsp;&nbsp;Globus Medical, Inc.<sup>(a)</sup> | 13801 | 845587 |
| &nbsp;&nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | 8003 | 714908 |
| &nbsp;&nbsp;&nbsp;Hologic, Inc.<sup>(a)</sup> | 12967 | 870345 |
| &nbsp;&nbsp;&nbsp;Insulet Corp.<sup>(a)</sup> | 2779 | 944528 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.<sup>(a)</sup> | 1622 | 767684 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp.<sup>(a)(d)</sup> | 13523 | 543219 |
| &nbsp;&nbsp;&nbsp;&nbsp;ResMed, Inc. | 3351 | 919883 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC, Sponsored ADR<sup>(d)</sup> | 27809 | 1041447 |
| **Total Health Care** |  | 9721685 |
| ***Industrials (16.57%)*** |  |  |
| &nbsp;&nbsp;&nbsp;AeroVironment, Inc.<sup>(a)(d)</sup> | 4420 | 1066767 |
| &nbsp;&nbsp;&nbsp;AutoStore Holdings, Ltd.<sup>(a)(b)(c)</sup> | 1495186 | 1254646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Experian PLC | 16246 | 841439 |
| &nbsp;&nbsp;&nbsp;FANUC Corp.<sup>(d)</sup> | 31527 | 896327 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Industrials (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & Technology Co., Ltd., Class H | 953400 | $1079921 |
| &nbsp;&nbsp;&nbsp;Proto Labs, Inc.<sup>(a)</sup> | 21318 | 1061849 |
| &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC, Sponsored ADR | 15832 | 738879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE | 3240 | 796193 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC | 29203 | 950266 |
| &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies Holdings, Inc. | 10312 | 914262 |
| &nbsp;&nbsp;&nbsp;Stratasys, Ltd.<sup>(a)</sup> | 78786 | 839071 |
| &nbsp;&nbsp;&nbsp;Thomson Reuters Corp.<sup>(d)</sup> | 4299 | 763512 |
| &nbsp;&nbsp;&nbsp;&nbsp;TransUnion | 9617 | 850143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Verisk Analytics, Inc. | 2693 | 722047 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S | 49100 | 977275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 4794 | 603477 |
| **Total Industrials** |  | 14356074 |
| ***Information Technology (47.71%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.<sup>(a)</sup> | 2023 | 721604 |
| &nbsp;&nbsp;&nbsp;Alarm.com Holdings, Inc.<sup>(a)</sup> | 14299 | 838350 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems, Inc.<sup>(a)</sup> | 27883 | 860191 |
| &nbsp;&nbsp;&nbsp;Autodesk, Inc.<sup>(a)</sup> | 2828 | 889972 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems, Inc.<sup>(a)</sup> | 2744 | 961580 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies, Ltd.<sup>(a)</sup> | 3747 | 723696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cognex Corp. | 27179 | 1194245 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Inc., Class A<sup>(a)</sup> | 1763 | 746983 |
| &nbsp;&nbsp;&nbsp;CyberArk Software, Ltd.<sup>(a)</sup> | 2136 | 968163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dassault Systemes SE | 22657 | 705074 |
| &nbsp;&nbsp;&nbsp;Datadog, Inc., Class A<sup>(a)</sup> | 7059 | 964824 |
| &nbsp;&nbsp;&nbsp;Dynatrace, Inc.<sup>(a)</sup> | 15508 | 784705 |
| &nbsp;&nbsp;&nbsp;First Solar, Inc.<sup>(a)</sup> | 5005 | 976926 |
| &nbsp;&nbsp;&nbsp;Fortinet, Inc.<sup>(a)</sup> | 8226 | 647962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gen Digital, Inc. | 28479 | 860066 |
| &nbsp;&nbsp;&nbsp;Guidewire Software, Inc.<sup>(a)</sup> | 3356 | 728319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Intuit, Inc. | 1099 | 733033 |
| &nbsp;&nbsp;&nbsp;Itron, Inc.<sup>(a)</sup> | 6836 | 840418 |
| &nbsp;&nbsp;&nbsp;&nbsp;Keyence Corp. | 2015 | 778549 |
| &nbsp;&nbsp;&nbsp;Klaviyo, Inc.<sup>(a)</sup> | 24661 | 800003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nemetschek SE | 5737 | 791986 |
| &nbsp;&nbsp;&nbsp;Okta, Inc.<sup>(a)</sup> | 8337 | 773423 |
| &nbsp;&nbsp;&nbsp;Omron Corp.<sup>(d)</sup> | 31350 | 808950 |
| &nbsp;&nbsp;&nbsp;Open Text Corp.<sup>(d)</sup> | 29168 | 964586 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks, Inc.<sup>(a)</sup> | 4325 | 823999 |
| &nbsp;&nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | 4906 | 1047431 |
| &nbsp;&nbsp;&nbsp;Qorvo, Inc.<sup>(a)</sup> | 10153 | 920877 |
| &nbsp;&nbsp;&nbsp;Qualys, Inc.<sup>(a)</sup> | 5985 | 812823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Renishaw PLC | 22035 | 961980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salesforce, Inc. | 3159 | 809494 |
| &nbsp;&nbsp;&nbsp;Samsara, Inc., Class A<sup>(a)</sup> | 19819 | 716259 |
| &nbsp;&nbsp;&nbsp;&nbsp;SAP SE, Sponsored ADR | 2805 | 763409 |
| &nbsp;&nbsp;&nbsp;SenseTime Group, Inc.<sup>(a)(b)(c)(d)</sup> | 4474000 | 1228190 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.<sup>(a)</sup> | 829 | 760574 |
| &nbsp;&nbsp;&nbsp;Silicon Laboratories, Inc.<sup>(a)</sup> | 6160 | 827596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, Inc. | 11518 | 863159 |
| &nbsp;&nbsp;&nbsp;Snowflake, Inc., Class A<sup>(a)</sup> | 4000 | 954640 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Information Technology (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies, Inc.<sup>(a)</sup> | 40483 | $1369135 |
| &nbsp;&nbsp;&nbsp;SoundHound AI, Inc.<sup>(a)(d)</sup> | 86126 | 1121361 |
| &nbsp;&nbsp;&nbsp;Synopsys, Inc.<sup>(a)</sup> | 2510 | 1514836 |
| &nbsp;&nbsp;&nbsp;Temenos AG<sup>(d)</sup> | 10658 | 947052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. | 11212 | 598996 |
| &nbsp;&nbsp;&nbsp;Workday, Inc., Class A<sup>(a)</sup> | 3348 | 772785 |
| &nbsp;&nbsp;&nbsp;Xero, Ltd.<sup>(a)</sup> | 6823 | 730481 |
| &nbsp;&nbsp;&nbsp;Xinyi Solar Holdings, Ltd.<sup>(d)</sup> | 2550000 | 1102367 |
| &nbsp;&nbsp;&nbsp;Zoom Communications, Inc., Class A<sup>(a)</sup> | 10695 | 870787 |
| &nbsp;&nbsp;&nbsp;Zscaler, Inc.<sup>(a)</sup> | 2808 | 777956 |
| **Total Information Technology** |  | 41359795 |
| ***Real Estate (0.85%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Equinix, Inc. | 939 | 738232 |
| ***Utilities (2.33%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;China Longyuan Power Group Corp., Ltd., Class H | 959000 | 826692 |
| &nbsp;&nbsp;&nbsp;Enlight Renewable Energy, Ltd.<sup>(a)</sup> | 42200 | 1197839 |
| **Total Utilities** |  | 2024531 |
| **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** |
| (Cost $72,773,059) |  | 85676585 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **MASTER LIMITED PARTNERSHIPS (0.95%)** | **MASTER LIMITED PARTNERSHIPS (0.95%)** | **MASTER LIMITED PARTNERSHIPS (0.95%)** |
| ***Utilities (0.95%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable Partners LP | 32312 | 819711 |
| **TOTAL MASTER LIMITED PARTNERSHIPS** | **TOTAL MASTER LIMITED PARTNERSHIPS** | **TOTAL MASTER LIMITED PARTNERSHIPS** |
| (Cost $904,635) |  | 819711 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (4.52%)** | **SHORT TERM INVESTMENTS (4.52%)** | **SHORT TERM INVESTMENTS (4.52%)** | **SHORT TERM INVESTMENTS (4.52%)** |
| **Money Market Fund (0.17%)** | **Money Market Fund (0.17%)** | **Money Market Fund (0.17%)** | **Money Market Fund (0.17%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $150,272) | 4.22% | 150272 | $150272 |
| **Investments Purchased with Collateral from Securities Loaned (4.35%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $3,769,241) |  | 3769241 | $3769241 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $3,919,513) |  |  | 3919513 |
| **TOTAL INVESTMENTS (104.29%)** | **TOTAL INVESTMENTS (104.29%)** | **TOTAL INVESTMENTS (104.29%)** | **TOTAL INVESTMENTS (104.29%)** |
| (Cost $77,597,207) |  |  | $90415809 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-4.29%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-4.29%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-4.29%)** | (3715467) |
| **NET ASSETS - 100.00%** |  |  | $86700342 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*<sup>(b)</sup>* *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate market value of those securities was $3,189,322, representing 3.68% of net assets.*

*<sup>(c)</sup>* *Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of August 31, 2025, the market value of those securities was $3,189,322, representing 3.68% of net assets.*

*<sup>(d)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $7,609,284.*

*See Notes to Quarterly Schedule of Investments.*

---

| |
|:---|
| ALPS Electrification Infrastructure ETF |
| Schedule of Investments |
| As of August 31, 2025 (Unaudited) |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (99.76%)** |  |  |
| **Energy (12.83%)** |  |  |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp. | 38875 | $691586 |
| &nbsp;&nbsp;&nbsp;Cameco Corp. | 10732 | 830548 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy, Inc. | 3014 | 728846 |
| &nbsp;&nbsp;&nbsp;DT Midstream, Inc. | 6690 | 696964 |
| &nbsp;&nbsp;&nbsp;Enbridge, Inc.<sup>(a)</sup> | 15158 | 732738 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan, Inc. | 25661 | 692334 |
| &nbsp;&nbsp;&nbsp;ONEOK, Inc. | 8602 | 657021 |
| &nbsp;&nbsp;&nbsp;Pembina Pipeline Corp.<sup>(a)</sup> | 18641 | 704071 |
| &nbsp;&nbsp;&nbsp;South Bow Corp. | 25998 | 721185 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4192 | 703250 |
| &nbsp;&nbsp;&nbsp;TC Energy Corp. | 14185 | 738471 |
| &nbsp;&nbsp;&nbsp;Williams Cos., Inc. | 11813 | 683736 |
| **Total Energy** |  | 8580750 |
| **Industrials (30.54%)** |  |  |
| &nbsp;&nbsp;&nbsp;Acuity, Inc. | 2620 | 855351 |
| &nbsp;&nbsp;&nbsp;AECOM | 6326 | 790054 |
| &nbsp;&nbsp;&nbsp;AMETEK, Inc. | 3944 | 728851 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA, Inc. | 1420 | 998799 |
| &nbsp;&nbsp;&nbsp;Dycom Industries, Inc.<sup>(b)</sup> | 3012 | 760440 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. PLC | 2144 | 748556 |
| &nbsp;&nbsp;&nbsp;EMCOR Group, Inc. | 1500 | 930000 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 5604 | 739728 |
| &nbsp;&nbsp;&nbsp;Fluor Corp.<sup>(b)</sup> | 14673 | 601886 |
| &nbsp;&nbsp;&nbsp;GE Vernova, Inc. | 1441 | 883290 |
| &nbsp;&nbsp;&nbsp;Generac Holdings, Inc.<sup>(b)</sup> | 5522 | 1022951 |
| &nbsp;&nbsp;&nbsp;Hubbell, Inc. | 1812 | 780954 |
| &nbsp;&nbsp;&nbsp;IES Holdings, Inc.<sup>(b)</sup> | 2602 | 908905 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions, Inc. | 5555 | 812307 |
| &nbsp;&nbsp;&nbsp;MasTec, Inc.<sup>(b)</sup> | 4340 | 788535 |
| &nbsp;&nbsp;&nbsp;NEXTracker, Inc.<sup>(b)</sup> | 11937 | 802883 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC | 10174 | 919628 |
| &nbsp;&nbsp;&nbsp;Parsons Corp.<sup>(b)</sup> | 10097 | 808770 |
| &nbsp;&nbsp;&nbsp;Quanta Services, Inc. | 1974 | 746093 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | 5006 | 747546 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation, Inc. | 2198 | 754859 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure, Inc.<sup>(b)</sup> | 3476 | 968170 |
| &nbsp;&nbsp;&nbsp;Tetra Tech, Inc. | 19572 | 712812 |
| &nbsp;&nbsp;&nbsp;Valmont Industries, Inc. | 2192 | 804727 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. | 6195 | 790172 |
| **Total Industrials** |  | 20406267 |
| **Information Technology (15.27%)** |  |  |
| &nbsp;&nbsp;&nbsp;Amphenol Corp., Class A | 7496 | 816015 |
| &nbsp;&nbsp;&nbsp;Badger Meter, Inc. | 2914 | 533029 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Information Technology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Cognex Corp. | 23193 | $1019101 |
| &nbsp;&nbsp;&nbsp;Coherent Corp.<sup>(b)</sup> | 8767 | 793150 |
| &nbsp;&nbsp;&nbsp;Corning, Inc. | 13968 | 936275 |
| &nbsp;&nbsp;&nbsp;Enphase Energy, Inc.<sup>(b)</sup> | 15870 | 598299 |
| &nbsp;&nbsp;&nbsp;First Solar, Inc.<sup>(b)</sup> | 4240 | 827606 |
| &nbsp;&nbsp;&nbsp;Itron, Inc.<sup>(b)</sup> | 5772 | 709610 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies, Inc.<sup>(b)</sup> | 4379 | 715660 |
| &nbsp;&nbsp;&nbsp;Littelfuse, Inc. | 3140 | 815866 |
| &nbsp;&nbsp;&nbsp;TE Connectivity PLC | 4274 | 882581 |
| &nbsp;&nbsp;&nbsp;Trimble, Inc.<sup>(b)</sup> | 9798 | 791874 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp.<sup>(b)</sup> | 2438 | 773065 |
| **Total Information Technology** |  | 10212131 |
| **Materials (2.10%)** |  |  |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan, Inc. | 17230 | 765012 |
| &nbsp;&nbsp;&nbsp;Teck Resources, Ltd., Class B | 18694 | 639148 |
| **Total Materials** |  | 1404160 |
| **Utilities (39.02%)** |  |  |
| &nbsp;&nbsp;&nbsp;AES Corp. | 61496 | 832656 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp. | 11524 | 749867 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | 7303 | 728693 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co., Inc. | 6880 | 763818 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy, Inc. | 19492 | 735043 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 10019 | 717060 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison, Inc. | 6856 | 673465 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp. | 2369 | 729605 |
| &nbsp;&nbsp;&nbsp;Dominion Energy, Inc. | 12704 | 760970 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | 5218 | 713040 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 6060 | 742289 |
| &nbsp;&nbsp;&nbsp;Edison International | 14091 | 790927 |
| &nbsp;&nbsp;&nbsp;Entergy Corp. | 8522 | 750703 |
| &nbsp;&nbsp;&nbsp;Evergy, Inc. | 10447 | 744453 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 10795 | 691636 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | 16266 | 710499 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | 17448 | 761082 |
| &nbsp;&nbsp;&nbsp;Fortis, Inc. | 14785 | 735406 |
| &nbsp;&nbsp;&nbsp;IDACORP, Inc. | 6140 | 768114 |
| &nbsp;&nbsp;&nbsp;NextEra Energy, Inc. | 9623 | 693337 |
| &nbsp;&nbsp;&nbsp;NiSource, Inc. | 17775 | 751349 |
| &nbsp;&nbsp;&nbsp;NRG Energy, Inc. | 4703 | 684569 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp. | 15901 | 710139 |
| &nbsp;&nbsp;&nbsp;Oklo, Inc.<sup>(a)(b)</sup> | 11008 | 810628 |
| &nbsp;&nbsp;&nbsp;PG&E Corp. | 49629 | 758331 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | 7819 | 698706 |
| &nbsp;&nbsp;&nbsp;PPL Corp. | 20641 | 752777 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group, Inc. | 8693 | 715695 |
| &nbsp;&nbsp;&nbsp;Sempra | 9310 | 768633 |
| &nbsp;&nbsp;&nbsp;Southern Co. | 7847 | 724278 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Utilities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Talen Energy Corp.<sup>(b)</sup> | 2594 | $982919 |
| &nbsp;&nbsp;&nbsp;TXNM Energy, Inc. | 12505 | 708283 |
| &nbsp;&nbsp;&nbsp;Vistra Corp. | 4094 | 774216 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group, Inc. | 6662 | 709570 |
| &nbsp;&nbsp;&nbsp;Xcel Energy, Inc. | 10270 | 743445 |
| **Total Utilities** |  | 26086201 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $60,912,370) |  | 66689509 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (2.05%)** | **SHORT TERM INVESTMENTS (2.05%)** | **SHORT TERM INVESTMENTS (2.05%)** | **SHORT TERM INVESTMENTS (2.05%)** |
| **Money Market Fund (0.11%)** | **Money Market Fund (0.11%)** | **Money Market Fund (0.11%)** | **Money Market Fund (0.11%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $70,685) | 4.22% | 70685 | $70685 |
| **Investments Purchased with Collateral from Securities Loaned (1.94%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $1,295,877) |  | 1295877 | 1295877 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $1,366,562) |  |  | 1366562 |
| **TOTAL INVESTMENTS (101.81%)** | **TOTAL INVESTMENTS (101.81%)** | **TOTAL INVESTMENTS (101.81%)** | **TOTAL INVESTMENTS (101.81%)** |
| (Cost $62,278,932) |  |  | $68056071 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.81%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.81%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.81%)** | (1212149) |
| **NET ASSETS - 100.00%** |  |  | $66843922 |

---

*<sup>(a)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $1,326,988.*

*<sup>(b)</sup>* *Non-income producing security.*

*See Notes to Quarterly Schedule of Investments.* <br>

---

| |
|:---|
| ALPS Emerging Sector Dividend Dogs ETF |
| Schedule of Investments |
| As of August 31, 2025 (Unaudited) |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (97.67%)** |  |  |
| **Brazil (6.35%)** |  |  |
| &nbsp;&nbsp;&nbsp;Engie Brasil Energia SA | 71800 | $528914 |
| &nbsp;&nbsp;&nbsp;JBS NV<sup>(a)</sup> | 37940 | 610604 |
| &nbsp;&nbsp;&nbsp;Vale SA, ADR | 57226 | 588283 |
| **Total Brazil** |  | 1727801 |
| **Chile (1.94%)** |  |  |
| &nbsp;&nbsp;&nbsp;Empresas CMPC SA | 336319 | 527346 |
| **China (10.01%)** |  |  |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp., Ltd. | 550100 | 491142 |
| &nbsp;&nbsp;&nbsp;China Minsheng Banking Corp., Ltd. | 877200 | 499617 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Energy Transportation Co., Ltd., Class H<sup>(b)</sup> | 602000 | 538252 |
| &nbsp;&nbsp;&nbsp;Sinotrans, Ltd. | 1071100 | 630665 |
| &nbsp;&nbsp;&nbsp;Yankuang Energy Group Co., Ltd., Class H<sup>(b)</sup> | 487400 | 565835 |
| **Total China** |  | 2725511 |
| **Colombia (6.62%)** |  |  |
| &nbsp;&nbsp;&nbsp;Cementos Argos SA | 228158 | 566242 |
| &nbsp;&nbsp;&nbsp;Grupo Cibest SA, ADR | 12350 | 623181 |
| &nbsp;&nbsp;&nbsp;Interconexion Electrica SA ESP | 112862 | 612456 |
| **Total Colombia** |  | 1801879 |
| **Czech Republic (4.14%)** |  |  |
| &nbsp;&nbsp;&nbsp;CEZ AS | 9202 | 575300 |
| &nbsp;&nbsp;&nbsp;Komercni banka A.S. | 11317 | 552705 |
| **Total Czech Republic** |  | 1128005 |
| **Hungary (2.02%)** |  |  |
| &nbsp;&nbsp;&nbsp;Richter Gedeon Nyrt | 18132 | 549615 |
| **India (8.88%)** |  |  |
| &nbsp;&nbsp;&nbsp;Infosys, Ltd., Sponsored ADR<sup>(b)</sup> | 71287 | 1199047 |
| &nbsp;&nbsp;&nbsp;Wipro, Ltd., ADR<sup>(b)</sup> | 441851 | 1219509 |
| **Total India** |  | 2418556 |
| **Indonesia (7.06%)** |  |  |
| &nbsp;&nbsp;&nbsp;Alamtri Resources Indonesia Tbk PT | 4280900 | 455608 |
| &nbsp;&nbsp;&nbsp;Indofood Sukses Makmur Tbk PT | 1025900 | 463490 |
| &nbsp;&nbsp;&nbsp;Kalbe Farma Tbk PT | 5582000 | 411288 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT | 3116900 | 591625 |
| **Total Indonesia** |  | 1922011 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Malaysia (10.45%)** |  |  |
| &nbsp;&nbsp;&nbsp;Genting Malaysia Bhd | 1171100 | $565454 |
| &nbsp;&nbsp;&nbsp;MISC Bhd | 296700 | 521068 |
| &nbsp;&nbsp;&nbsp;Petronas Gas Bhd | 124700 | 550156 |
| &nbsp;&nbsp;&nbsp;Sime Darby Bhd | 1324500 | 648927 |
| &nbsp;&nbsp;&nbsp;Telekom Malaysia Bhd | 337100 | 560105 |
| **Total Malaysia** |  | 2845710 |
| **Mexico (8.16%)** |  |  |
| &nbsp;&nbsp;&nbsp;Banco del Bajio SA<sup>(c)(d)</sup> | 213794 | 509958 |
| &nbsp;&nbsp;&nbsp;Fresnillo PLC | 26800 | 647668 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Centro Norte SAB de CV<sup>(b)</sup> | 40265 | 514970 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark de Mexico SAB de CV, Class A<sup>(b)</sup> | 292800 | 549848 |
| **Total Mexico** |  | 2222444 |
| **Philippines (8.71%)** |  |  |
| &nbsp;&nbsp;&nbsp;Aboitiz Equity Ventures, Inc. | 854000 | 434883 |
| &nbsp;&nbsp;&nbsp;Globe Telecom, Inc. | 16570 | 436976 |
| &nbsp;&nbsp;&nbsp;Manila Electric Co. | 54340 | 508739 |
| &nbsp;&nbsp;&nbsp;PLDT, Inc. | 24010 | 486965 |
| &nbsp;&nbsp;&nbsp;Universal Robina Corp. | 356460 | 505263 |
| **Total Philippines** |  | 2372826 |
| ***Russia (0.00%)<sup>(e)</sup>*** |  |  |
| &nbsp;&nbsp;&nbsp;Mobile TeleSystems PJSC, Sponsored ADR<sup>(a)(f)(g)</sup> | 64600 | 646 |
| &nbsp;&nbsp;&nbsp;Novolipetsk Steel PJSC, GDR<sup>(a)(d)(f)(g)</sup> | 17594 | 176 |
| &nbsp;&nbsp;&nbsp;Severstal PAO, GDR<sup>(a)(d)(f)(g)</sup> | 23283 | 233 |
| &nbsp;&nbsp;&nbsp;X5 Retail Group NV, GDR<sup>(a)(d)(f)(g)</sup> | 17785 | 178 |
| **Total Russia** |  | 1233 |
| **South Africa (7.85%)** |  |  |
| &nbsp;&nbsp;&nbsp;Aspen Pharmacare Holdings, Ltd. | 78690 | 472274 |
| &nbsp;&nbsp;&nbsp;Valterra Platinum, Ltd. | 12369 | 566527 |
| &nbsp;&nbsp;&nbsp;Vodacom Group, Ltd. | 69509 | 560209 |
| &nbsp;&nbsp;&nbsp;Woolworths Holdings, Ltd.<sup>(b)</sup> | 183285 | 539673 |
| **Total South Africa** |  | 2138683 |
| **Thailand (10.57%)** |  |  |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services PCL | 811300 | 518411 |
| &nbsp;&nbsp;&nbsp;Bumrungrad Hospital Pcl | 124100 | 681889 |
| &nbsp;&nbsp;&nbsp;Home Product Center PCL | 2504200 | 548845 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL | 150800 | 521364 |
| &nbsp;&nbsp;&nbsp;PTT Oil & Retail Business PCL<sup>(c)(d)</sup> | 1480400 | 607789 |
| **Total Thailand** |  | 2878298 |
| **Turkey (4.91%)** |  |  |
| &nbsp;&nbsp;&nbsp;Tofas Turk Otomobil Fabrikasi A.S. | 111543 | 678380 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Turkey (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Turkiye Petrol Rafinerileri AS | 157124 | $657555 |
| **Total Turkey** |  | 1335935 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $26,571,127) |  | 26595853 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **PREFERRED STOCK (1.81%)** |  |  |
| **Chile (1.81%)** |  |  |
| &nbsp;&nbsp;&nbsp;Embotelladora Andina SA, Series B | 124342 | 492563 |
| **TOTAL PREFERRED STOCK** |  |  |
| (Cost $395,754) |  | 492563 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (5.99%)** | **SHORT TERM INVESTMENTS (5.99%)** | **SHORT TERM INVESTMENTS (5.99%)** | **SHORT TERM INVESTMENTS (5.99%)** |
| **Money Market Fund (0.20%)** | **Money Market Fund (0.20%)** | **Money Market Fund (0.20%)** | **Money Market Fund (0.20%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $54,694) | 4.22% | 54694 | $54694 |
| **Investments Purchased with Collateral from Securities Loaned (5.79%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $1,576,710) |  | 1576710 | 1576710 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $1,631,404) |  |  | 1631404 |
| **TOTAL INVESTMENTS (105.47%)** | **TOTAL INVESTMENTS (105.47%)** | **TOTAL INVESTMENTS (105.47%)** | **TOTAL INVESTMENTS (105.47%)** |
| (Cost $28,598,285) |  |  | $28719820 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-5.47%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-5.47%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-5.47%)** | (1488802) |
| **NET ASSETS - 100.00%** |  |  | $27231018 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*<sup>(b)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $3,145,503.*

*<sup>(c)</sup>* *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate market value of those securities was 1,117,747, representing 4.10% of net assets.*

*<sup>(d)</sup>* *Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of August 31, 2025, the market value of those securities was $1,118,334, representing 4.11% of net assets.*

*<sup>(e)</sup>* *Less than 0.005%.*

*<sup>(f)</sup>* *Security deemed to be illiquid under the procedures utilized by the Valuation Designee. As of August 31, 2025, the fair value of illiquid securities in the aggregate was $1,233, representing less than 0.005% of the Fund's net assets.*

*<sup>(g)</sup>* *As a result of the use of significant unobservable inputs to determine fair value, these investments have been classified as Level 3 securities under the fair value hierarchy.*

*See Notes to Quarterly Schedule of Investments.*

ALPS Equal Sector Weight ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **EXCHANGE TRADED FUNDS (99.99%)<sup>(a)</sup>** |  |  |
| ***Communication Services (9.35%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services Select Sector SPDR Fund | 461125 | $51364713 |
| ***Consumer Discretionary (9.49%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary Select Sector SPDR Fund | 225083 | 52160734 |
| ***Consumer Staples (8.60%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Consumer Staples Select Sector SPDR Fund<sup>(b)</sup> | 585295 | 47280130 |
| ***Energy (8.77%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Energy Select Sector SPDR Fund<sup>(b)</sup> | 532938 | 48172266 |
| ***Financials (9.25%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Financial Select Sector SPDR Fund | 941639 | 50839090 |
| ***Healthcare (8.94%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care Select Sector SPDR Fund | 357628 | 49148816 |
| ***Industrials (9.21%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrial Select Sector SPDR Fund | 333083 | 50631947 |
| ***Materials (9.22%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Materials Select Sector SPDR Fund<sup>(b)</sup> | 548741 | 50637820 |
| ***Real Estate (8.73%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Select Sector SPDR Fund | 1133673 | 47965705 |
| ***Technology (9.42%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Technology Select Sector SPDR Fund | 197152 | 51742542 |
| ***Utilities (9.01%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Utilities Select Sector SPDR Fund<sup>(b)</sup> | 587041 | 49499297 |
| **TOTAL EXCHANGE TRADED FUNDS** |  |  |
| (Cost $451,104,832) |  | 549443060 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.08%)** | **SHORT TERM INVESTMENTS (0.08%)** | **SHORT TERM INVESTMENTS (0.08%)** | **SHORT TERM INVESTMENTS (0.08%)** |
| **Money Market Fund (0.02%)** | **Money Market Fund (0.02%)** | **Money Market Fund (0.02%)** | **Money Market Fund (0.02%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $98,663) | 4.22% | 98663 | $98663 |
| **Investments Purchased with Collateral from Securities Loaned (0.06%)** | **Investments Purchased with Collateral from Securities Loaned (0.06%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% | &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |
| (Cost $321,125) |  | 321125 | $321125 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $419,788) |  |  | 419788 |
| **TOTAL INVESTMENTS (100.07%)** | **TOTAL INVESTMENTS (100.07%)** | **TOTAL INVESTMENTS (100.07%)** | **TOTAL INVESTMENTS (100.07%)** |
| (Cost $451,524,620) |  |  | $549862848 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.07%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.07%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.07%)** | (390983) |
| **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | $549471865 |

---

*<sup>(a)</sup>* *The financial statements of the Underlying Sector ETFs, including the portfolio of investments, are included in The Select Sector SPDR Trust's N-CSRS filing dated June 2, 2025, available at www.sec.gov or can be found at www.ssga.com and should be read in conjunction with the Fund's financial statements.*

*<sup>(b)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $24,638,854.*

 ****

***Common Abbreviations:***

*SPDR<sup>®</sup> - Standard & Poor's Depositary Receipts*

*See Notes to Quarterly Schedule of Investments.*

ALPS Intermediate Municipal Bond ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| **GOVERNMENT BONDS (0.25%)** |  |  |
| United States Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 09/09/2025 | $100000 | $99917 |
| **Total** |  | 99917 |
| **TOTAL GOVERNMENT BONDS** |  |  |
| (Cost $99,906) |  | 99917 |
| **Security Description** | **Principal Amount** | **Value** |
| **MUNICIPAL BONDS (101.24%)** |  |  |
| ***General Obligation Limited (1.24%)*** |  |  |
| ***Pennsylvania (1.24%)*** |  |  |
| School District of Philadelphia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/2034 | 500000 | 506605 |
| **Total Pennsylvania** |  | 506605 |
| **Total General Obligation Limited** |  | 506605 |
| ***General Obligation Unlimited (15.22%)*** |  |  |
| ***California (4.91%)*** |  |  |
| Allan Hancock Joint Community College District |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/01/2042<sup>(a)</sup> | 350000 | 286380 |
| Antelope Valley Community College District |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/01/2036<sup>(b)</sup> | 295000 | 321042 |
| Chaffey Joint Union High School District |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/01/2044<sup>(a)</sup> | 250000 | 100155 |
| Chino Valley Unified School District |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/01/2035<sup>(a)</sup> | 245000 | 165623 |
| Lake Tahoe Unified School District |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/01/2045<sup>(a)</sup> | 150000 | 120042 |
| Mount San Antonio Community College District |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/01/2043<sup>(a)</sup> | 365000 | 350725 |
| San Mateo County Community College District |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 09/01/2035<sup>(a)</sup> | 110000 | 78404 |
| San Mateo Union High School District |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 09/01/2041<sup>(a)</sup> | 570000 | 581800 |
| **Total California** |  | 2004171 |
| ***Minnesota (2.15%)*** |  |  |
| Morris Area Schools Independent School District No 2769 |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 02/01/2033<sup>(a)</sup> | 750000 | 586844 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***General Obligation Unlimited (continued)*** |  |  |
| St Cloud Independent School District No 742 |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 02/01/2038<sup>(a)</sup> | $500000 | $291735 |
| **Total Minnesota** |  | 878579 |
| ***Oregon (4.33%)*** |  |  |
| Clackamas & Washington Counties School District No 3 |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2036<sup>(a)</sup> | 600000 | 374711 |
| Multnomah County School District No 40 |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2043<sup>(a)</sup> | 1000000 | 406339 |
| Oregon Coast Community College District |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/2040 | 400000 | 429446 |
| Washington & Multnomah Counties School District No 48J Beaverton |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2034<sup>(a)</sup> | 200000 | 138811 |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2041<sup>(a)</sup> | 150000 | 72744 |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2042<sup>(a)</sup> | 750000 | 337675 |
| **Total Oregon** |  | 1759726 |
| ***Texas (2.80%)*** |  |  |
| Cedar Hill Independent School District |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/2037 | 200000 | 216734 |
| Fort Bend Independent School District |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.72%, 08/01/2051 | 65000 | 63373 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/2054 | 150000 | 153428 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/01/2055 | 300000 | 307069 |
| North East Independent School District |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/01/2049 | 395000 | 401472 |
| **Total Texas** |  | 1142076 |
| ***Washington (1.03%)*** |  |  |
| Washington Clackamas & Yamhill Counties School District No 88J |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2037<sup>(a)</sup> | 150000 | 86061 |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2039<sup>(a)</sup> | 255000 | 129407 |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2040<sup>(a)</sup> | 200000 | 95692 |
| &nbsp;&nbsp;&nbsp;0.00%, 06/15/2041<sup>(a)</sup> | 250000 | 110423 |
| **Total Washington** |  | 421583 |
| **Total General Obligation Unlimited** |  | 6206135 |
| ***Revenue Bonds (84.78%)*** |  |  |
| ***Alabama (1.26%)*** |  |  |
| Black Belt Energy Gas District |  |  |
| &nbsp;&nbsp;&nbsp;7D US MUNI + 0.65%, 04/01/2053<sup>(c)</sup> | 100000 | 97935 |
| Industrial Development Board of the City of Mobile Alabama |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.92%, 06/01/2034 | 65000 | 65319 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |
| Southeast Energy Authority A Cooperative District |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/01/2055 | $170000 | $178201 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2055 | 160000 | 170694 |
| **Total Alabama** |  | 512149 |
| ***Arizona (3.75%)*** |  |  |
| Maricopa County & Phoenix Industrial Development Authorities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/2056 | 300000 | 333279 |
| Salt Verde Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2032 | 675000 | 728865 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2037 | 450000 | 470757 |
| **Total Arizona** |  | 1532901 |
| ***California (7.27%)*** |  |  |
| California Community Choice Financing Authority |  |  |
| &nbsp;&nbsp;&nbsp;7D US MUNI + 0.45%, 02/01/2052<sup>(c)</sup> | 210000 | 197672 |
| City of Los Angeles Department of Airports |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/15/2033 | 405000 | 443390 |
| Long Beach Bond Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 1.45%, 11/15/2027<sup>(c)</sup> | 430000 | 435526 |
| Los Angeles Department of Water & Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/2032 | 225000 | 229926 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/2035 | 175000 | 194864 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/01/2044 | 200000 | 208811 |
| Modesto Irrigation District |  |  |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 0.63%, 09/01/2037<sup>(c)</sup> | 615000 | 586834 |
| Northern California Energy Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2054 | 300000 | 320058 |
| Northern California Gas Authority No 1 |  |  |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 0.72%, 07/01/2027<sup>(c)</sup> | 125000 | 125020 |
| San Diego County Regional Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/2034 | 105000 | 115068 |
| San Francisco City & County Airport Comm-San Francisco International Airport |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2037 | 100000 | 105742 |
| **Total California** |  | 2962911 |
| ***Colorado (3.11%)*** |  |  |
| City & County of Denver Co. Airport System Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/2035 | 250000 | 274509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/15/2036 | 250000 | 289554 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |
| Colorado Health Facilities Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/15/2036 | $155000 | $166791 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/15/2039 | 75000 | 78088 |
| E-470 Public Highway Authority |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 09/01/2035<sup>(a)</sup> | 300000 | 183655 |
| &nbsp;&nbsp;&nbsp;0.00%, 09/01/2037<sup>(a)</sup> | 500000 | 275718 |
| **Total Colorado** |  | 1268315 |
| ***Connecticut (1.14%)*** |  |  |
| Connecticut Housing Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2047 | 140000 | 140515 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/15/2054 | 295000 | 326935 |
| **Total Connecticut** |  | 467450 |
| ***District of Columbia (1.13%)*** |  |  |
| District of Columbia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/2040 | 200000 | 200275 |
| Metropolitan Washington Airports Authority Aviation Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2037 | 250000 | 260029 |
| **Total District of Columbia** |  | 460304 |
| ***Florida (4.44%)*** |  |  |
| City Of South Miami Health Facilities Authority, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/2042 | 350000 | 350670 |
| County of Broward FL Airport System Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2031 | 200000 | 211518 |
| County of Miami-Dade FL Aviation Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2036 | 250000 | 265421 |
| Florida Housing Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/01/2054 | 125000 | 131654 |
| Greater Orlando Aviation Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2033 | 300000 | 313770 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2037 | 300000 | 318062 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/01/2044 | 125000 | 128250 |
| Hillsborough County Aviation Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/2039 | 90000 | 92948 |
| **Total Florida** |  | 1812293 |
| ***Georgia (1.21%)*** |  |  |
| Main Street Natural Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/2053 | 300000 | 321311 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/2054 | 160000 | 170562 |
| **Total Georgia** |  | 491873 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |
| ***Illinois (4.82%)*** |  |  |
| Illinois Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/2029<sup>(b)</sup> | $300000 | $326862 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/2035 | 225000 | 239217 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/2036 | 400000 | 407241 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/15/2057 | 800000 | 800000 |
| Illinois Housing Development Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 04/01/2054 | 175000 | 191373 |
| **Total Illinois** |  | 1964693 |
| ***Indiana (0.37%)*** |  |  |
| Indiana Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/01/2043 | 150000 | 150517 |
| **Total Indiana** |  | 150517 |
| ***Kansas (1.07%)*** |  |  |
| State of Kansas Department of Transportation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/2033 | 385000 | 437521 |
| **Total Kansas** |  | 437521 |
| ***Kentucky (1.87%)*** |  |  |
| County of Trimble KY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 06/01/2054 | 300000 | 303844 |
| Kentucky Public Energy Authority |  |  |
| &nbsp;&nbsp;&nbsp;1D US SOFR + 1.20%, 08/01/2052<sup>(c)</sup> | 460000 | 459917 |
| **Total Kentucky** |  | 763761 |
| ***Louisiana (0.16%)*** |  |  |
| Louisiana Public Facilities Authority |  |  |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 0.70%, 02/15/2036<sup>(c)</sup> | 65000 | 63510 |
| **Total Louisiana** |  | 63510 |
| ***Massachusetts (0.27%)*** |  |  |
| Massachusetts Housing Finance Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/01/2050 | 110000 | 109357 |
| **Total Massachusetts** |  | 109357 |
| ***Michigan (0.91%)*** |  |  |
| Gerald R Ford International Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/01/2046 | 100000 | 99039 |
| Michigan Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;7D US MUNI + 0.75%, 04/15/2047<sup>(c)</sup> | 275000 | 274159 |
| **Total Michigan** |  | 373198 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |
| ***Minnesota (1.91%)*** |  |  |
| Minnesota Housing Finance Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.47%, 01/01/2050 | $206300 | $168082 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/2050 | 610000 | 612431 |
| **Total Minnesota** |  | 780513 |
| ***Missouri (0.83%)*** |  |  |
| Missouri Housing Development Commission |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/2050 | 170000 | 171447 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/2055 | 150000 | 166295 |
| **Total Missouri** |  | 337742 |
| ***Nebraska (2.92%)*** |  |  |
| Central Plains Energy Project |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2053 | 165000 | 173754 |
| Nebraska Investment Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/2046 | 110000 | 110151 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/01/2050 | 350000 | 347860 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 09/01/2055 | 500000 | 559494 |
| **Total Nebraska** |  | 1191259 |
| ***Nevada (0.68%)*** |  |  |
| County of Clark NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/01/2036 | 275000 | 275511 |
| **Total Nevada** |  | 275511 |
| ***New Jersey (3.18%)*** |  |  |
| New Jersey Transportation Trust Fund Authority |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 12/15/2031<sup>(a)</sup> | 725000 | 588973 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/15/2034<sup>(a)</sup> | 200000 | 140447 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/15/2041 | 300000 | 316802 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/2042 | 250000 | 256254 |
| **Total New Jersey** |  | 1302476 |
| ***New Mexico (1.75%)*** |  |  |
| City of Farmington NM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 04/01/2029 | 180000 | 170350 |
| New Mexico Mortgage Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/01/2053 | 230000 | 241836 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/2055 | 275000 | 303704 |
| **Total New Mexico** |  | 715890 |
| ***New York (9.39%)*** |  |  |
| Metropolitan Transportation Authority |  |  |
| &nbsp;&nbsp;&nbsp;1D US SOFR + 0.43%, 11/01/2026<sup>(c)</sup> | 40000 | 40002 |
| &nbsp;&nbsp;&nbsp;1D US SOFR + 0.80%, 11/01/2032<sup>(c)</sup> | 460000 | 460595 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |
| New York City Transitional Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2038 | $100000 | $108407 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2040 | 115000 | 121608 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2042 | 300000 | 313209 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/01/2042 | 100000 | 104403 |
| New York City Transitional Finance Authority Future Tax Secured Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2044 | 145000 | 147973 |
| New York State Dormitory Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2038 | 100000 | 98916 |
| New York State Housing Finance Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/01/2044 | 200000 | 202386 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/01/2050 | 175000 | 172058 |
| New York State Thruway Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/2042 | 100000 | 103273 |
| Port Authority of New York & New Jersey |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/01/2030 | 1100000 | 1172693 |
| Triborough Bridge & Tunnel Authority |  |  |
| &nbsp;&nbsp;&nbsp;1D US SOFR + 1.05%, 04/01/2026<sup>(c)</sup> | 250000 | 249972 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/15/2039<sup>(a)</sup> | 1000000 | 527155 |
| **Total New York** |  | 3822650 |
| ***North Carolina (3.64%)*** |  |  |
| North Carolina Housing Finance Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/01/2055 | 715000 | 779016 |
| University of North Carolina at Chapel Hill |  |  |
| &nbsp;&nbsp;&nbsp;1D US SOFR + 1.05%, 12/01/2041<sup>(c)</sup> | 700000 | 703851 |
| **Total North Carolina** |  | 1482867 |
| ***North Dakota (1.29%)*** |  |  |
| North Dakota Housing Finance Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/01/2049 | 245000 | 247093 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 07/01/2053 | 260000 | 277520 |
| **Total North Dakota** |  | 524613 |
| ***Ohio (3.91%)*** |  |  |
| Lancaster Port Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2055 | 390000 | 414741 |
| Ohio Higher Educational Facility Commission |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 01/01/2043 | 800000 | 800000 |
| Ohio Housing Finance Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/01/2056 | 335000 | 379256 |
| **Total Ohio** |  | 1593997 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |
| ***Oklahoma (1.04%)*** |  |  |
| Oklahoma Housing Finance Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/2052 | $410000 | $425918 |
| **Total Oklahoma** |  | 425918 |
| ***Oregon (1.23%)*** |  |  |
| Port of Portland OR Airport Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/2036 | 200000 | 212231 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/2038 | 305000 | 288557 |
| **Total Oregon** |  | 500788 |
| ***Pennslyvania (2.60%)*** |  |  |
| Butler County General Authority |  |  |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 0.70%, 10/01/2034<sup>(c)</sup> | 350000 | 336974 |
| Pennsylvania Turnpike Commission |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 12/01/2037<sup>(a)</sup> | 750000 | 721345 |
| **Total Pennslyvania** |  | 1058319 |
| ***South Carolina (2.78%)*** |  |  |
| South Carolina State Housing Finance & Development Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/01/2054 | 145000 | 158002 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/01/2054 | 880000 | 968610 |
| **Total South Carolina** |  | 1126612 |
| ***South Dakota (0.35%)*** |  |  |
| South Dakota Housing Development Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/01/2054 | 135000 | 144562 |
| **Total South Dakota** |  | 144562 |
| ***Tennessee (0.85%)*** |  |  |
| New Memphis Arena Public Building Authority |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 04/01/2030<sup>(a)</sup> | 350000 | 345718 |
| **Total Tennessee** |  | 345718 |
| ***Texas (6.16%)*** |  |  |
| City of Austin TX Airport System Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/15/2036 | 200000 | 209912 |
| City of Houston TX Airport System Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/2036 | 135000 | 142423 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/01/2048 | 250000 | 253585 |
| North Texas Tollway Authority |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 01/01/2038<sup>(a)</sup> | 100000 | 59395 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |
| Texas Department of Housing & Community Affairs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 07/01/2037 | $215000 | $164680 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 09/01/2038 | 100000 | 98838 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/2052 | 390000 | 391155 |
| Texas Municipal Gas Acquisition & Supply Corp. V |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/01/2055 | 320000 | 340651 |
| Texas Municipal Gas Acquisition and Supply Corp. I |  |  |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 0.70%, 12/15/2026<sup>(c)</sup> | 330000 | 330091 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 12/15/2026 | 25000 | 25609 |
| Texas Municipal Gas Acquisition and Supply Corp. II |  |  |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 1.06%, 09/15/2027<sup>(c)</sup> | 330000 | 331325 |
| &nbsp;&nbsp;&nbsp;3M US SOFR + 0.86%, 09/15/2027<sup>(c)</sup> | 165000 | 165253 |
| **Total Texas** |  | 2512917 |
| ***Virginia (1.21%)*** |  |  |
| City of Norfolk VA Water Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/01/2033 | 300000 | 343474 |
| Freddie Mac Multifamily ML Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 10/25/2040 | 148600 | 151337 |
| **Total Virginia** |  | 494811 |
| ***Washington (1.03%)*** |  |  |
| County of King WA Sewer Revenue |  |  |
| &nbsp;&nbsp;&nbsp;7D US MUNI + 0.23%, 01/01/2040<sup>(c)</sup> | 115000 | 113761 |
| Port of Seattle WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/2037 | 300000 | 306220 |
| **Total Washington** |  | 419981 |
| ***Wisconsin (2.27%)*** |  |  |
| Public Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/01/2046 | 455000 | 462892 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 10/01/2055 | 300000 | 300000 |
| Wisconsin Health & Educational Facilities Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2043 | 180000 | 159797 |
| **Total Wisconsin** |  | 922689 |
| ***Wyoming (2.98%)*** |  |  |
| Wyoming Community Development Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/2052 | 815000 | 819728 |
| &nbsp;&nbsp;&nbsp;6.25%, 12/01/2055<sup>(b)</sup> | 350000 | 392851 |
| **Total Wyoming** |  | 1212579 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | | **Principal Amount** | **Value** |
| ***Revenue Bonds (continued)*** |  |  |  |
| **Total Revenue Bonds** |  |  | $34563165 |
| **TOTAL MUNICIPAL BONDS** | **TOTAL MUNICIPAL BONDS** | **TOTAL MUNICIPAL BONDS** | **TOTAL MUNICIPAL BONDS** |
| (Cost $40,883,632) |  |  | 41275905 |
|  | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.26%)** | **SHORT TERM INVESTMENTS (0.26%)** | **SHORT TERM INVESTMENTS (0.26%)** | **SHORT TERM INVESTMENTS (0.26%)** |
| **Money Market Fund** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional US Government Money Market Fund (Premier Class) | 4.237% | 104718 | $104718 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $104,718) |  |  | 104718 |
| **TOTAL INVESTMENTS (101.75%)** | **TOTAL INVESTMENTS (101.75%)** | **TOTAL INVESTMENTS (101.75%)** | **TOTAL INVESTMENTS (101.75%)** |
| (Cost $41,088,256) |  |  | $41480540 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.75%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.75%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.75%)** | (713986) |
| **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | $40766554 |

---

**Investment Abbreviations:**

SOFR - Secured Overnight Financing Rate

**Reference Rates:**

1D US SOFR - 1 Day SOFR as of August 31, 2025 was 4.34%

7D US MUNI- SIFMA Municipal Swap Index Yield as of August 31, 2025 was 2.73%

3M US SOFR - 3 Month SOFR as of August 31, 2025 was 4.36%

*<sup>(a)</sup>* *Zero coupon bond.*

*<sup>(b)</sup>* *Represents a security purchased on a when-issued basis.*

*<sup>(c)</sup>* *Floating or variable rate security. Interest rate resets periodically on specific dates. The rate shown represents the coupon or interest rate in effect as of August 31, 2025. Security description includes the reference rate and spread if published and available.*

*See Notes to Quarterly Schedule of Investments.*

ALPS International Sector Dividend Dogs ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (99.27%)** |  |  |
| ***Australia (8.60%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BHP Group, Ltd. | 295302 | $8346920 |
| &nbsp;&nbsp;&nbsp;Fortescue, Ltd.<sup>(a)</sup> | 701301 | 8858056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Origin Energy, Ltd. | 962771 | 8140708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy Group, Ltd. | 436869 | 7550857 |
| **Total Australia** |  | 32896541 |
| ***Finland (10.16%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fortum Oyj | 387075 | 6697520 |
| &nbsp;&nbsp;&nbsp;Neste Oyj<sup>(a)</sup> | 596094 | 10941791 |
| &nbsp;&nbsp;&nbsp;Nokia Oyj<sup>(a)</sup> | 1380520 | 5941871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp | 498941 | 7611628 |
| &nbsp;&nbsp;&nbsp;UPM-Kymmene Oyj<sup>(a)</sup> | 268525 | 7643241 |
| **Total Finland** |  | 38836051 |
| ***France (17.49%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA | 82325 | 7399686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bouygues SA | 163922 | 7026571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cap Gemini SA | 41169 | 5849498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carrefour SA | 483568 | 6995236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole SA | 391082 | 7151177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kering SA | 35949 | 9637345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange SA | 486228 | 7906886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pernod Ricard SA | 69023 | 7848937 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA | 71393 | 7056863 |
| **Total France** |  | 66872199 |
| ***Germany (10.09%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BASF SE | 147221 | 7812563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG | 82296 | 8613077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding AG | 162425 | 7633179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Post AG | 151978 | 6912859 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG | 122074 | 7619182 |
| **Total Germany** |  | 38590860 |
| ***Hong Kong (3.62%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;China Resources Power Holdings Co., Ltd. | 2803500 | 6455369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong & China Gas Co., Ltd. | 8230796 | 7401434 |
| **Total Hong Kong** |  | 13856803 |
| ***Italy (3.99%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Enel SpA | 776264 | 7159897 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Italy (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 1286093 | $8087263 |
| **Total Italy** |  | 15247160 |
| ***Japan (13.97%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Astellas Pharma, Inc. | 742200 | 8181852 |
| &nbsp;&nbsp;&nbsp;Canon, Inc.<sup>(a)</sup> | 245363 | 7262965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co., Ltd. | 739600 | 8263912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Tobacco, Inc. | 237800 | 7586039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kyocera Corp. | 609700 | 8202354 |
| &nbsp;&nbsp;&nbsp;Mitsui OSK Lines, Ltd.<sup>(a)</sup> | 209900 | 6783131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co., Ltd. | 237100 | 7132926 |
| **Total Japan** |  | 53413179 |
| ***Netherlands (1.83%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Stellantis NV<sup>(a)</sup> | 730728 | 6996359 |
| ***Norway (3.73%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Aker BP ASA | 258844 | 6537954 |
| &nbsp;&nbsp;&nbsp;&nbsp;Telenor ASA | 463240 | 7723624 |
| **Total Norway** |  | 14261578 |
| ***Poland (3.99%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;ORLEN SA | 344574 | 7355426 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santander Bank Polska SA | 56929 | 7905721 |
| **Total Poland** |  | 15261147 |
| ***Singapore (3.82%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Singapore Airlines, Ltd.<sup>(a)</sup> | 1325923 | 6799605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore Telecommunications, Ltd. | 2324200 | 7807110 |
| **Total Singapore** |  | 14606715 |
| ***Spain (2.25%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Repsol SA | 525945 | 8620435 |
| ***Sweden (3.64%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson, Class B | 849811 | 6761135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Telia Co. AB | 1920736 | 7163821 |
| **Total Sweden** |  | 13924956 |
| ***Switzerland (1.84%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG | 21571 | 7017348 |
| ***United Kingdom (10.25%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;British American Tobacco PLC | 147044 | 8317508 |
| &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC | 351047 | 6891787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands PLC | 181388 | 7654061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC | 123922 | 7775064 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | | **Shares** | **Value** |
| ***United Kingdom (continued)*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC |  | 7162693 | $8554261 |
| **Total United Kingdom** |  |  | 39192681 |
| **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** |
| (Cost $318,919,212) |  |  | 379594012 |
|  | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (3.12%)** | **SHORT TERM INVESTMENTS (3.12%)** | **SHORT TERM INVESTMENTS (3.12%)** | **SHORT TERM INVESTMENTS (3.12%)** |
| **Money Market Fund (0.19%)** | **Money Market Fund (0.19%)** | **Money Market Fund (0.19%)** | **Money Market Fund (0.19%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $721,948) | 4.22% | 721948 | $721948 |
| **Investments Purchased with Collateral from Securities Loaned (2.93%)** | **Investments Purchased with Collateral from Securities Loaned (2.93%)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $11,205,117) |  | 11205117 | 11205117 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $11,927,065) |  |  | 11927065 |
| **TOTAL INVESTMENTS (102.39%)** | **TOTAL INVESTMENTS (102.39%)** | **TOTAL INVESTMENTS (102.39%)** | **TOTAL INVESTMENTS (102.39%)** |
| (Cost $330,846,277) |  |  | $391521077 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-2.39%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-2.39%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-2.39%)** | (9140431) |
| **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | $382380646 |

---

*<sup>(a)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $24,622,728.*

 

*See Notes to Quarterly Schedule of Investments.*

ALPS Medical Breakthroughs ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (99.90%)** |  |  |
| ***Biotechnology (87.37%)*** |  |  |
| &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals, Inc.<sup>(a)</sup> | 79186 | $2058044 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals, Inc.<sup>(a)</sup> | 27439 | 1034725 |
| &nbsp;&nbsp;&nbsp;Akebia Therapeutics, Inc.<sup>(a)(b)</sup> | 124296 | 390289 |
| &nbsp;&nbsp;&nbsp;Akero Therapeutics, Inc.<sup>(a)</sup> | 37752 | 1764151 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC<sup>(a)</sup> | 78002 | 2259718 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics, Inc.<sup>(a)</sup> | 145707 | 1105916 |
| &nbsp;&nbsp;&nbsp;AnaptysBio, Inc.<sup>(a)</sup> | 13926 | 283116 |
| &nbsp;&nbsp;&nbsp;Anavex Life Sciences Corp.<sup>(a)(b)</sup> | 40438 | 389822 |
| &nbsp;&nbsp;&nbsp;Annexon, Inc.<sup>(a)(b)</sup> | 51947 | 107011 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals, Inc.<sup>(a)</sup> | 59454 | 1639147 |
| &nbsp;&nbsp;&nbsp;Apogee Therapeutics, Inc.<sup>(a)(b)</sup> | 21808 | 793157 |
| &nbsp;&nbsp;&nbsp;Arcellx, Inc.<sup>(a)</sup> | 26120 | 1812467 |
| &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings, Inc.<sup>(a)(b)</sup> | 12825 | 218153 |
| &nbsp;&nbsp;&nbsp;Arcus Biosciences, Inc.<sup>(a)</sup> | 50079 | 530337 |
| &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> | 65359 | 1439859 |
| &nbsp;&nbsp;&nbsp;ARS Pharmaceuticals, Inc.<sup>(a)(b)</sup> | 46500 | 540330 |
| &nbsp;&nbsp;&nbsp;Astria Therapeutics, Inc.<sup>(a)</sup> | 26693 | 164963 |
| &nbsp;&nbsp;&nbsp;Aurinia Pharmaceuticals, Inc.<sup>(a)</sup> | 63932 | 766545 |
| &nbsp;&nbsp;&nbsp;Autolus Therapeutics PLC, ADR<sup>(a)(b)</sup> | 126012 | 189018 |
| &nbsp;&nbsp;&nbsp;Avidity Biosciences, Inc.<sup>(a)(b)</sup> | 57055 | 2657622 |
| &nbsp;&nbsp;&nbsp;Bicara Therapeutics, Inc.<sup>(a)</sup> | 25822 | 308315 |
| &nbsp;&nbsp;&nbsp;Bicycle Therapeutics PLC, ADR<sup>(a)</sup> | 22598 | 166773 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals, Inc.<sup>(a)</sup> | 98993 | 822632 |
| &nbsp;&nbsp;&nbsp;Candel Therapeutics, Inc.<sup>(a)(b)</sup> | 23730 | 137397 |
| &nbsp;&nbsp;&nbsp;Capricor Therapeutics, Inc.<sup>(a)</sup> | 21643 | 135918 |
| &nbsp;&nbsp;&nbsp;Celcuity, Inc.<sup>(a)(b)</sup> | 17982 | 921218 |
| &nbsp;&nbsp;&nbsp;Celldex Therapeutics, Inc.<sup>(a)</sup> | 31418 | 693709 |
| &nbsp;&nbsp;&nbsp;CG oncology, Inc.<sup>(a)(b)</sup> | 36025 | 966191 |
| &nbsp;&nbsp;&nbsp;Compass Pathways PLC, ADR<sup>(a)(b)</sup> | 44245 | 195563 |
| &nbsp;&nbsp;&nbsp;Compass Therapeutics, Inc.<sup>(a)(b)</sup> | 65457 | 228445 |
| &nbsp;&nbsp;&nbsp;Cytokinetics, Inc.<sup>(a)(b)</sup> | 56589 | 1999289 |
| &nbsp;&nbsp;&nbsp;Day One Biopharmaceuticals, Inc.<sup>(a)</sup> | 48000 | 360480 |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics, Inc.<sup>(a)(b)</sup> | 68749 | 1049797 |
| &nbsp;&nbsp;&nbsp;Dianthus Therapeutics, Inc.<sup>(a)(b)</sup> | 15234 | 359065 |
| &nbsp;&nbsp;&nbsp;Disc Medicine, Inc.<sup>(a)(b)</sup> | 16438 | 980445 |
| &nbsp;&nbsp;&nbsp;Erasca, Inc.<sup>(a)(b)</sup> | 134094 | 210528 |
| &nbsp;&nbsp;&nbsp;Galapagos NV, Sponsored ADR<sup>(a)(b)</sup> | 31036 | 975772 |
| &nbsp;&nbsp;&nbsp;Geron Corp.<sup>(a)</sup> | 301440 | 422016 |
| &nbsp;&nbsp;&nbsp;Gossamer Bio, Inc.<sup>(a)</sup> | 107616 | 265812 |
| &nbsp;&nbsp;&nbsp;Ideaya Biosciences, Inc.<sup>(a)(b)</sup> | 41446 | 1017499 |
| &nbsp;&nbsp;&nbsp;Immatics NV<sup>(a)(b)</sup> | 57548 | 292919 |
| &nbsp;&nbsp;&nbsp;Immunocore Holdings PLC, ADR<sup>(a)(b)</sup> | 23748 | 765161 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Biotechnology (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;Immunome, Inc.<sup>(a)(b)</sup> | 41176 | $391584 |
| &nbsp;&nbsp;&nbsp;Keros Therapeutics, Inc.<sup>(a)(b)</sup> | 19258 | 292914 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech, Inc.<sup>(a)</sup> | 13707 | 2024524 |
| &nbsp;&nbsp;&nbsp;Kura Oncology, Inc.<sup>(a)</sup> | 40940 | 323426 |
| &nbsp;&nbsp;&nbsp;MannKind Corp.<sup>(a)</sup> | 143858 | 660308 |
| &nbsp;&nbsp;&nbsp;Merus NV<sup>(a)</sup> | 35298 | 2324020 |
| &nbsp;&nbsp;&nbsp;Metsera, Inc.<sup>(a)(b)</sup> | 49724 | 1754760 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals, Inc.<sup>(a)</sup> | 23460 | 1732990 |
| &nbsp;&nbsp;&nbsp;MoonLake Immunotherapeutics<sup>(a)(b)</sup> | 30091 | 1677573 |
| &nbsp;&nbsp;&nbsp;Newamsterdam Pharma Co. NV<sup>(a)(b)</sup> | 53128 | 1277728 |
| &nbsp;&nbsp;&nbsp;Novavax, Inc.<sup>(a)(b)</sup> | 76621 | 572359 |
| &nbsp;&nbsp;&nbsp;Nuvalent, Inc.<sup>(a)</sup> | 31488 | 2411350 |
| &nbsp;&nbsp;&nbsp;Olema Pharmaceuticals, Inc.<sup>(a)(b)</sup> | 32386 | 176828 |
| &nbsp;&nbsp;&nbsp;Palvella Therapeutics, Inc.<sup>(a)(b)</sup> | 5216 | 282446 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines, Inc.<sup>(a)(b)</sup> | 9642 | 439097 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics, Inc.<sup>(a)</sup> | 29413 | 1736838 |
| &nbsp;&nbsp;&nbsp;Prothena Corp. PLC<sup>(a)</sup> | 25466 | 208821 |
| &nbsp;&nbsp;&nbsp;PTC Therapeutics, Inc.<sup>(a)</sup> | 37470 | 1848395 |
| &nbsp;&nbsp;&nbsp;REGENXBIO, Inc.<sup>(a)</sup> | 23730 | 211909 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics, Inc.<sup>(a)</sup> | 81192 | 291479 |
| &nbsp;&nbsp;&nbsp;Replimune Group, Inc.<sup>(a)</sup> | 36506 | 197132 |
| &nbsp;&nbsp;&nbsp;Rezolute, Inc.<sup>(a)(b)</sup> | 40450 | 288004 |
| &nbsp;&nbsp;&nbsp;Rhythm Pharmaceuticals, Inc.<sup>(a)</sup> | 30166 | 3111624 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals, Inc.<sup>(a)(b)</sup> | 8508 | 330536 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics, Inc.<sup>(a)(b)</sup> | 25816 | 510124 |
| &nbsp;&nbsp;&nbsp;Tonix Pharmaceuticals Holding Corp.<sup>(a)(b)</sup> | 3482 | 103172 |
| &nbsp;&nbsp;&nbsp;Tourmaline Bio, Inc.<sup>(a)(b)</sup> | 12143 | 284146 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics, Inc.<sup>(a)</sup> | 42072 | 736260 |
| &nbsp;&nbsp;&nbsp;Tyra Biosciences, Inc.<sup>(a)(b)</sup> | 25207 | 319373 |
| &nbsp;&nbsp;&nbsp;Upstream Bio, Inc.<sup>(a)</sup> | 25414 | 435342 |
| &nbsp;&nbsp;&nbsp;UroGen Pharma, Ltd.<sup>(a)(b)</sup> | 21784 | 423699 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals, Inc.<sup>(a)</sup> | 27859 | 131773 |
| &nbsp;&nbsp;&nbsp;Vaxcyte, Inc.<sup>(a)</sup> | 61086 | 1880838 |
| &nbsp;&nbsp;&nbsp;Vera Therapeutics, Inc.<sup>(a)</sup> | 30229 | 654156 |
| &nbsp;&nbsp;&nbsp;Vericel Corp.<sup>(a)</sup> | 23817 | 865986 |
| &nbsp;&nbsp;&nbsp;Viking Therapeutics, Inc.<sup>(a)(b)</sup> | 53206 | 1439222 |
| &nbsp;&nbsp;&nbsp;Vir Biotechnology, Inc.<sup>(a)(b)</sup> | 65411 | 323130 |
| &nbsp;&nbsp;&nbsp;Viridian Therapeutics, Inc.<sup>(a)</sup> | 38574 | 708990 |
| &nbsp;&nbsp;&nbsp;Xencor, Inc.<sup>(a)</sup> | 33693 | 273924 |
| &nbsp;&nbsp;&nbsp;Xenon Pharmaceuticals, Inc.<sup>(a)</sup> | 36310 | 1405560 |
| &nbsp;&nbsp;&nbsp;Y-mAbs Therapeutics, Inc.<sup>(a)</sup> | 21439 | 183303 |
| &nbsp;&nbsp;&nbsp;Zai Lab, Ltd., ADR<sup>(a)(b)</sup> | 53349 | 1765852 |
| &nbsp;&nbsp;&nbsp;Zenas Biopharma, Inc.<sup>(a)(b)</sup> | 19784 | 316544 |
| **Total Biotechnology** |  | 70747373 |
| ***Health Care Equipment & Supplies (0.22%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Delcath Systems, Inc.<sup>(a)(b)</sup> | 16522 | 182072 |
| ***Health Care Providers & Services (0.39%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Fulgent Genetics, Inc.<sup>(a)</sup> | 14397 | 319181 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | | **Shares** | **Value** |
| **Pharmaceuticals (11.92%)** | **Pharmaceuticals (11.92%)** | | |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals, Inc.<sup>(a)(b)</sup> |  | 40510 | $136114 |
| &nbsp;&nbsp;&nbsp;Axsome Therapeutics, Inc.<sup>(a)</sup> |  | 23382 | 2835769 |
| &nbsp;&nbsp;&nbsp;Crinetics Pharmaceuticals, Inc.<sup>(a)(b)</sup> |  | 44324 | 1373601 |
| &nbsp;&nbsp;&nbsp;Edgewise Therapeutics, Inc.<sup>(a)</sup> |  | 49843 | 715247 |
| &nbsp;&nbsp;&nbsp;Maze Therapeutics, Inc.<sup>(a)</sup> |  | 20678 | 299624 |
| &nbsp;&nbsp;&nbsp;MBX Biosciences, Inc.<sup>(a)</sup> |  | 15838 | 238995 |
| &nbsp;&nbsp;&nbsp;Nuvation Bio, Inc.<sup>(a)(b)</sup> |  | 160597 | 476973 |
| &nbsp;&nbsp;&nbsp;Pharvaris NV<sup>(a)</sup> |  | 25797 | 558505 |
| &nbsp;&nbsp;&nbsp;Rapport Therapeutics, Inc.<sup>(a)(b)</sup> |  | 17294 | 304893 |
| &nbsp;&nbsp;&nbsp;Structure Therapeutics, Inc., ADR<sup>(a)(b)</sup> |  | 27264 | 526195 |
| &nbsp;&nbsp;&nbsp;Tarsus Pharmaceuticals, Inc.<sup>(a)</sup> |  | 19896 | 1165508 |
| &nbsp;&nbsp;&nbsp;Terns Pharmaceuticals, Inc.<sup>(a)</sup> |  | 41384 | 288033 |
| &nbsp;&nbsp;&nbsp;Theravance Biopharma, Inc.<sup>(a)</sup> |  | 23705 | 329025 |
| &nbsp;&nbsp;&nbsp;Trevi Therapeutics, Inc.<sup>(a)</sup> |  | 56416 | 409298 |
| **Total Pharmaceuticals** |  |  | 9657780 |
| **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** | **TOTAL COMMON STOCKS** |
| (Cost $77,494,958) |  |  | 80906406 |
|  | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (8.64%)** | **SHORT TERM INVESTMENTS (8.64%)** | **SHORT TERM INVESTMENTS (8.64%)** | **SHORT TERM INVESTMENTS (8.64%)** |
| **Money Market Fund (0.12%)** | **Money Market Fund (0.12%)** | **Money Market Fund (0.12%)** | **Money Market Fund (0.12%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $96,527) | 4.22% | 96527 | $96527 |
| **Investments Purchased with Collateral from Securities Loaned (8.52%)** | **Investments Purchased with Collateral from Securities Loaned (8.52%)** |  |  |
| &nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $6,901,796) |  | 6901796 | 6901796 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $6,998,323) |  |  | 6998323 |
| **TOTAL INVESTMENTS (108.54%)** | **TOTAL INVESTMENTS (108.54%)** | **TOTAL INVESTMENTS (108.54%)** | **TOTAL INVESTMENTS (108.54%)** |
| (Cost $84,493,281) |  |  | $87904729 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-8.54%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-8.54%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-8.54%)** | (6921699) |
| **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | **NET ASSETS - 100.00%** | $80983030 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*<sup>(b)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $22,280,817.*

*See Notes to Quarterly Schedule of Investments.*

ALPS \| O'Shares Global Internet Giants ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (100.03%)** |  |  |
| ***Broadline Retail (11.31%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding, Ltd., Sponsored ADR | 13071 | $1764585 |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.<sup>(a)</sup> | 34418 | 7881722 |
| &nbsp;&nbsp;&nbsp;JD.com, Inc., ADR | 17589 | 546490 |
| &nbsp;&nbsp;&nbsp;MercadoLibre, Inc.<sup>(a)</sup> | 1074 | 2655905 |
| &nbsp;&nbsp;&nbsp;Naspers, Ltd. | 3886 | 1279620 |
| &nbsp;&nbsp;&nbsp;PDD Holdings, Inc., ADR<sup>(a)</sup> | 29998 | 3606360 |
| **Total Broadline Retail** |  | 17734682 |
| ***Diversified Consumer Services (0.83%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Duolingo, Inc.<sup>(a)</sup> | 4373 | 1302542 |
| ***Entertainment (8.41%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | 7354 | 1224367 |
| &nbsp;&nbsp;&nbsp;NetEase, Inc., ADR | 5766 | 785272 |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | 2623 | 3169239 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp., Class A<sup>(a)</sup> | 20020 | 2494292 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA<sup>(a)</sup> | 2954 | 2014274 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software, Inc.<sup>(a)</sup> | 9215 | 2149583 |
| &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group, ADR | 55105 | 1351175 |
| **Total Entertainment** |  | 13188202 |
| ***Ground Transportation (3.77%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Full Truck Alliance Co., Ltd., ADR | 163293 | 2130973 |
| &nbsp;&nbsp;&nbsp;Grab Holdings, Ltd.<sup>(a)</sup> | 344977 | 1721435 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | 21997 | 2062219 |
| **Total Ground Transportation** |  | 5914627 |
| ***Health Care Technology (0.79%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Veeva Systems, Inc., Class A<sup>(a)</sup> | 4594 | 1236705 |
| ***Hotels, Restaurants & Leisure (6.66%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Airbnb, Inc., Class A<sup>(a)</sup> | 6828 | 891259 |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA<sup>(b)</sup> | 8591 | 719627 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | 156 | 873452 |
| &nbsp;&nbsp;&nbsp;Delivery Hero SE<sup>(a)(c)(d)</sup> | 72000 | 1910409 |
| &nbsp;&nbsp;&nbsp;DoorDash, Inc., Class A<sup>(a)</sup> | 10009 | 2454706 |
| &nbsp;&nbsp;&nbsp;Meituan, Class B<sup>(a)(c)(d)</sup> | 135617 | 1786655 |
| &nbsp;&nbsp;&nbsp;Trip.com Group, Ltd., ADR | 24655 | 1818306 |
| **Total Hotels, Restaurants & Leisure** |  | 10454414 |
| ***Interactive Media & Services (18.47%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc., Class A | 46902 | 9985904 |
| &nbsp;&nbsp;&nbsp;Kuaishou Technology<sup>(c)(d)</sup> | 118300 | 1143468 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc., Class A | 12921 | 9544743 |
| &nbsp;&nbsp;&nbsp;Pinterest, Inc., Class A<sup>(a)</sup> | 35412 | 1297142 |
| &nbsp;&nbsp;&nbsp;Reddit, Inc.<sup>(a)</sup> | 18208 | 4098257 |
| &nbsp;&nbsp;&nbsp;Snap, Inc., Class A<sup>(a)</sup> | 124706 | 890401 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Interactive Media & Services (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;Tencent Holdings, Ltd. | 26317 | $2013737 |
| **Total Interactive Media & Services** |  | 28973652 |
| ***IT Services (7.31%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Cloudflare, Inc., Class A<sup>(a)</sup> | 13595 | 2837412 |
| &nbsp;&nbsp;&nbsp;MongoDB, Inc.<sup>(a)</sup> | 8011 | 2528352 |
| &nbsp;&nbsp;&nbsp;Shopify, Inc., Class A<sup>(a)</sup> | 24835 | 3508689 |
| &nbsp;&nbsp;&nbsp;Snowflake, Inc., Class A<sup>(a)</sup> | 10858 | 2591370 |
| **Total IT Services** |  | 11465823 |
| ***Media (0.88%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Trade Desk, Inc., Class A<sup>(a)</sup> | 25239 | 1379564 |
| ***Professional Services (0.85%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Paychex, Inc. | 3514 | 490045 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co., Ltd. | 7700 | 449514 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 3174 | 399549 |
| **Total Professional Services** |  | 1339108 |
| ***Real Estate Management & Development (1.55%)*** |  |  |
| &nbsp;&nbsp;&nbsp;CoStar Group, Inc.<sup>(a)</sup> | 11050 | 988865 |
| &nbsp;&nbsp;&nbsp;Zillow Group, Inc.<sup>(a)</sup> | 17119 | 1443302 |
| **Total Real Estate Management & Development** |  | 2432167 |
| ***Software (39.20%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.<sup>(a)</sup> | 3286 | 1172116 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp., Class A<sup>(a)</sup> | 6963 | 3332422 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp., Class A<sup>(a)</sup> | 9304 | 1654065 |
| &nbsp;&nbsp;&nbsp;Confluent, Inc., Class A<sup>(a)</sup> | 69283 | 1375960 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Inc., Class A<sup>(a)</sup> | 5697 | 2413819 |
| &nbsp;&nbsp;&nbsp;CyberArk Software, Ltd.<sup>(a)</sup> | 5086 | 2305280 |
| &nbsp;&nbsp;&nbsp;Datadog, Inc., Class A<sup>(a)</sup> | 14873 | 2032842 |
| &nbsp;&nbsp;&nbsp;Dynatrace, Inc.<sup>(a)</sup> | 22740 | 1150644 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp.<sup>(a)</sup> | 823 | 1252310 |
| &nbsp;&nbsp;&nbsp;Fortinet, Inc.<sup>(a)</sup> | 12605 | 992896 |
| &nbsp;&nbsp;&nbsp;Gitlab, Inc., Class A<sup>(a)(b)</sup> | 44453 | 2134633 |
| &nbsp;&nbsp;&nbsp;Guidewire Software, Inc.<sup>(a)</sup> | 5637 | 1223342 |
| &nbsp;&nbsp;&nbsp;HubSpot, Inc.<sup>(a)</sup> | 2308 | 1115156 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc. | 2250 | 1500750 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 18733 | 9491825 |
| &nbsp;&nbsp;&nbsp;Monday.com, Ltd.<sup>(a)</sup> | 6500 | 1254500 |
| &nbsp;&nbsp;&nbsp;Nutanix, Inc.<sup>(a)</sup> | 21568 | 1449585 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 15946 | 3605869 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies, Inc., Class A<sup>(a)</sup> | 33800 | 5296798 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks, Inc.<sup>(a)</sup> | 8733 | 1663811 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc. | 5124 | 1313025 |
| &nbsp;&nbsp;&nbsp;Samsara, Inc., Class A<sup>(a)</sup> | 50944 | 1841116 |
| &nbsp;&nbsp;&nbsp;SAP SE | 7694 | 2085590 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.<sup>(a)</sup> | 2884 | 2645955 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies, Inc.<sup>(a)</sup> | 1198 | 674330 |
| &nbsp;&nbsp;&nbsp;WiseTech Global, Ltd. | 25108 | 1672607 |
| &nbsp;&nbsp;&nbsp;Workday, Inc., Class A<sup>(a)</sup> | 5034 | 1161948 |
| &nbsp;&nbsp;&nbsp;Xero, Ltd.<sup>(a)</sup> | 16245 | 1739214 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Software (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;Zscaler, Inc.<sup>(a)</sup> | 6940 | $1922727 |
| **Total Software** |  | 61475135 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $105,251,702) |  | 156896621 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.03%)** | **SHORT TERM INVESTMENTS (0.03%)** | **SHORT TERM INVESTMENTS (0.03%)** | **SHORT TERM INVESTMENTS (0.03%)** |
| **Money Market Fund (0.00%)** | **Money Market Fund (0.00%)** | **Money Market Fund (0.00%)** | **Money Market Fund (0.00%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $4,400) | 4.22% | 4400 | $4400 |
| **Investments Purchased with Collateral from Securities Loaned (0.03%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $53,637) |  | 53637 | 53637 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $58,037) |  |  | 58037 |
| **TOTAL INVESTMENTS (100.06%)** | **TOTAL INVESTMENTS (100.06%)** | **TOTAL INVESTMENTS (100.06%)** | **TOTAL INVESTMENTS (100.06%)** |
| (Cost $105,309,739) |  |  | $156954658 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.06%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.06%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.06%)** | (96277) |
| **NET ASSETS - 100.00%** |  |  | $156858381 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*<sup>(b)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $515,904.*

*<sup>(c)</sup>* *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate market value of those securities was $4,840,532, representing 3.09% of net assets.*

*<sup>(d)</sup>* *Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of August 31, 2025, the market value of those securities was $4,840,532, representing 3.09% of net assets.*

*See Notes to Quarterly Schedule of Investments.*

ALPS \| O'Shares International Developed Quality Dividend ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (98.92%)** |  |  |
| ***Aerospace & Defense (3.13%)*** |  |  |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC | 53277 | $1265568 |
| ***Air Freight & Logistics (1.90%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG | 16895 | 768485 |
| ***Automobile Components (1.92%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA | 21431 | 775484 |
| ***Banks (2.59%)*** |  |  |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC | 82050 | 1049899 |
| ***Beverages (1.50%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Diageo PLC | 16942 | 469199 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 1199 | 136344 |
| **Total Beverages** |  | 605543 |
| ***Building Products (1.11%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB, Class B<sup>(a)</sup> | 5309 | 187409 |
| &nbsp;&nbsp;&nbsp;Geberit AG | 358 | 262275 |
| **Total Building Products** |  | 449684 |
| ***Capital Markets (2.84%)*** |  |  |
| &nbsp;&nbsp;&nbsp;3i Group PLC | 21149 | 1148837 |
| ***Construction & Engineering (2.34%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Vinci SA | 6970 | 945076 |
| ***Consumer Staples Distribution & Retail (0.57%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 5803 | 232522 |
| ***Diversified Telecommunication Services (7.18%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG | 32428 | 1184415 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 196179 | 935486 |
| &nbsp;&nbsp;&nbsp;Swisscom AG | 1088 | 785933 |
| **Total Diversified Telecommunication Services** |  | 2905834 |
| ***Electric Utilities (3.32%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Iberdrola SA | 71624 | 1346977 |
| ***Electrical Equipment (7.04%)*** |  |  |
| &nbsp;&nbsp;&nbsp;ABB, Ltd. | 14894 | 999200 |
| &nbsp;&nbsp;&nbsp;Legrand SA | 6134 | 933624 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | 3737 | 918325 |
| **Total Electrical Equipment** |  | 2851149 |
| ***Financial Services (3.23%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Industrivarden AB, Class C<sup>(a)</sup> | 6783 | 269758 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Financial Services (continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;Investor AB<sup>(a)</sup> | 33612 | $1034694 |
| **Total Financial Services** |  | 1304452 |
| ***Food Products (4.14%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Danone SA | 2210 | 184035 |
| &nbsp;&nbsp;&nbsp;Nestle SA | 15827 | 1491217 |
| **Total Food Products** |  | 1675252 |
| ***Health Care Equipment & Supplies (1.07%)*** |  |  |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA | 1419 | 431957 |
| ***Household Products (1.91%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Essity AB, Class B<sup>(a)</sup> | 4108 | 110941 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC | 8890 | 664473 |
| **Total Household Products** |  | 775414 |
| ***Independent Power and Renewable Electricity Producers (1.47%)*** |  |  |
| &nbsp;&nbsp;&nbsp;RWE AG | 14870 | 595656 |
| ***Industrial Conglomerates (4.18%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Siemens AG | 6110 | 1691246 |
| ***Insurance (2.22%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Sampo Oyj | 78187 | 896969 |
| ***Machinery (3.35%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB<sup>(a)</sup> | 17598 | 280765 |
| &nbsp;&nbsp;&nbsp;Kone Oyj, Class B | 6848 | 430378 |
| &nbsp;&nbsp;&nbsp;Volvo AB | 20932 | 643364 |
| **Total Machinery** |  | 1354507 |
| ***Marine Transportation (0.64%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG | 1270 | 258397 |
| ***Multi-Utilities (1.88%)*** |  |  |
| &nbsp;&nbsp;&nbsp;National Grid PLC | 54054 | 760552 |
| ***Personal Care Products (6.13%)*** |  |  |
| &nbsp;&nbsp;&nbsp;L'Oreal SA | 2667 | 1241503 |
| &nbsp;&nbsp;&nbsp;Unilever PLC | 19707 | 1239112 |
| **Total Personal Care Products** |  | 2480615 |
| ***Pharmaceuticals (13.88%)*** |  |  |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC | 4430 | 705940 |
| &nbsp;&nbsp;&nbsp;GSK PLC | 29397 | 577125 |
| &nbsp;&nbsp;&nbsp;Novartis AG | 13005 | 1644174 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Class B | 13937 | 783706 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | 4879 | 1587207 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 3201 | 316404 |
| **Total Pharmaceuticals** |  | 5614556 |
| ***Professional Services (5.63%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Experian PLC | 11662 | 604017 |
| &nbsp;&nbsp;&nbsp;RELX PLC | 21859 | 1018113 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV | 5196 | 654082 |
| **Total Professional Services** |  | 2276212 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| ***Semiconductors & Semiconductor Equipment (2.36%)*** |  |  |
| &nbsp;&nbsp;&nbsp;ASML Holding NV | 1282 | $954785 |
| ***Software (4.56%)*** |  |  |
| &nbsp;&nbsp;&nbsp;SAP SE | 6815 | 1847321 |
| ***Specialty Retail (2.18%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA<sup>(a)</sup> | 17829 | 880218 |
| ***Textiles, Apparel & Luxury Goods (4.02%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Hermes International SCA | 192 | 469684 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE | 1961 | 1156499 |
| **Total Textiles, Apparel & Luxury Goods** |  | 1626183 |
| ***Tobacco (0.63%)*** |  |  |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC | 6051 | 255335 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $33,648,978) |  | 40024685 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (2.09%)** | **SHORT TERM INVESTMENTS (2.09%)** | **SHORT TERM INVESTMENTS (2.09%)** | **SHORT TERM INVESTMENTS (2.09%)** |
| **Money Market Fund (0.21%)** | **Money Market Fund (0.21%)** | **Money Market Fund (0.21%)** | **Money Market Fund (0.21%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $84,296) | 4.22% | 84296 | $84296 |
| **Investments Purchased with Collateral from Securities Loaned (1.88%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $759,769) |  | 759769 | 759769 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $844,065) |  |  | 844065 |
| **TOTAL INVESTMENTS (101.01%)** | **TOTAL INVESTMENTS (101.01%)** | **TOTAL INVESTMENTS (101.01%)** | **TOTAL INVESTMENTS (101.01%)** |
| (Cost $34,493,043) |  |  | $40868750 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.01%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.01%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.01%)** | (407810) |
| **NET ASSETS - 100.00%** |  |  | $40460940 |

---

*<sup>(a)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $1,575,083.*

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| ALPS \| O'Shares U.S. Quality Dividend ETF | ALPS \| O'Shares U.S. Quality Dividend ETF | ALPS \| O'Shares U.S. Quality Dividend ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (99.90%)** | **COMMON STOCKS (99.90%)** | **COMMON STOCKS (99.90%)** |
| **Aerospace & Defense (1.38%)** |  |  |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 8659 | $2810452 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 16032 | 7304660 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 2150 | 1268586 |
| **Total Aerospace & Defense** |  | 11383698 |
| **Air Freight & Logistics (0.58%)** |  |  |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington, Inc. | 10515 | 1267478 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Inc., Class B | 40081 | 3504683 |
| **Total Air Freight & Logistics** |  | 4772161 |
| **Banks (0.57%)** |  |  |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 15440 | 4653925 |
| **Beverages (1.55%)** |  |  |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 98936 | 6825595 |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc. | 39991 | 5944662 |
| **Total Beverages** |  | 12770257 |
| **Biotechnology (1.60%)** |  |  |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | 42066 | 8850686 |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | 8325 | 2395186 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | 17045 | 1925574 |
| **Total Biotechnology** |  | 13171446 |
| **Broadline Retail (0.47%)** |  |  |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | 42674 | 3866691 |
| **Building Products (0.25%)** |  |  |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | 4983 | 2070935 |
| **Capital Markets (3.18%)** |  |  |
| &nbsp;&nbsp;&nbsp;Blackrock, Inc. | 4235 | 4773438 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets, Inc. | 12517 | 2953386 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 10684 | 5446276 |
| &nbsp;&nbsp;&nbsp;MSCI, Inc. | 7185 | 4079068 |
| &nbsp;&nbsp;&nbsp;S&P Global, Inc. | 6869 | 3767234 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group, Inc. | 47645 | 5127555 |
| **Total Capital Markets** |  | 26146957 |
| **Commercial Services & Supplies (1.45%)** |  |  |
| &nbsp;&nbsp;&nbsp;Cintas Corp. | 41422 | 8699863 |
| &nbsp;&nbsp;&nbsp;Waste Management, Inc. | 14142 | 3201607 |
| **Total Commercial Services & Supplies** |  | 11901470 |
| **Communications Equipment (3.94%)** |  |  |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | 426904 | 29494797 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions, Inc. | 6104 | 2883896 |
| **Total Communications Equipment** |  | 32378693 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Consumer Staples Distribution & Retail (1.52%)** |  |  |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 7249 | $6838126 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | 11183 | 758655 |
| &nbsp;&nbsp;&nbsp;Target Corp. | 5619 | 539312 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | 44663 | 4331418 |
| **Total Consumer Staples Distribution & Retail** |  | 12467511 |
| **Diversified Telecommunication Services (1.73%)** |  |  |
| &nbsp;&nbsp;&nbsp;AT&T, Inc. | 271199 | 7943419 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | 141432 | 6255537 |
| **Total Diversified Telecommunication Services** |  | 14198956 |
| **Electrical Equipment (0.44%)** |  |  |
| &nbsp;&nbsp;&nbsp;AMETEK, Inc. | 6070 | 1121736 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. PLC | 7210 | 2517299 |
| **Total Electrical Equipment** |  | 3639035 |
| **Electronic Equipment, Instruments & Components (1.25%)** |  |  |
| &nbsp;&nbsp;&nbsp;Amphenol Corp., Class A | 47735 | 5196432 |
| &nbsp;&nbsp;&nbsp;TE Connectivity PLC | 24505 | 5060283 |
| **Total Electronic Equipment, Instruments & Components** |  | 10256715 |
| **Entertainment (0.58%)** |  |  |
| &nbsp;&nbsp;&nbsp;Electronic Arts, Inc. | 27569 | 4740490 |
| **Financial Services (9.32%)** |  |  |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc., Class A | 60498 | 36013854 |
| &nbsp;&nbsp;&nbsp;Visa, Inc., Class A | 115779 | 40728737 |
| **Total Financial Services** |  | 76742591 |
| **Food Products (0.52%)** |  |  |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | 13317 | 656928 |
| &nbsp;&nbsp;&nbsp;Hershey Co. | 10299 | 1892441 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc., Class A | 27907 | 1714606 |
| **Total Food Products** |  | 4263975 |
| **Ground Transportation (0.95%)** |  |  |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 66347 | 2156941 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 25395 | 5677560 |
| **Total Ground Transportation** |  | 7834501 |
| **Health Care Equipment & Supplies (2.26%)** |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 102229 | 13561699 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC | 26572 | 2466147 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | 6458 | 2527726 |
| **Total Health Care Equipment & Supplies** |  | 18555572 |
| **Health Care Providers & Services (1.09%)** |  |  |
| &nbsp;&nbsp;&nbsp;Elevance Health, Inc. | 3729 | 1188246 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc. | 25131 | 7787343 |
| **Total Health Care Providers & Services** |  | 8975589 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Hotels, Restaurants & Leisure (4.70%)** |  |  |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | 91612 | $28724026 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | 56130 | 4950105 |
| &nbsp;&nbsp;&nbsp;Yum! Brands, Inc. | 34202 | 5026668 |
| **Total Hotels, Restaurants & Leisure** |  | 38700799 |
| **Household Durables (0.58%)** |  |  |
| &nbsp;&nbsp;&nbsp;Garmin, Ltd. | 19885 | 4808591 |
| **Household Products (2.89%)** |  |  |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co., Inc. | 4399 | 409811 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 28779 | 2419451 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 12242 | 1580932 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 123432 | 19383761 |
| **Total Household Products** |  | 23793955 |
| **Industrial Conglomerates (0.67%)** |  |  |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | 25118 | 5513401 |
| **Insurance (3.00%)** |  |  |
| &nbsp;&nbsp;&nbsp;Aon PLC, Class A | 8258 | 3030686 |
| &nbsp;&nbsp;&nbsp;Chubb, Ltd. | 19415 | 5340484 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., Inc. | 79041 | 16267428 |
| **Total Insurance** |  | 24638598 |
| **Interactive Media & Services (4.75%)** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc., Class A | 183380 | 39043436 |
| **IT Services (2.98%)** |  |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Class A | 62634 | 16282961 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp., Class A | 41156 | 2973521 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 21759 | 5298099 |
| **Total IT Services** |  | 24554581 |
| **Life Sciences Tools & Services (0.27%)** |  |  |
| &nbsp;&nbsp;&nbsp;Agilent Technologies, Inc. | 10105 | 1269795 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | 1981 | 976078 |
| **Total Life Sciences Tools & Services** |  | 2245873 |
| **Machinery (3.62%)** |  |  |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | 12604 | 5281580 |
| &nbsp;&nbsp;&nbsp;Cummins, Inc. | 3448 | 1373821 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | 4229 | 2024169 |
| &nbsp;&nbsp;&nbsp;Graco, Inc. | 14098 | 1203828 |
| &nbsp;&nbsp;&nbsp;IDEX Corp. | 5800 | 954100 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works, Inc. | 39509 | 10456056 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 40189 | 3471526 |
| &nbsp;&nbsp;&nbsp;PACCAR, Inc. | 29470 | 2946411 |
| &nbsp;&nbsp;&nbsp;Snap-on, Inc. | 6100 | 1983964 |
| **Total Machinery** |  | 29695455 |
| **Media (2.88%)** |  |  |
| &nbsp;&nbsp;&nbsp;Comcast Corp., Class A | 698025 | 23711909 |
| **Personal Care Products (0.07%)** |  |  |
| &nbsp;&nbsp;&nbsp;Kenvue, Inc. | 27979 | 579445 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Pharmaceuticals (9.37%)** |  |  |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 9742 | $7136794 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 220558 | 39076261 |
| &nbsp;&nbsp;&nbsp;Merck & Co., Inc. | 327000 | 27507240 |
| &nbsp;&nbsp;&nbsp;Zoetis, Inc. | 21681 | 3390908 |
| **Total Pharmaceuticals** |  | 77111203 |
| **Professional Services (1.40%)** |  |  |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing, Inc. | 20440 | 6214783 |
| &nbsp;&nbsp;&nbsp;Paychex, Inc. | 29867 | 4165102 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Inc. | 4219 | 1131198 |
| **Total Professional Services** |  | 11511083 |
| **Semiconductors & Semiconductor Equipment (3.80%)** |  |  |
| &nbsp;&nbsp;&nbsp;Analog Devices, Inc. | 5517 | 1386477 |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | 19954 | 5934120 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | 30920 | 4969772 |
| &nbsp;&nbsp;&nbsp;Texas Instruments, Inc. | 93698 | 18971971 |
| **Total Semiconductors & Semiconductor Equipment** |  | 31262340 |
| **Software (6.61%)** |  |  |
| &nbsp;&nbsp;&nbsp;Intuit, Inc. | 1891 | 1261297 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 91748 | 46487794 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 29422 | 6653197 |
| **Total Software** |  | 54402288 |
| **Specialty Retail (8.43%)** |  |  |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. | 104627 | 42559124 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos., Inc. | 44011 | 11357479 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. | 92826 | 12680960 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | 44510 | 2748938 |
| **Total Specialty Retail** |  | 69346501 |
| **Technology Hardware, Storage & Peripherals (4.96%)** |  |  |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | 175849 | 40821587 |
| **Textiles, Apparel & Luxury Goods (0.39%)** |  |  |
| &nbsp;&nbsp;&nbsp;NIKE, Inc., Class B | 41003 | 3172402 |
| **Tobacco (1.54%)** |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group, Inc. | 94935 | 6380581 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | 37739 | 6307319 |
| **Total Tobacco** |  | 12687900 |
| **Trading Companies & Distributors (1.26%)** |  |  |
| &nbsp;&nbsp;&nbsp;Fastenal Co. | 168284 | 8356983 |
| &nbsp;&nbsp;&nbsp;WW Grainger, Inc. | 1971 | 1997609 |
| **Total Trading Companies & Distributors** |  | 10354592 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Wireless Telecommunication Services (1.10%)** |  |  |
| &nbsp;&nbsp;&nbsp;T-Mobile US, Inc. | 36051 | $9084491 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $654,895,131) |  | 821831598 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day<br>Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.03%)** | **SHORT TERM INVESTMENTS (0.03%)** | **SHORT TERM INVESTMENTS (0.03%)** | **SHORT TERM INVESTMENTS (0.03%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 213937 | $213937 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $213,937) |  |  | 213937 |
| **TOTAL INVESTMENTS (99.93%)** | **TOTAL INVESTMENTS (99.93%)** | **TOTAL INVESTMENTS (99.93%)** | **TOTAL INVESTMENTS (99.93%)** |
| (Cost $655,109,068) |  |  | $822045535 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (0.07%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.07%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.07%)** | 572220 |
| **NET ASSETS - 100.00%** |  |  | $822617755 |

---

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF | ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF | ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (99.87%)** |  |  |
| **Automobile Components (4.74%)** |  |  |
| &nbsp;&nbsp;&nbsp;BorgWarner, Inc. | 228852 | $9785712 |
| &nbsp;&nbsp;&nbsp;Gentex Corp. | 674510 | 18893025 |
| &nbsp;&nbsp;&nbsp;Lear Corp. | 112299 | 12352890 |
| &nbsp;&nbsp;&nbsp;Phinia, Inc. | 109353 | 6394963 |
| **Total Automobile Components** |  | 47426590 |
| **Building Products (2.77%)** |  |  |
| &nbsp;&nbsp;&nbsp;A O Smith Corp. | 244736 | 17447230 |
| &nbsp;&nbsp;&nbsp;Simpson Manufacturing Co., Inc. | 21643 | 4136410 |
| &nbsp;&nbsp;&nbsp;UFP Industries, Inc. | 60389 | 6097477 |
| **Total Building Products** |  | 27681117 |
| **Capital Markets (12.58%)** |  |  |
| &nbsp;&nbsp;&nbsp;Artisan Partners Asset Management, Inc., Class A | 195191 | 9132987 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers, Inc. | 75464 | 5573771 |
| &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group, Inc. | 34010 | 4957298 |
| &nbsp;&nbsp;&nbsp;Evercore, Inc., Class A | 37525 | 12066164 |
| &nbsp;&nbsp;&nbsp;Federated Hermes, Inc. | 146786 | 7794337 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., Class A | 46693 | 7206598 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey, Inc. | 128323 | 25568358 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings, Inc. | 50128 | 9215532 |
| &nbsp;&nbsp;&nbsp;SEI Investments Co. | 291862 | 25765576 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets, Inc. | 56184 | 6930858 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings, Inc. | 162160 | 11558765 |
| **Total Capital Markets** |  | 125770244 |
| **Commercial Services & Supplies (1.15%)** |  |  |
| &nbsp;&nbsp;&nbsp;Brady Corp., Class A | 107005 | 8354950 |
| &nbsp;&nbsp;&nbsp;Ennis, Inc. | 169511 | 3096966 |
| **Total Commercial Services & Supplies** |  | 11451916 |
| **Consumer Finance (1.39%)** |  |  |
| &nbsp;&nbsp;&nbsp;FirstCash Holdings, Inc. | 94475 | 13913333 |
| **Consumer Staples Distribution & Retail (0.78%)** |  |  |
| &nbsp;&nbsp;&nbsp;Casey's General Stores, Inc. | 9134 | 4516946 |
| &nbsp;&nbsp;&nbsp;PriceSmart, Inc. | 19536 | 2095431 |
| &nbsp;&nbsp;&nbsp;Weis Markets, Inc. | 16745 | 1199779 |
| **Total Consumer Staples Distribution & Retail** |  | 7812156 |
| **Diversified Consumer Services (3.28%)** |  |  |
| &nbsp;&nbsp;&nbsp;H&R Block, Inc. | 309572 | 15586950 |
| &nbsp;&nbsp;&nbsp;Service Corp. International | 216608 | 17166184 |
| **Total Diversified Consumer Services** |  | 32753134 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Electric Utilities (1.39%)** |  |  |
| &nbsp;&nbsp;&nbsp;ALLETE, Inc. | 21923 | $1406360 |
| &nbsp;&nbsp;&nbsp;IDACORP, Inc. | 19680 | 2461968 |
| &nbsp;&nbsp;&nbsp;MGE Energy, Inc. | 13524 | 1151569 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp. | 65966 | 2946042 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp. | 19239 | 1615884 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | 33740 | 3015006 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co. | 30921 | 1322800 |
| **Total Electric Utilities** |  | 13919629 |
| **Electronic Equipment, Instruments & Components (7.17%)** |  |  |
| &nbsp;&nbsp;&nbsp;Avnet, Inc. | 388745 | 21213814 |
| &nbsp;&nbsp;&nbsp;Badger Meter, Inc. | 43798 | 8011530 |
| &nbsp;&nbsp;&nbsp;Littelfuse, Inc. | 55010 | 14293248 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 141822 | 20999584 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology, Inc. | 464428 | 7180057 |
| **Total Electronic Equipment, Instruments & Components** |  | 71698233 |
| **Entertainment (0.58%)** |  |  |
| &nbsp;&nbsp;&nbsp;Warner Music Group Corp., Class A | 175161 | 5841619 |
| **Financial Services (5.06%)** |  |  |
| &nbsp;&nbsp;&nbsp;Essent Group, Ltd. | 154909 | 9718991 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | 468636 | 13042140 |
| &nbsp;&nbsp;&nbsp;Radian Group, Inc. | 389992 | 13602921 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | 1639882 | 14217776 |
| **Total Financial Services** |  | 50581828 |
| **Food Products (3.60%)** |  |  |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods, Inc. | 100501 | 11621936 |
| &nbsp;&nbsp;&nbsp;Flowers Foods, Inc. | 223998 | 3368930 |
| &nbsp;&nbsp;&nbsp;Ingredion, Inc. | 110553 | 14321035 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp. | 12317 | 1374208 |
| &nbsp;&nbsp;&nbsp;Marzetti Company | 29021 | 5299235 |
| **Total Food Products** |  | 35985344 |
| **Gas Utilities (1.33%)** |  |  |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp. | 6278 | 775835 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 53064 | 4602771 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp. | 31980 | 1512334 |
| &nbsp;&nbsp;&nbsp;ONE Gas, Inc. | 19697 | 1506821 |
| &nbsp;&nbsp;&nbsp;Spire, Inc. | 18976 | 1453562 |
| &nbsp;&nbsp;&nbsp;UGI Corp. | 99915 | 3461056 |
| **Total Gas Utilities** |  | 13312379 |
| **Ground Transportation (0.79%)** |  |  |
| &nbsp;&nbsp;&nbsp;Landstar System, Inc. | 59863 | 7921671 |
| **Health Care Providers & Services (8.46%)** |  |  |
| &nbsp;&nbsp;&nbsp;Chemed Corp. | 34166 | 15646320 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp. | 209863 | 25552919 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp. | 157428 | 17864929 |
| &nbsp;&nbsp;&nbsp;Premier, Inc., Class A | 983445 | 25471226 |
| **Total Health Care Providers & Services** |  | 84535394 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Hotels, Restaurants & Leisure (5.19%)** |  |  |
| &nbsp;&nbsp;&nbsp;Choice Hotels International, Inc. | 30660 | $3666323 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse, Inc. | 114130 | 19693131 |
| &nbsp;&nbsp;&nbsp;Vail Resorts, Inc. | 109040 | 17860751 |
| &nbsp;&nbsp;&nbsp;Wendy's Co. | 396420 | 4206016 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts, Inc. | 74396 | 6443438 |
| **Total Hotels, Restaurants & Leisure** |  | 51869659 |
| **Household Durables (0.40%)** |  |  |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 43473 | 4049510 |
| **Household Products (0.39%)** |  |  |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products, Inc. | 96792 | 2246542 |
| &nbsp;&nbsp;&nbsp;WD-40 Co. | 7590 | 1639744 |
| **Total Household Products** |  | 3886286 |
| **Insurance (4.12%)** |  |  |
| &nbsp;&nbsp;&nbsp;AMERISAFE, Inc. | 114052 | 5266921 |
| &nbsp;&nbsp;&nbsp;Globe Life, Inc. | 52002 | 7277680 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings, Ltd. | 66152 | 16074274 |
| &nbsp;&nbsp;&nbsp;RLI Corp. | 186238 | 12613900 |
| **Total Insurance** |  | 41232775 |
| **IT Services (1.96%)** |  |  |
| &nbsp;&nbsp;&nbsp;Amdocs, Ltd. | 228489 | 19551804 |
| **Leisure Products (0.44%)** |  |  |
| &nbsp;&nbsp;&nbsp;Polaris, Inc. | 78253 | 4427555 |
| **Machinery (11.30%)** |  |  |
| &nbsp;&nbsp;&nbsp;Crane Co. | 42325 | 7842823 |
| &nbsp;&nbsp;&nbsp;Donaldson Co., Inc. | 277301 | 22092571 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp. | 47347 | 5823208 |
| &nbsp;&nbsp;&nbsp;Franklin Electric Co., Inc. | 86323 | 8447569 |
| &nbsp;&nbsp;&nbsp;ITT, Inc. | 98273 | 16730978 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings, Inc. | 110043 | 26699733 |
| &nbsp;&nbsp;&nbsp;Mueller Industries, Inc. | 153649 | 14741085 |
| &nbsp;&nbsp;&nbsp;Watts Water Technologies, Inc., Class A | 38650 | 10702185 |
| **Total Machinery** |  | 113080152 |
| **Media (2.69%)** |  |  |
| &nbsp;&nbsp;&nbsp;New York Times Co., Class A | 270177 | 16167392 |
| &nbsp;&nbsp;&nbsp;TEGNA, Inc. | 505732 | 10721518 |
| **Total Media** |  | 26888910 |
| **Multi-Utilities (0.91%)** |  |  |
| &nbsp;&nbsp;&nbsp;Avista Corp. | 23383 | 854415 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | 19574 | 1170721 |
| &nbsp;&nbsp;&nbsp;NiSource, Inc. | 137211 | 5799908 |
| &nbsp;&nbsp;&nbsp;Northwestern Energy Group, Inc. | 21619 | 1243309 |
| **Total Multi-Utilities** |  | 9068353 |
| **Pharmaceuticals (0.90%)** |  |  |
| &nbsp;&nbsp;&nbsp;Organon & Co. | 957770 | 9022193 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Professional Services (3.93%)** |  |  |
| &nbsp;&nbsp;&nbsp;Exponent, Inc. | 77918 | $5561787 |
| &nbsp;&nbsp;&nbsp;Genpact, Ltd. | 452674 | 20524239 |
| &nbsp;&nbsp;&nbsp;Kforce, Inc. | 45452 | 1481735 |
| &nbsp;&nbsp;&nbsp;Robert Half, Inc. | 313450 | 11697954 |
| **Total Professional Services** |  | 39265715 |
| **Semiconductors & Semiconductor Equipment (0.42%)** |  |  |
| &nbsp;&nbsp;&nbsp;Universal Display Corp. | 30452 | 4220343 |
| **Software (4.10%)** |  |  |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories, Inc., Class A | 278711 | 19978005 |
| &nbsp;&nbsp;&nbsp;InterDigital, Inc. | 58570 | 15914055 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp. | 110981 | 5137310 |
| **Total Software** |  | 41029370 |
| **Specialty Retail (0.73%)** |  |  |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods, Inc. | 19247 | 4095762 |
| &nbsp;&nbsp;&nbsp;Murphy USA, Inc. | 8512 | 3204768 |
| **Total Specialty Retail** |  | 7300530 |
| **Textiles, Apparel & Luxury Goods (3.75%)** |  |  |
| &nbsp;&nbsp;&nbsp;Carter's, Inc. | 174407 | 4981064 |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co. | 86891 | 4841567 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 37164 | 11035107 |
| &nbsp;&nbsp;&nbsp;Steven Madden, Ltd. | 144960 | 4209638 |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | 122310 | 12453604 |
| **Total Textiles, Apparel & Luxury Goods** |  | 37520980 |
| **Tobacco (0.17%)** |  |  |
| &nbsp;&nbsp;&nbsp;Universal Corp. | 30334 | 1697187 |
| **Trading Companies & Distributors (2.88%)** |  |  |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies, Inc. | 24667 | 6501728 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co., Inc., Class A | 246907 | 22278418 |
| **Total Trading Companies & Distributors** |  | 28780146 |
| **Water Utilities (0.52%)** |  |  |
| &nbsp;&nbsp;&nbsp;American States Water Co. | 13404 | 999000 |
| &nbsp;&nbsp;&nbsp;California Water Service Group | 21193 | 994587 |
| &nbsp;&nbsp;&nbsp;Essential Utilities, Inc. | 82056 | 3242033 |
| **Total Water Utilities** |  | 5235620 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $935,861,757) |  | 998731675 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day<br>Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.05%)** | **SHORT TERM INVESTMENTS (0.05%)** | **SHORT TERM INVESTMENTS (0.05%)** | **SHORT TERM INVESTMENTS (0.05%)** |
| **Money Market Fund (0.05%)** | **Money Market Fund (0.05%)** | **Money Market Fund (0.05%)** | **Money Market Fund (0.05%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 520249 | $520249 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $520,249) |  |  | 520249 |
| **TOTAL INVESTMENTS (99.92%)** | **TOTAL INVESTMENTS (99.92%)** | **TOTAL INVESTMENTS (99.92%)** | **TOTAL INVESTMENTS (99.92%)** |
| (Cost $936,382,006) |  |  | $999251924 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (0.08%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.08%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.08%)** | 762059 |
| **NET ASSETS - 100.00%** |  |  | $1000013983 |

---

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| ALPS REIT Dividend Dogs ETF | ALPS REIT Dividend Dogs ETF | ALPS REIT Dividend Dogs ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (99.89%)** |  |  |
| **Data Center REITs (1.86%)** |  |  |
| &nbsp;&nbsp;&nbsp;Equinix, Inc. | 313 | $246078 |
| **Diversified REITs (10.81%)** |  |  |
| &nbsp;&nbsp;&nbsp;Alpine Income Property Trust, Inc. | 18812 | 287259 |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties, Inc. | 40623 | 295736 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease, Inc. | 17288 | 321384 |
| &nbsp;&nbsp;&nbsp;CTO Realty Growth, Inc. | 15482 | 267529 |
| &nbsp;&nbsp;&nbsp;Gladstone Commercial Corp. | 19191 | 258119 |
| **Total Diversified REITs** |  | 1430027 |
| **Health Care REITs (11.15%)** |  |  |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust, Inc. | 16699 | 257332 |
| &nbsp;&nbsp;&nbsp;Global Medical REIT, Inc.<sup>(a)</sup> | 44298 | 332235 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust, Inc. | 18657 | 324259 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust, Inc. | 63142 | 284139 |
| &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust | 6821 | 276864 |
| **Total Health Care REITs** |  | 1474829 |
| **Hotel & Resort REITs (11.81%)** |  |  |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT, Inc. | 24426 | 319004 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts, Inc. | 18304 | 315012 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust<sup>(a)</sup> | 39527 | 304358 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties, Inc. | 2936 | 290047 |
| &nbsp;&nbsp;&nbsp;Summit Hotel Properties, Inc. | 60965 | 334088 |
| **Total Hotel & Resort REITs** |  | 1562509 |
| **Industrial REITs (11.73%)** |  |  |
| &nbsp;&nbsp;&nbsp;Innovative Industrial Properties, Inc. | 4949 | 280410 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 32587 | 295890 |
| &nbsp;&nbsp;&nbsp;Plymouth Industrial REIT, Inc. | 17149 | 377278 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty, Inc.<sup>(a)</sup> | 7608 | 315047 |
| &nbsp;&nbsp;&nbsp;STAG Industrial, Inc. | 7663 | 282382 |
| **Total Industrial REITs** |  | 1551007 |
| **Multi-Family Residential REITs (8.46%)** |  |  |
| &nbsp;&nbsp;&nbsp;BRT Apartments Corp.<sup>(a)</sup> | 17783 | 284528 |
| &nbsp;&nbsp;&nbsp;Centerspace | 4389 | 261146 |
| &nbsp;&nbsp;&nbsp;Elme Communities | 16978 | 289984 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust, Inc. | 8212 | 283396 |
| **Total Multi-Family Residential REITs** |  | 1119054 |
| **Office REITs (12.28%)** |  |  |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust | 61857 | 263511 |
| &nbsp;&nbsp;&nbsp;City Office REIT, Inc. | 51599 | 357581 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Office REITs (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties, Inc. | 12034 | $275458 |
| &nbsp;&nbsp;&nbsp;Orion Properties, Inc.<sup>(a)</sup> | 145899 | 433320 |
| &nbsp;&nbsp;&nbsp;Postal Realty Trust, Inc. | 18586 | 294402 |
| **Total Office REITs** |  | 1624272 |
| **Retail REITs (10.80%)** |  |  |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp. | 9593 | 274264 |
| &nbsp;&nbsp;&nbsp;NETSTREIT Corp. | 17006 | 311040 |
| &nbsp;&nbsp;&nbsp;NNN REIT, Inc. | 6546 | 280889 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4839 | 284339 |
| &nbsp;&nbsp;&nbsp;Saul Centers, Inc. | 8145 | 278315 |
| **Total Retail REITs** |  | 1428847 |
| **Self-Storage REITs (2.05%)** |  |  |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust | 8428 | 271634 |
| **Single-Family Residential REITs (1.97%)** |  |  |
| &nbsp;&nbsp;&nbsp;UMH Properties, Inc. | 16614 | 260674 |
| **Specialized REITs (8.94%)** |  |  |
| &nbsp;&nbsp;&nbsp;EPR Properties | 4925 | 267181 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties, Inc. | 6030 | 289500 |
| &nbsp;&nbsp;&nbsp;Outfront Media, Inc. | 17838 | 333214 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Inc. | 8677 | 293109 |
| **Total Specialized REITs** |  | 1183004 |
| **Technology REITs (4.14%)** |  |  |
| &nbsp;&nbsp;&nbsp;Crown Castle, Inc. | 2820 | 279575 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust, Inc. | 1601 | 268391 |
| **Total Technology REITs** |  | 547966 |
| **Telecom Tower REITs (3.89%)** |  |  |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1296 | 264190 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp. | 1219 | 249712 |
| **Total Telecom Tower REITs** |  | 513902 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $13,939,270) |  | 13213803 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day<br>Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.04%)** | **SHORT TERM INVESTMENTS (0.04%)** | **SHORT TERM INVESTMENTS (0.04%)** | **SHORT TERM INVESTMENTS (0.04%)** |
| **Money Market Fund (0.04%)** | **Money Market Fund (0.04%)** | **Money Market Fund (0.04%)** | **Money Market Fund (0.04%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 4684 | $4684 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $4,684) |  |  | 4684 |
| **TOTAL INVESTMENTS (99.93%)** | **TOTAL INVESTMENTS (99.93%)** | **TOTAL INVESTMENTS (99.93%)** | **TOTAL INVESTMENTS (99.93%)** |
| (Cost $13,943,954) |  |  | $13218487 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (0.07%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.07%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.07%)** | 8840 |
| **NET ASSETS - 100.00%** |  |  | $13227327 |

---

*<sup>(a)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $1,123,812.*

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| ALPS Sector Dividend Dogs ETF | ALPS Sector Dividend Dogs ETF | ALPS Sector Dividend Dogs ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (99.51%)** |  |  |
| **Communication Services (9.94%)** |  |  |
| &nbsp;&nbsp;&nbsp;AT&T, Inc. | 829438 | $24294239 |
| &nbsp;&nbsp;&nbsp;Comcast Corp., Class A | 666620 | 22645082 |
| &nbsp;&nbsp;&nbsp;Omnicom Group, Inc. | 336194 | 26334076 |
| &nbsp;&nbsp;&nbsp;T-Mobile US, Inc. | 102369 | 25795964 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | 543666 | 24046347 |
| **Total Communication Services** |  | 123115708 |
| **Consumer Discretionary (10.06%)** |  |  |
| &nbsp;&nbsp;&nbsp;Best Buy Co., Inc. | 335323 | 24693186 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants, Inc. | 107529 | 22252051 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co. | 2237504 | 26335422 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 194902 | 27155696 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | 77377 | 24260784 |
| **Total Consumer Discretionary** |  | 124697139 |
| **Consumer Staples (9.86%)** |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group, Inc. | 390780 | 26264324 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 449281 | 28142962 |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | 436427 | 21528944 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co. | 896214 | 25067105 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | 126644 | 21166012 |
| **Total Consumer Staples** |  | 122169347 |
| **Energy (9.66%)** |  |  |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 160473 | 25771964 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 210126 | 24015301 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan, Inc. | 844928 | 22796157 |
| &nbsp;&nbsp;&nbsp;ONEOK, Inc. | 278808 | 21295355 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 193023 | 25784012 |
| **Total Energy** |  | 119662789 |
| **Financials (10.96%)** |  |  |
| &nbsp;&nbsp;&nbsp;KeyCorp | 1493740 | 28918806 |
| &nbsp;&nbsp;&nbsp;Prudential Financial, Inc. | 226430 | 24830314 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group, Inc. | 254505 | 27389828 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 602100 | 28190322 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 543636 | 26545746 |
| **Total Financials** |  | 135875016 |
| **Health Care (10.02%)** |  |  |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | 122249 | 25721189 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 468637 | 22110294 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | 346489 | 25345670 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | 950208 | 23527150 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Health Care (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Viatris, Inc. | 2608692 | $27521701 |
| **Total Health Care** |  | 124226004 |
| **Industrials (9.22%)** |  |  |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 47984 | 21862950 |
| &nbsp;&nbsp;&nbsp;Paychex, Inc. | 152551 | 21274000 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 734824 | 24175710 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker, Inc. | 357419 | 26552657 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Inc., Class B | 232716 | 20348687 |
| **Total Industrials** |  | 114214004 |
| **Information Technology (10.41%)** |  |  |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | 364108 | 25156222 |
| &nbsp;&nbsp;&nbsp;HP, Inc. | 977299 | 27892114 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 84700 | 20623603 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC | 183606 | 30735644 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions, Inc. | 327610 | 24551093 |
| **Total Information Technology** |  | 128958676 |
| **Materials (9.57%)** |  |  |
| &nbsp;&nbsp;&nbsp;Amcor PLC | 2561798 | 22108317 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | 512123 | 25442270 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Class A | 387219 | 21819791 |
| &nbsp;&nbsp;&nbsp;Newmont Mining Corp. | 403345 | 30008868 |
| &nbsp;&nbsp;&nbsp;The Dow Chemical Co. | 779259 | 19193149 |
| **Total Materials** |  | 118572395 |
| **Utilities (9.81%)** |  |  |
| &nbsp;&nbsp;&nbsp;Dominion Resources, Inc. | 420504 | 25188190 |
| &nbsp;&nbsp;&nbsp;Evergy, Inc. | 343242 | 24459425 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 357469 | 22903039 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | 541535 | 23654249 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | 580867 | 25337418 |
| **Total Utilities** |  | 121542321 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $1,134,222,058) |  | 1233033399 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day<br>Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (0.06%)** | **SHORT TERM INVESTMENTS (0.06%)** | **SHORT TERM INVESTMENTS (0.06%)** | **SHORT TERM INVESTMENTS (0.06%)** |
| **Money Market Fund (0.06%)** | **Money Market Fund (0.06%)** | **Money Market Fund (0.06%)** | **Money Market Fund (0.06%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 755909 | $755909 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $755,909) |  |  | 755909 |
| **TOTAL INVESTMENTS (99.57%)** | **TOTAL INVESTMENTS (99.57%)** | **TOTAL INVESTMENTS (99.57%)** | **TOTAL INVESTMENTS (99.57%)** |
| (Cost $1,134,977,967) |  |  | $1233789308 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (0.43%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.43%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (0.43%)** | 5384966 |
| **NET ASSETS - 100.00%** |  |  | $1239174274 |

---

*See Notes to Quarterly Schedule of Investments.*

ALPS \| Smith Core Plus Bond ETF

Schedule of Investments

As of August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| **BANK LOANS (0.85%)** | **BANK LOANS (0.85%)** | **BANK LOANS (0.85%)** |
| ***Aerospace & Defense (0.47%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3M US SOFR + 2.50%, 02/28/2031 | $9477496 | $9495788 |
| ***Casinos & Gaming (0.24%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caesars Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M US SOFR + 2.25%, 02/06/2031 | 4868700 | 4862005 |
| ***Pharmaceuticals (0.14%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M US SOFR + 3.50%, 08/02/2032<sup>(a)</sup> | 2711100 | 2731433 |
| ***Pipeline (0.00%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M US SOFR + 2.00%, 11/22/2030<sup>(a)</sup> | 6536 | 6554 |
| **TOTAL BANK LOANS** |  |  |
| **(Cost $17,099,210)** |  | 17095780 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS (4.52%)** | **COLLATERALIZED MORTGAGE OBLIGATIONS (4.52%)** | **COLLATERALIZED MORTGAGE OBLIGATIONS (4.52%)** |
| Fannie Mae |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2000-34, Class TZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/25/2030 | $85909 | $90611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2000-40, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.614%, 07/25/2030<sup>(a)</sup> | 31040 | 31032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2001-51, Class PZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/25/2031 | 89977 | 93890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-60, Class FV, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 1.114%, 04/25/2032<sup>(a)</sup> | 6595 | 6662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-90, Class A1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/25/2042 | 170753 | 175110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-119, Class ZP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/25/2033 | 33344 | 32477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-18, Class A1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/25/2042 | 36905 | 37479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-30, Class JQ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2033 | 1929 | 1998 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-47, Class PE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/25/2033 | $26521 | $27600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-52, Class ZX, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/25/2034 | 273203 | 287322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-90, Class AZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/25/2034 | 397371 | 420146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-92, Class TB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/25/2034 | 7206 | 7515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-122, Class PY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/25/2036 | 21549 | 22562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-27, Class GH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2035 | 105560 | 106618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-3, Class CH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/25/2035 | 4057 | 4184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-48, Class TD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/25/2035 | 63211 | 65622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-75, Class ZP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/25/2035 | 138598 | 145687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-99, Class AC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/25/2035 | 38000 | 38587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-125, Class KY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/25/2037 | 192754 | 204081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-78, Class BZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/25/2036 | 305579 | 325724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-36, Class PH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2037 | 101750 | 105023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-55, Class PH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/25/2047 | 29721 | 31706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-77, Class HN, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/25/2037 | 381933 | 403435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-24, Class WD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/25/2038 | 74450 | 75176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-6, Class A, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/25/2038 | 166957 | 167275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-106, Class LK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/25/2037 | 544246 | 553789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-106, Class DZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/25/2040 | 63256 | 62426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-77, Class NX, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/25/2039 | 691133 | 702044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-123, Class BP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/25/2040 | 86780 | 87280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-141, Class AL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/25/2040 | 15273 | 14939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-2, Class GZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/25/2040 | 124039 | 124125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-41, Class NB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/25/2040 | 74892 | 77076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-85, Class NJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2040 | 327073 | 326819 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-9, Class ME, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/25/2040 | $40957 | $41800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-110, Class ED, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2041 | 77231 | 75432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-121, Class JP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/25/2041 | 12665 | 12606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-145, Class JA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/25/2041 | 3756 | 3727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-148, Class P, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2041 | 133957 | 132006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-29, Class JC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/25/2041 | 119483 | 115750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-103, Class PY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2042 | 8000 | 6896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-108, Class PL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/25/2042 | 210168 | 193497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-111, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/25/2042 | 116369 | 106450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-111, Class B, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 10/25/2042 | 194736 | 211273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-112, Class DA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/25/2042 | 176176 | 162503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-120, Class QC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2042 | 151000 | 106621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-128, Class JE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/25/2042 | 130704 | 118304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-128, Class NP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2042 | 78168 | 52089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-129, Class HT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/25/2032 | 372368 | 336993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-133, Class KA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2042 | 129259 | 115084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-136, Class PL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2042 | 418000 | 396718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-137, Class CZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/25/2042 | 166388 | 159483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-139, Class GB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/25/2042 | 102000 | 69746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-152, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2043 | 17921 | 17376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-154, Class PW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/25/2042 | 201836 | 179220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-16, Class K, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/25/2041 | 78476 | 77883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-17, Class JA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2041 | 71183 | 67830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-19, Class CB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2042 | 264469 | 249592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-26, Class MA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2042 | 41972 | 39857 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-28, Class PT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/25/2042 | $254375 | $248990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-29, Class NM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2042 | 50000 | 41981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-30, Class DZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2042 | 185700 | 181399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-35, Class EP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/25/2040 | 73295 | 71516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-36, Class MB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/25/2041 | 336449 | 329252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-37, Class CA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/25/2040 | 111198 | 108488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-39, Class NB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2042 | 32000 | 29856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-47, Class HF, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.514%, 05/25/2027<sup>(a)</sup> | 3245 | 3245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-51, Class HJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2042 | 62156 | 53519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-56, Class WB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2042 | 110171 | 104451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-58, Class KB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/25/2042 | 211402 | 194122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-75, Class KE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/25/2042 | 200000 | 188480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-83, Class AC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2042 | 85000 | 77143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-90, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/25/2042 | 63322 | 60987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-93, Class TL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2042 | 190000 | 154104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-10, Class GD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/25/2033 | 129265 | 121775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-119, Class NU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/25/2043 | 191637 | 185535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-123, Class AG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2033 | 632764 | 623598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-14, Class PC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/25/2043 | 216117 | 182328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-18, Class NG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/25/2042 | 46191 | 41522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-29, Class JE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 04/25/2043 | 24336 | 20959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-35, Class KL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/25/2033 | 86364 | 81341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-37, Class PK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2043 | 300000 | 279347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-41, Class JL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/25/2038 | 172055 | 158799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-44, Class Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2043 | 724200 | 554901 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-67, Class KZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2043 | $147103 | $126760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-7, Class PZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/25/2043 | 192885 | 114084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-75, Class FC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.364%, 07/25/2042<sup>(a)</sup> | 105813 | 105449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-86, Class CY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2043 | 1320900 | 1247351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-86, Class Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2043 | 178245 | 133898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-86, Class LG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2043 | 178000 | 152046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-9, Class BC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/25/2042 | 140465 | 149378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-14, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2044 | 93481 | 91827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-8, Class Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2034 | 124059 | 119934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-27, Class ME, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2044 | 30000 | 28531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-47, Class AY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2045 | 80329 | 71656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-58, Class ZL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2045 | 270545 | 230541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-59, Class LP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2045 | 127000 | 103819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-65, Class LD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2036 | 124000 | 119260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-26, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/25/2045 | 106606 | 100210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-28, Class TA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/25/2043 | 494202 | 385485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-37, Class BK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2046 | 54536 | 52750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-42, Class DA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2045 | 100472 | 96899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-6, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2044 | 106972 | 103719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-79, Class JC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2046 | 340168 | 268532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-8, Class CB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2046 | 46342 | 43187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-10, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.514%, 03/25/2047<sup>(a)</sup> | 23702 | 23501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-15, Class PE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2046 | 43586 | 42244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-25, Class QH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2047 | 262474 | 233532 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-38, Class JA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2047 | $59554 | $54225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-38, Class JG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2047 | 333949 | 297212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-98, Class JC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2047 | 142168 | 125914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-15, Class KG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/25/2048 | 92250 | 79307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-2, Class BA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2045 | 74098 | 72871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-2, Class HD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2047 | 42135 | 41065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-25, Class AL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2048 | 98000 | 87111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-28, Class CA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2048 | 91166 | 81722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-35, Class LB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2048 | 106000 | 93255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-50, Class DY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/25/2047 | 92244 | 85040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-6, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2048 | 60905 | 54072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-8, Class KL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2047 | 88242 | 81294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-83, Class LH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/25/2048 | 38450 | 36591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-94, Class KD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2048 | 127786 | 116992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-36, Class NJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2049 | 100000 | 83183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-74, Class GL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2049 | 174253 | 121532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-81, Class ML, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/25/2050 | 119847 | 76724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-10, Class DA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2060 | 89649 | 80932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-38, Class LC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/25/2040 | 94859 | 87960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-59, Class H, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/25/2048 | 47964 | 40092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-6, Class KU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/25/2051 | 191229 | 108180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-66, Class HU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/25/2051 | 366996 | 171404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-72, Class NA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/25/2051 | 98024 | 53657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-87, Class QB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/25/2051 | 46230 | 26884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-94, Class PU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/25/2052 | 39318 | 24550 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-90, Class AY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/25/2041 | $405000 | $393689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-12, Class GB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/25/2045 | 14507122 | 14809030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-42, Class B, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/25/2045 | 8655898 | 8845179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-39, Class AZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2047 | 134961 | 107202 |
|  |  | 42483856 |
| Freddie Mac |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1998-2034, Class Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2028 | 3428 | 3484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1998-2045, Class PD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/15/2028 | 65240 | 65803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1998-2098, Class ZB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2028 | 81211 | 82210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1998-2104, Class QH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/15/2028 | 114289 | 117030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-2412, Class OF, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 1.064%, 12/15/2031<sup>(a)</sup> | 53776 | 54333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-2422, Class TA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2032 | 225821 | 237003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-2455, Class GK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2032 | 16596 | 17440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-2489, Class PE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/15/2032 | 275198 | 286652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-2495, Class ZB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2032 | 2187 | 2151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-2513, Class AF, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 1.114%, 02/15/2032<sup>(a)</sup> | 16989 | 16525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-2554, Class MN, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2033 | 4243 | 4380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-2624, Class QH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2033 | 15088 | 15442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-2646, Class ZN, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2033 | 150490 | 152731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-2673, Class PE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/15/2033 | 130038 | 134766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-2725, Class TA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/15/2033 | 28924 | 29163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-2768, Class PW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2034 | 7869 | 7841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-2944, Class OH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/15/2035 | 45269 | 47390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-2973, Class GE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/15/2035 | 206000 | 210726 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-2978, Class CN, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/15/2035 | $127295 | $133297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-3033, Class WY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/15/2035 | 86853 | 90547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-3034, Class ZM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/15/2035 | 475271 | 502226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-3108, Class PZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2036 | 200281 | 214020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-3137, Class XP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2036 | 2896 | 3075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3259, Class ZL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2037 | 459478 | 457642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3271, Class PC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2037 | 861810 | 879925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3388, Class DZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/15/2037 | 228308 | 230963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-3472, Class CZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/15/2036 | 1262007 | 1335322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-3485, Class MA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2036 | 32253 | 33867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-3533, Class CB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2029 | 38866 | 38776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-3575, Class D, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2037 | 151370 | 149144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-3587, Class DA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/15/2039 | 61199 | 61103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3626, Class ME, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2040 | 29363 | 30330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3638, Class DB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2040 | 75000 | 74077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3645, Class WD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2040 | 15000 | 14884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3662, Class QB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2038 | 102680 | 103380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3674, Class QN, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/15/2036 | 363142 | 352905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3681, Class MT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.549%, 02/15/2038<sup>(a)(b)</sup> | 83970 | 75947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3704, Class CT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/15/2036 | 530422 | 567543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3764, Class QY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2030 | 1006441 | 1007698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-3772, Class NE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/15/2040 | 172000 | 157898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-3924, Class LC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2041 | 103517 | 100817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-3943, Class LA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2026 | 48175 | 47758 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-3954, Class PG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/15/2041 | $39044 | $37590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-3957, Class BZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2041 | 166102 | 160966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-3966, Class NA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2041 | 117850 | 115324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-3968, Class G, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2026 | 56103 | 55605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-3985, Class B, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.367%, 01/15/2042 | 130123 | 112108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-3990, Class GY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2042 | 140000 | 121412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-3992, Class HZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2042 | 540169 | 522956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-3994, Class HJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2041 | 263870 | 254796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-3997, Class EC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2042 | 62765 | 54474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4029, Class NE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2041 | 121615 | 118710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4050, Class ND, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2041 | 2694 | 2674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4068, Class PE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2042 | 9275 | 8592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4075, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2042 | 23435 | 21611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4077, Class BE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2042 | 15000 | 13695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4093, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2042 | 63091 | 57999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4096, Class BY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2042 | 190000 | 156703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4101, Class QN, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2042 | 5212 | 4907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4112, Class CP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2042 | 196619 | 190083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4116, Class UC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2042 | 40000 | 29199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4117, Class EB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2042 | 83000 | 70330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4118, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2042 | 146513 | 126947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4125, Class KP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2041 | 82497 | 79784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4135, Class AU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2042 | 107799 | 77555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4138, Class HA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 12/15/2027 | 83073 | 81214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-4147, Class LW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/15/2032 | 190733 | 177337 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4160, Class HB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/15/2032 | $8809 | $8353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4161, Class BA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/15/2041 | 43536 | 42613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4161, Class LT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/15/2042 | 9208 | 8618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4161, Class ZW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2033 | 168923 | 145034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4163, Class YL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2043 | 1595600 | 1272360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4171, Class MN, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2043 | 46000 | 34609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4193, Class PK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2043 | 77546 | 74676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4224, Class KC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2032 | 32185 | 31964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4224, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2042 | 319257 | 311008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4229, Class ZA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2043 | 120031 | 117518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4247, Class AK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/15/2042 | 54222 | 54112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-4315, Class UZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2044 | 1035969 | 950270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-4330, Class PE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/15/2043 | 148891 | 144509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-4383, Class WT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.205%, 09/15/2029<sup>(a)</sup> | 146201 | 144290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4447, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2044 | 66370 | 63179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4472, Class MA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2045 | 107360 | 100755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4491, Class CD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2040 | 214934 | 185799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4614, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2046 | 120426 | 112551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4616, Class HP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2046 | 70748 | 64185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4619, Class GP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2046 | 375729 | 336401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4619, Class MC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2043 | 96967 | 94558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4621, Class DA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2045 | 108163 | 102432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4624, Class BA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/15/2036 | 187433 | 172837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-4670, Class TY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2047 | 222000 | 181223 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-4734, Class WA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.728%, 01/15/2041<sup>(a)</sup> | $232758 | $244115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4760, Class P, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2044 | 142033 | 140234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4792, Class BD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2048 | 89322 | 82559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4813, Class CJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2048 | 173554 | 153006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4819, Class CB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/15/2048 | 855492 | 813508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4824, Class KQ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2046 | 90140 | 89569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4825, Class B, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2044 | 23384 | 23335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4827, Class LA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2044 | 93651 | 93081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4839, Class AE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2051 | 114543 | 111705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4879, Class BC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2049 | 125441 | 112985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4888, Class NW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2049 | 174400 | 131032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4911, Class HG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/15/2049 | 17509 | 14890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4919, Class JL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2049 | 490716 | 418945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4926, Class BP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/25/2049 | 273093 | 239542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4932, Class CB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2049 | 282885 | 272710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4961, Class JB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/15/2042 | 65815 | 60787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4988, Class AK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/25/2050 | 130968 | 104675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4989, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.464%, 08/15/2040<sup>(a)</sup> | 32318 | 31917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4989, Class FB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.464%, 10/15/2040<sup>(a)</sup> | 29994 | 29603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5002, Class TJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 129137 | 108276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5005, Class DY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/25/2050 | 142756 | 60561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5036, Class NL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2050 | 111000 | 63668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5058, Class LW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/25/2051 | 48315 | 22597 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5080, Class CA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/25/2051 | $30270 | $16458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5083, Class MA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2051 | 231266 | 133239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5085, Class HA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/25/2051 | 235175 | 126070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5094, Class Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 215719 | 148973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5116, Class HJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/25/2051 | 31738 | 16833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-5206, Class ZY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2052 | 151981 | 115791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-5271, Class A, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/25/2047 | 318993 | 321987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5407, Class LB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/25/2054 | 9033173 | 9392421 |
|  |  | 29249711 |
| Freddie Mac Strips |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-349, Class 300, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2046 | 97484 | 92083 |
| Freddie Mac Structured Pass-Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-41, Class 3A, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.429%, 07/25/2032<sup>(a)</sup> | 12683 | 11715 |
| Ginnie Mae |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-40, Class PZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/16/2033 | 339042 | 338213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-52, Class AP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;–%, 06/16/2033<sup>(c)</sup> | 12612 | 11245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-1, Class TE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/20/2033 | 39778 | 39722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-87, Class BC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2034 | 4971 | 4959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-13, Class BG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2035 | 61151 | 61560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-20, Class GZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/16/2035 | 167945 | 167975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-51, Class DC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/20/2035 | 3258 | 3282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-73, Class PH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/20/2035 | 110030 | 109880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-17, Class NZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/20/2036 | 197205 | 199598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-20, Class QB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/20/2036 | 184790 | 185495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-38, Class ZK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/20/2036 | 133195 | 132830 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-57, Class Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/20/2037 | $218541 | $221861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-38, Class PL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/20/2038 | 14408 | 14757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-50, Class KB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/20/2038 | 105695 | 108645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-55, Class PL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/20/2038 | 15848 | 15863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-60, Class JP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/20/2038 | 45566 | 45650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-7, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2038 | 139847 | 139421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-7, Class PQ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2038 | 4791 | 4777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-15, Class FM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 1.154%, 03/20/2039<sup>(a)</sup> | 35422 | 35432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-45, Class ZB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/20/2039 | 394736 | 418759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-47, Class LT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/20/2039 | 67848 | 67743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-61, Class AP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/20/2039 | 33117 | 32557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-94, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.814%, 10/16/2039<sup>(a)</sup> | 18330 | 18368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-29, Class AD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2039 | 81711 | 79708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-H20, Class AF, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.444%, 10/20/2060<sup>(a)</sup> | 13230 | 13206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-H27, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.494%, 12/20/2060<sup>(a)</sup> | 100487 | 100366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-100, Class MY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/20/2041 | 21573 | 21258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-141, Class GH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/16/2041 | 56490 | 44658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-150, Class DW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/16/2041 | 136884 | 122975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-71, Class ZC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/16/2034 | 40869 | 41244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-H11, Class FB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.614%, 04/20/2061<sup>(a)</sup> | 13841 | 13849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-108, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/16/2042 | 38000 | 30198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-108, Class CB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2042 | 17000 | 13824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-116, Class BY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/16/2042 | 10000 | 8131 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-124, Class LD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2042 | $134335 | $103727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-32, Class PE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/16/2042 | 144000 | 132230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-40, Class PW, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/20/2042 | 106845 | 105252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-61, Class MY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/16/2042 | 25000 | 21423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-65, Class LM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/20/2042 | 115974 | 108089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-77, Class MU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/20/2042 | 156704 | 135942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-84, Class QH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/16/2042 | 123617 | 112421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-97, Class BP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2042 | 146000 | 114722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-H14, Class FK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.694%, 07/20/2062<sup>(a)</sup> | 14632 | 14646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-H20, Class PT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.946%, 07/20/2062<sup>(a)</sup> | 94677 | 94736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-H30, Class GA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.464%, 12/20/2062<sup>(a)</sup> | 69091 | 69020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-117, Class ED, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/20/2043 | 151000 | 142144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-149, Class BP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2043 | 24000 | 20920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-150, Class PY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/16/2043 | 120000 | 113553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-152, Class HL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/20/2043 | 100000 | 92758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-22, Class GB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2042 | 78152 | 71506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-41, Class MY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/20/2043 | 17458 | 15928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-44, Class CE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/16/2043 | 286782 | 228013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-58, Class C, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/20/2043 | 161384 | 137919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-9, Class KY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2043 | 25000 | 22531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-H22, Class FB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.814%, 08/20/2063<sup>(a)</sup> | 92019 | 92332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-129, Class KJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/16/2039 | 100000 | 90087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-21, Class PB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/16/2044 | 22000 | 19812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-32, Class DA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2044 | 163826 | 140727 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-72, Class ML, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2044 | $257280 | $239063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-98, Class ZP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/16/2044 | 243319 | 190564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-H19, Class HA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2064 | 276524 | 267814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-H25, Class FB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.594%, 12/20/2064<sup>(a)</sup> | 80313 | 80332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-159, Class XO, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;–%, 12/20/2043<sup>(c)</sup> | 2202733 | 1358535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-27, Class GA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955%, 12/20/2044<sup>(a)</sup> | 48304 | 51734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-31, Class B, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/20/2045 | 200000 | 181392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-H29, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.814%, 10/20/2065<sup>(a)</sup> | 457 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-163, Class B, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/20/2046 | 40000 | 29979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-46, Class Z, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/20/2046 | 33067 | 23686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-66, Class AB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.427%, 08/20/2034<sup>(a)</sup> | 599877 | 627317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-H08, Class FT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.834%, 02/20/2066<sup>(a)</sup> | 17556 | 17604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-H22, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.88448%, 10/20/2066<sup>(a)</sup> | 268751 | 269365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-H24, Class FG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.864%, 10/20/2066<sup>(a)</sup> | 199501 | 199928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-107, Class T, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2047 | 57995 | 57618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-11, Class PZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/20/2047 | 281767 | 222834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-134, Class CG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2047 | 160000 | 137014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-H14, Class FD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.584%, 06/20/2067<sup>(a)</sup> | 16151 | 16153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1, Class QJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2048 | 137000 | 91282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-115, Class CA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/20/2048 | 106306 | 98976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-14, Class P, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/20/2046 | 594198 | 534721 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-H07, Class FE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.464%, 02/20/2068<sup>(a)</sup> | $4178 | $4170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-108, Class NJ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/20/2049 | 109871 | 99441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-119, Class JE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2049 | 62595 | 56116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-145, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/20/2049 | 190887 | 183637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-153, Class JZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/20/2049 | 209494 | 186760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-158, Class LA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2049 | 266125 | 258709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-20, Class AB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/20/2049 | 188871 | 179078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-61, Class KU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/20/2049 | 429115 | 387839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-85, Class KG, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/20/2043 | 110768 | 107054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-116, Class CA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/20/2050 | 330943 | 146054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-122, Class MA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/20/2050 | 253959 | 112337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-149, Class WB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/20/2050 | 54095 | 22970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-15, Class JH, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2050 | 236242 | 201989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-160, Class KU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/20/2050 | 249998 | 123198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-183, Class HY, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 12/20/2050 | 146000 | 57819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-183, Class HM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 12/20/2050 | 330000 | 168384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-183, Class BK, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 12/20/2050 | 231648 | 111087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-67, Class UA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/20/2050 | 126605 | 71419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-98, Class CE, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/20/2050 | 10497 | 9483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-H04, Class FP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.614%, 06/20/2069<sup>(a)</sup> | 35120 | 35128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-H13, Class FC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.564%, 07/20/2070<sup>(a)</sup> | 325607 | 321658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-H20, Class FA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1M CME TERM SOFR + 0.464%, 04/20/2070<sup>(a)</sup> | 158283 | 156218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-225, Class EU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/20/2051 | 38941 | 22260 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-7, Class TU, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 01/16/2051 | $190000 | $97179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-76, Class ND, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 08/20/2050 | 2249 | 1761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-97, Class JT, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/20/2051 | 108851 | 54535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-H08, Class AF, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.30%, 01/20/2068<sup>(a)</sup> | 617271 | 615019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-H19, Class FM, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 0.82%, 12/20/2071<sup>(a)</sup> | 181791 | 181797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-24, Class BC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/20/2052 | 166297 | 157806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-36, Class UP, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/20/2051 | 100000 | 60064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-113, Class JD, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/20/2053 | 175000 | 182350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-13, Class CA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2051 | 937136 | 834363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-149, Class B, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/20/2050 | 511787 | 514413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-170, Class HC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/20/2041 | 1011259 | 1020208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-173, Class DX, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/20/2053 | 780000 | 813953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-19, Class GZ, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2053 | 589592 | 531450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-19, Class WB, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.647%, 11/20/2051<sup>(a)</sup> | 98849 | 102497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-81, Class AL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/20/2040 | 275000 | 272570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-20, Class PL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/20/2054 | 237000 | 266849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-22, Class EL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/20/2054 | 120000 | 89625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-57, Class JL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/20/2051 | 105000 | 53100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-77, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 11/20/2052 | 161233 | 168949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-97, Class PA, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/20/2054 | 216265 | 228657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-63, Class KC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30D US SOFR + 3.20%, 04/20/2055<sup>(a)</sup> | 369633 | 369743 |
|  |  | 19404512 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** |  |  |
| **(Cost $89,461,462)** |  | 91241877 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES (0.51%)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES (0.51%)** | **COMMERCIAL MORTGAGE-BACKED SECURITIES (0.51%)** |
| Fannie Mae-Aces |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-M11, Class AL, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, 07/25/2039 | $95170 | $87488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-M15, Class 1A2, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/25/2036 | 400000 | 380228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-M16, Class X, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.291%, 07/25/2031<sup>(a)</sup> | 4839084 | 191843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-M23, Class X3, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.426%, 10/25/2031<sup>(a)(b)</sup> | 36769833 | 611335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-M26, Class X1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.705%, 03/25/2030<sup>(a)(b)</sup> | 9899717 | 165192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-M32, Class X2, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.243%, 10/25/2029<sup>(a)(b)</sup> | 4793178 | 143566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M10, Class X2, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.844%, 12/25/2030<sup>(a)(b)</sup> | 10176296 | 560602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M12, Class IO, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.406%, 07/25/2029<sup>(a)(b)</sup> | 2321389 | 82447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M13, Class X1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.244%, 06/25/2031<sup>(a)(b)</sup> | 4431393 | 152516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M15, Class X1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.563%, 09/25/2031<sup>(a)(b)</sup> | 6413928 | 389527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M19, Class X2, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.317%, 12/25/2032<sup>(a)(b)</sup> | 21320867 | 295558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M30, Class X, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.006%, 07/25/2031<sup>(a)(b)</sup> | 6262770 | 220985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M21, Class X, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.795%, 03/25/2028<sup>(a)(b)</sup> | 45768399 | 439143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M3, Class X1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.011%, 11/25/2033<sup>(a)(b)</sup> | 3602657 | 232673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M8, Class X, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.319%, 11/25/2035<sup>(a)(b)</sup> | 9410158 | 140478 |
|  |  | 4093581 |
| Freddie Mac Multiclass Certificates Series 2020-P003 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-P003, Class A3, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.956%, 09/25/2046 | 1400000 | 1077638 |
| Freddie Mac Multifamily Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-KW03, Class X1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.907%, 06/25/2027<sup>(a)(b)</sup> | 34946485 | 356171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-Q006, Class A2, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.404%, 04/25/2028<sup>(a)</sup> | 1995226 | 1943148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-Q007, Class APT2, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.454%, 10/25/2047<sup>(a)</sup> | 591183 | 589628 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-K094, Class X1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.009%, 06/25/2029<sup>(a)(b)</sup> | $1946667 | $54943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-Q010, Class APT3, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.236%, 02/25/2027<sup>(a)</sup> | 790619 | 782403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-KG04, Class X1, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.932%, 11/25/2030<sup>(a)(b)</sup> | 4923976 | 173230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-Q014, Class X, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773%, 10/25/2055<sup>(a)(b)</sup> | 4309859 | 627247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-KJ45, Class A2, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660%, 01/25/2031 | 600000 | 609928 |
|  |  | 5136698 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** |  |
| **(Cost $10,311,372)** |  | 10307917 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| **MORTGAGE-BACKED SECURITIES (12.21%)** | **MORTGAGE-BACKED SECURITIES (12.21%)** | **MORTGAGE-BACKED SECURITIES (12.21%)** |
| Fannie Mae Pool |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/01/2034 | 24527 | 25425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/01/2037 | 182645 | 186998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/01/2037 | 358268 | 364636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-943003, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/01/2047 | 30549 | 30971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.340%, 08/01/2038 | 1194009 | 1190255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/01/2039 | 349943 | 352449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/01/2037 | 140960 | 141727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2037 | 280187 | 286634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2010-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2028 | 497567 | 496028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-AM1671, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 12/01/2027 | 94843 | 92701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2033 | 278962 | 264885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/01/2043 | 358403 | 325348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/01/2043 | 375589 | 352489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.830%, 04/01/2030 | 218689 | 208141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.410%, 01/01/2032 | 141483 | 135626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2030 | 163965 | 161584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/01/2040 | 573554 | 540879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.543%, 03/01/2038 | 525935 | 547081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 03/01/2033 | 186488 | 172933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/01/2039 | 189749 | 188499 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/01/2032 | $174131 | $164177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/01/2047 | 165325 | 140824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2027 | 1324076 | 1299107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, 11/01/2032 | 60000 | 55032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.260%, 08/01/2029 | 143214 | 139353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.630%, 01/01/2037 | 675062 | 607234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 05/01/2048 | 600709 | 625026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/01/2030 | 359549 | 369867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-AN6670, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, 09/01/2027 | 27540 | 27034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-AN7060, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, 10/01/2027 | 195000 | 190287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/01/2048 | 259508 | 232065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/01/2048 | 302872 | 263326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.485%, 04/01/2028 | 750000 | 740957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.545%, 04/01/2028 | 482860 | 477705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/01/2040 | 409177 | 399797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/01/2040 | 96110 | 94985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/01/2040 | 205727 | 200144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2041 | 460312 | 454927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/01/2048 | 79653 | 81759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-387770, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 07/01/2028 | 115000 | 114008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-387983, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.630%, 08/01/2028 | 198696 | 194948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-AN8272, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.170%, 02/01/2028 | 200000 | 196495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.340%, 05/01/2031 | 231539 | 222661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 01/01/2029 | 102439 | 101328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2048 | 119228 | 113842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.010%, 04/01/2030 | 186372 | 170511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.270%, 12/01/2029 | 184176 | 163740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/01/2051 | 1000252 | 807324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/01/2051 | 2009604 | 1678632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2039 | 238401 | 245145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.010%, 04/01/2032 | 104606 | 97467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.680%, 04/01/2032 | 310000 | 295962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890%, 07/01/2032 | 200000 | 193092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2044 | 317498 | 295982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 07/01/2033 | 120000 | 117388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490%, 06/01/2028 | 40000 | 40542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.520%, 07/01/2033 | 220000 | 221815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, 11/01/2030 | 176707 | 180100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670%, 07/01/2030 | 185000 | 188694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.775%, 03/01/2035 | 348843 | 352246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.790%, 03/01/2028 | 200000 | 203379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920%, 08/01/2028 | 200000 | 202264 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.980%, 08/01/2028 | $197690 | $200449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.130%, 10/01/2028 | 40000 | 41271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.320%, 02/01/2033 | 250000 | 260089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 07/01/2033 | 1456000 | 1482901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.470%, 11/01/2033 | 1961591 | 2037707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.555%, 01/01/2030 | 1000000 | 1036817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.620%, 01/01/2032 | 494648 | 519037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/01/2028 | 3295000 | 3472570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.220%, 06/01/2032 | 2100000 | 2226401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/01/2053 | 1207162 | 1258804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/01/2053 | 5702148 | 5939694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2053 | 1863517 | 1939615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2053 | 128651 | 133800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/01/2053 | 506093 | 525738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/01/2054 | 2957590 | 3256537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340%, 07/01/2029 | 4500000 | 4635943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.790%, 01/01/2029 | 750000 | 775013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.810%, 06/01/2031 | 6606000 | 6893458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.810%, 03/01/2034 | 1574000 | 1657663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2054 | 1348693 | 1386822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/01/2054 | 1705152 | 1747203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.470%, 01/01/2034 | 1170000 | 1218954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/01/2054 | 1345675 | 1400956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/01/2054 | 2590008 | 2753325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/01/2054 | 1369164 | 1441520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 12/01/2053 | 258777 | 278863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/01/2054 | 213886 | 225316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 03/01/2054 | 271478 | 286314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/01/2051 | 18062858 | 13324257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/01/2040 | 4201385 | 4342007 |
|  |  | 85725504 |
| Freddie Mac Gold Pool |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/01/2034 | 69064 | 70205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/01/2035 | 91941 | 95232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2034 | 202105 | 207953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/01/2043 | 1307951 | 1167812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2034 | 432898 | 439192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/2047 | 1820569 | 1557422 |
|  |  | 3537816 |
| Freddie Mac Non Gold Pool |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5Y US TI + 1.24%, 06/01/2045<sup>(a)</sup> | 387786 | 380354 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| Freddie Mac Pool |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/01/2043 | $306279 | $274281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2043 | 302610 | 284191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/01/2036 | 16170 | 16125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/01/2033 | 100128 | 101177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2049 | 231493 | 199822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 12/01/2045 | 3649179 | 2814533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/01/2050 | 657386 | 510795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 11/01/2036 | 139694 | 122503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/01/2036 | 3955561 | 3510185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2051 | 312424 | 267104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/01/2037 | 399245 | 356902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/01/2037 | 339112 | 308857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2052 | 679387 | 691147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2052 | 238729 | 246297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2038 | 309763 | 319297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 01/01/2033 | 1000000 | 991784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 04/01/2030 | 1000000 | 1004333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/01/2028 | 1150000 | 1166435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/01/2053 | 989822 | 1030782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/01/2053 | 816538 | 849632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2053 | 4204813 | 4382948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/01/2053 | 79657 | 82828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/01/2053 | 424344 | 449617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.030%, 02/01/2029 | 5000000 | 5075426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/01/2054 | 3868706 | 4030095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/2054 | 1610158 | 1679444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/01/2054 | 1584706 | 1649293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 08/01/2054 | 1275700 | 1325152 |
|  |  | 33740985 |
| Ginnie Mae I Pool |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2041 | 593146 | 583844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2043 | 550393 | 511833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/15/2043 | 116670 | 108921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2045 | 613114 | 547654 |
|  |  | 1752252 |
| Ginnie Mae II Pool |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/20/2041 | 341578 | 320874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 12/20/2042 | 262245 | 234814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2042 | 125809 | 115242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/20/2042 | 132764 | 121162 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/20/2042 | $157801 | $144449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2042 | 906074 | 910758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2043 | 3118238 | 2663486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2043 | 629206 | 573328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/20/2043 | 411038 | 375802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2040 | 560044 | 497957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/20/2065<sup>(a)</sup> | 169268 | 169610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/20/2046 | 381867 | 338497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/20/2046 | 115407 | 107301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/20/2046 | 126475 | 117671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/20/2047 | 688031 | 609864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/20/2047 | 2526106 | 2289145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/20/2047 | 324964 | 303440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2048 | 345439 | 318056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/20/2048 | 657220 | 637579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2048 | 761145 | 731873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/20/2048 | 41922 | 40892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/20/2049 | 823604 | 793911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/20/2049 | 672257 | 668536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/20/2049 | 108497 | 112756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2050 | 2670583 | 2330967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/20/2050 | 1800912 | 1575143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/20/2049 | 860037 | 765447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/20/2039 | 187131 | 198858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/20/2051 | 601484 | 485621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2051 | 2814910 | 2272628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2036 | 473377 | 433601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2051 | 2817307 | 2358757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2051 | 3323716 | 2787790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2051 | 308718 | 261134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/20/2051 | 28766 | 25818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2051 | 486453 | 448543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2051 | 532896 | 485439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/20/2036 | 163532 | 172058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/20/2051 | 290058 | 308029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/20/2044 | 7702 | 6808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/20/2051 | 1249987 | 1095479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/20/2052 | 108000 | 96855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/20/2051 | 319423 | 292999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/20/2052 | 255135 | 253092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/20/2035 | 163978 | 166613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/20/2052 | 4534823 | 4472910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/20/2062 | 5531181 | 5528004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/20/2037 | 101434 | 105868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/20/2052 | 267017 | 277358 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/20/2053 | $130935 | $132369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/20/2053 | 2016985 | 2084228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/20/2053 | 754155 | 788351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/20/2053 | 38565 | 40072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/20/2053 | 1689054 | 1760271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/20/2053 | 29256 | 30150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 10/20/2063 | 225348 | 232758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 12/20/2063 | 1009592 | 1060284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/20/2050 | 4366912 | 3830288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/20/2054 | 316586 | 328815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/20/2054 | 4080657 | 4228534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/20/2054 | 2932363 | 3029148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/20/2064 | 11979924 | 12194411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/20/2054 | 7668087 | 7994006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/20/2054 | 2810503 | 2892935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/20/2064 | 634029 | 650964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/20/2064 | 2968554 | 3047839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/20/2064 | 1529952 | 1568193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/20/2064 | 2984724 | 3064445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/20/2064 | 2273548 | 2334274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/20/2054 | 1328127 | 1373003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/20/2063 | 410948 | 422905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 12/20/2053 | 555263 | 579275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 08/20/2054 | 3199692 | 3387635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 09/20/2054 | 815376 | 867968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 10/20/2059 | 122603 | 127573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 12/20/2063 | 1257663 | 1308651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 06/20/2054 | 903382 | 988804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/20/2055 | 1160564 | 1205371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/20/2064 | 812764 | 834467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/20/2064 | 1262576 | 1296290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/20/2065 | 16973081 | 17426318 |
|  |  | 121513417 |
| **TOTAL MORTGAGE-BACKED SECURITIES** | **TOTAL MORTGAGE-BACKED SECURITIES** | **TOTAL MORTGAGE-BACKED SECURITIES** |
| **(Cost $243,722,287)** |  | 246650328 |

---

---

| | | |
|:---|:---|:---|
| | **Principal** | **Value** |
| **CORPORATE BONDS (39.90%)** | **CORPORATE BONDS (39.90%)** | **CORPORATE BONDS (39.90%)** |
| ***Aerospace & Defense (5.22%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/04/2026 | 5450000 | 5398477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.53%, 05/01/2034 | 9854000 | 10797742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.01%, 05/01/2064 | 18036000 | 20002504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95%, 08/15/2035 | 4850000 | 4903448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/29/2036 | 4820000 | 4843431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.35%, 06/01/2034 | 13906000 | 14258019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/2035 | 10181000 | 10249690 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/15/2035 | $14800000 | $15140210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.10%, 03/15/2034 | 18458000 | 20046055 |
| **Total *Aerospace & Defense*** |  | 105639576 |
| ***Airlines (0.92%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alaska Airlines 2020-1 Class A Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80%, 08/15/2027<sup>(d)</sup> | 3019011 | 3037647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AS Mileage Plan IP, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.02%, 10/20/2029<sup>(d)</sup> | 7093000 | 7108810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.31%, 10/20/2031<sup>(d)</sup> | 5907000 | 5919042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;British Airways 2020-1 Class A Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/15/2032<sup>(d)</sup> | 348391 | 340825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines 2020-1 Class A Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 20-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.88%, 10/15/2027 | 2152551 | 2205278 |
| **Total *Airlines*** |  | 18611602 |
| ***Apparel & Textile Products (0.22%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/23/2030 | 5200000 | 4540383 |
| ***Auto Parts Manufacturing (0.13%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.63%, 07/15/2030 | 2676000 | 2724486 |
| ***Automobiles Manufacturing (2.27%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/13/2025 | 3870000 | 3857492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/07/2035 | 20885000 | 21060022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.80%, 05/12/2028 | 5700000 | 5921248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/15/2030 | 1800000 | 1859803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 04/15/2035 | 9700000 | 10059717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45%, 06/24/2026<sup>(d)</sup> | 2942000 | 2965339 |
| **Total *Automobiles Manufacturing*** |  | 45723621 |
| ***Banks (3.59%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.65%, 05/15/2031<sup>(a)(d)</sup> | 4835000 | 4966835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital One NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USISOA05 + 1.73%, 08/09/2028<sup>(a)</sup> | 5550000 | 5680581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/21/2026 | 2750000 | 2732875 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Danske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1Y US TI + 0.95%, 03/01/2028<sup>(a)(d)</sup> | $3838000 | $3903908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1Y US TI + 1.35%, 09/11/2026<sup>(a)(d)</sup> | 3325000 | 3322735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1Y US TI + 1.40%, 03/01/2030<sup>(a)(d)</sup> | 3370000 | 3518412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Citizens BancShares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.41%, 03/12/2031<sup>(a)</sup> | 2108000 | 2138950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5Y US TI + 1.97%, 03/12/2040<sup>(a)</sup> | 10850000 | 10923053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 0.777%, 03/18/2027<sup>(a)</sup> | 2143000 | 2153039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 2.06%, 09/06/2035<sup>(a)</sup> | 4670000 | 4742590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synovus Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 2.347%, 11/01/2030<sup>(a)</sup> | 9450000 | 9833491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.74%, 04/23/2036<sup>(a)</sup> | 10750000 | 11165425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 2.02%, 04/24/2034<sup>(a)</sup> | 7300000 | 7514745 |
| **Total *Banks*** |  | 72596639 |
| ***Biotechnology (0.73%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/02/2033 | 9200000 | 9447710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.51%, 03/02/2026 | 5200000 | 5200559 |
| **Total *Biotechnology*** |  | 14648269 |
| ***Cable & Satellite (0.43%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2028<sup>(d)</sup> | 4461000 | 4427456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/01/2027<sup>(d)</sup> | 4306000 | 4289256 |
| **Total *Cable & Satellite*** |  | 8716712 |
| ***Casinos & Gaming (0.20%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Station Casinos LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/2028<sup>(d)</sup> | 4154000 | 4097030 |
| ***Chemicals (0.36%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/2035 | 2324000 | 2341483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EIDP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/15/2032 | 4726000 | 4852410 |
| **Total *Chemicals*** |  | 7193893 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| ***Communications Equipment (0.51%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55%, 08/15/2035 | $9950000 | $10265699 |
| ***Consumer Finance (0.75%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 0.81%, 07/20/2029<sup>(a)</sup> | 1581000 | 1589421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.42%, 07/26/2035<sup>(a)</sup> | 1838000 | 1877656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.79%, 04/25/2036<sup>(a)</sup> | 1050000 | 1097599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SOFRINDX + 1.32%, 01/30/2036<sup>(a)(e)</sup> | 3345000 | 3439770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50%, 01/15/2031<sup>(d)</sup> | 3550000 | 3768549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/01/2041 | 2757000 | 2018537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/04/2026 | 1500000 | 1489563 |
| **Total *Consumer Finance*** |  | 15281095 |
| ***Consumer Products (0.26%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;L'Oreal SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/20/2035<sup>(d)</sup> | 5150000 | 5251381 |
| ***Consumer Services (0.25%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sodexo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.80%, 08/15/2035<sup>(d)</sup> | 4925000 | 5106012 |
| ***Diversified Banks (1.13%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.697%, 02/12/2036<sup>(a)</sup> | 3254000 | 3335124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.91%, 04/25/2034<sup>(a)</sup> | 5117000 | 5250476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 0.93%, 04/22/2028<sup>(a)</sup> | 2434000 | 2486531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.62%, 01/23/2035<sup>(a)</sup> | 6426000 | 6603020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.635%, 07/23/2036<sup>(a)</sup> | 2249000 | 2299618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.68%, 04/22/2036<sup>(a)</sup> | 2733000 | 2842473 |
| **Total *Diversified Banks*** |  | 22817242 |
| ***Entertainment Content (1.74%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/15/2029 | 2290000 | 2170783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/19/2032 | 10875000 | 10156527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/19/2050 | 14550000 | 11368424 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/2029 | $3798000 | $3611081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/2032 | 3418000 | 2951870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/2052 | 7812000 | 4871251 |
| **Total *Entertainment Content*** |  | 35129936 |
| ***Exploration & Production (1.84%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I LP / Hilcorp Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/01/2028<sup>(d)</sup> | 3240000 | 3259054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.25%, 02/15/2035<sup>(d)</sup> | 9297000 | 9077687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.88%, 09/15/2031 | 11775000 | 13299052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Permian Resources Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 02/01/2033<sup>(d)</sup> | 1212000 | 1235360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00%, 01/15/2032<sup>(d)</sup> | 5871000 | 6090781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.88%, 07/15/2031<sup>(d)</sup> | 2112000 | 2299474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viper Energy Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70%, 08/01/2035 | 1937000 | 1943382 |
| **Total *Exploration & Production*** |  | 37204790 |
| ***Financial Services (4.24%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SOFRINDX + 1.05%, 03/03/2027<sup>(a)(e)</sup> | 3718000 | 3747109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citadel Securities Global Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/18/2030<sup>(d)</sup> | 4600000 | 4708783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.20%, 06/18/2035<sup>(d)</sup> | 5550000 | 5702868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.552%, 04/25/2035<sup>(a)</sup> | 1595000 | 1682546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.58%, 04/23/2031<sup>(a)</sup> | 4479000 | 4625638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jane Street Group / JSG Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/01/2032<sup>(d)</sup> | 3544000 | 3562932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75%, 05/01/2033<sup>(d)</sup> | 3450000 | 3567252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.13%, 04/30/2031<sup>(d)</sup> | 10550000 | 11029265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KKR & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10%, 08/07/2035 | 5767000 | 5724430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.418%, 01/18/2036<sup>(a)</sup> | 2010000 | 2079015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 1.757%, 04/17/2036<sup>(a)</sup> | 9240000 | 9621618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 2.05%, 11/01/2034<sup>(a)</sup> | 5593000 | 6211139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TPG Operating Group II LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.38%, 01/15/2036 | 4634000 | 4615184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/31/9999<sup>(a)(d)(f)</sup> | $6952000 | $6968921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1D US SOFR + 3.92%, 08/12/2033<sup>(a)(d)</sup> | 10867000 | 11921358 |
| **Total *Financial Services*** |  | 85768058 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| ***Food & Beverage (0.95%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flowers Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/15/2035 | $1158000 | $1180246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mars, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80%, 03/01/2030<sup>(d)</sup> | 2100000 | 2140762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20%, 03/01/2035<sup>(d)</sup> | 2600000 | 2625728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 07/01/2033 | 4850000 | 5117439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.88%, 05/15/2034 | 7442000 | 8158025 |
| **Total *Food & Beverage*** |  | 19222200 |
| ***Health Care Facilities & Services (1.02%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.20%, 09/15/2055 | 3476000 | 3423756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/15/2031 | 7600000 | 6702245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45%, 09/15/2034 | 5500000 | 5572405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/01/2035 | 4700000 | 4837044 |
| **Total *Health Care Facilities & Services*** |  | 20535450 |
| ***Manufactured Goods (0.12%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chart Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50%, 01/01/2030<sup>(d)</sup> | 2310000 | 2423973 |
| ***Medical Equipment & Devices Manufacturing (1.41%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alcon Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/06/2032<sup>(d)</sup> | 8900000 | 9213517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/15/2035 | 6460000 | 6635862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45%, 03/13/2031 | 4850000 | 5078376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.60%, 03/23/2034 | 7400000 | 7688534 |
| **Total *Medical Equipment & Devices Manufacturing*** |  | 28616289 |
| ***Metals & Mining (0.29%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/2026 | 5900000 | 5903573 |
| ***Oil & Gas Services & Equipment (0.16%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transocean Poseidon, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.88%, 02/01/2027<sup>(d)</sup> | 3171150 | 3180464 |
| ***Pipeline (2.83%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/2028<sup>(d)</sup> | 4760000 | 4688182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.88%, 07/01/2029<sup>(d)</sup> | 5500000 | 5703654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55%, 10/30/2035<sup>(d)</sup> | 4650000 | 4694932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.38%, 02/01/2031<sup>(d)</sup> | 5349000 | 5596093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flex Intermediate Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.36%, 06/30/2031<sup>(d)</sup> | 7300000 | 6683313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.32%, 12/30/2039<sup>(d)</sup> | 5250000 | 4196818 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gray Oak Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.60%, 10/15/2025<sup>(d)</sup> | $4498000 | $4483981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kinetik Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.63%, 12/15/2028<sup>(d)</sup> | 1837000 | 1891085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.20%, 09/15/2055 | 6250000 | 6079660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NuStar Logistics LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.38%, 10/01/2030 | 4238000 | 4390661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.88%, 01/15/2029 | 8572000 | 8740311 |
| **Total *Pipeline*** |  | 57148690 |
| ***Power Generation (0.33%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Calpine Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/2028<sup>(d)</sup> | 1044000 | 1034642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/2026<sup>(d)</sup> | 5600000 | 5595317 |
| **Total *Power Generation*** |  | 6629959 |
| ***Property & Casualty Insurance (0.46%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55%, 06/23/2035 | 4550000 | 4640241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 06/23/2055 | 4500000 | 4607123 |
| **Total *Property & Casualty Insurance*** |  | 9247364 |
| ***Publishing & Broadcasting (0.36%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/01/2028<sup>(d)</sup> | 4650000 | 4567436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.63%, 07/15/2027<sup>(d)</sup> | 2725000 | 2723749 |
| **Total *Publishing & Broadcasting*** |  | 7291185 |
| ***Real Estate (0.77%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CoStar Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.80%, 07/15/2030<sup>(d)</sup> | 3416000 | 3133958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75%, 05/15/2028<sup>(d)</sup> | 6278000 | 6343862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/15/2028<sup>(d)</sup> | 603000 | 601948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/15/2032 | 5389000 | 5410076 |
| **Total *Real Estate*** |  | 15489844 |
| ***Refining & Marketing (0.18%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/2030 | 2749000 | 2687798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/01/2028 | 1000000 | 1000860 |
| **Total *Refining & Marketing*** |  | 3688658 |
| ***Restaurants (0.32%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Raising Cane's Restaurants LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.38%, 05/01/2029<sup>(d)</sup> | 1050000 | 1108130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40%, 05/15/2035 | 5144000 | 5266768 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| **Total *Restaurants*** |  | 6374898 |
| ***Retail - Consumer Staples (0.62%)*** | ***Retail - Consumer Staples (0.62%)*** | ***Retail - Consumer Staples (0.62%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bunge, Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.55%, 08/04/2030 | $9560000 | $9614779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15%, 08/04/2035 | 2939000 | 2948006 |
| **Total *Retail - Consumer Staples*** |  | 12562785 |
| ***Semiconductors (1.09%)*** | ***Semiconductors (1.09%)*** | ***Semiconductors (1.09%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20%, 07/15/2035 | 3339000 | 3370713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.10%, 01/25/2036<sup>(d)</sup> | 4700000 | 4923014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.30%, 01/25/2039<sup>(d)</sup> | 10250000 | 10849649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.05%, 08/12/2051 | 4965000 | 2939347 |
| **Total *Semiconductors*** |  | 22082723 |
| ***Software & Services (1.59%)*** | ***Software & Services (1.59%)*** | ***Software & Services (1.59%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fair Isaac Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/15/2033<sup>(d)</sup> | 5335000 | 5419923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40%, 03/15/2032 | 6481000 | 6699197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/15/2035 | 2033000 | 2082010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10%, 09/15/2035 | 2776000 | 2770329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.85%, 04/01/2030 | 4200000 | 4285269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15%, 04/01/2035 | 2100000 | 2119110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.20%, 08/15/2031 | 3050000 | 2676786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/15/2030 | 5860000 | 5936856 |
| **Total *Software & Services*** |  | 31989480 |
| ***Supermarkets & Pharmacies (1.44%)*** | ***Supermarkets & Pharmacies (1.44%)*** | ***Supermarkets & Pharmacies (1.44%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos. Inc / Safeway, Inc. / New Albertsons LP / Albertsons LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/15/2028<sup>(d)</sup> | 9350000 | 9536626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/2034 | 19474000 | 19420222 |
| **Total *Supermarkets & Pharmacies*** |  | 28956848 |
| ***Travel & Lodging (0.49%)*** | ***Travel & Lodging (0.49%)*** | ***Travel & Lodging (0.49%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/2028<sup>(d)</sup> | 2134000 | 2097231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/01/2032<sup>(d)</sup> | 3305000 | 3363664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/2032<sup>(d)</sup> | 4221000 | 4359048 |
| **Total *Travel & Lodging*** |  | 9819943 |
| ***Utilities (0.39%)*** | ***Utilities (0.39%)*** | ***Utilities (0.39%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15%, 03/01/2034 | 2658000 | 2722789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/01/2035 | 5049000 | 5139611 |
| **Total *Utilities*** |  | 7862400 |

---

---

| | | |
|:---|:---|:---|
| <br>**Security Description** | **Principal**<br>**Amount** | **Value**<br>**(Note 2)** |
| ***Wireless Telecommunications Services (0.29%)*** | ***Wireless Telecommunications Services (0.29%)*** | ***Wireless Telecommunications Services (0.29%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SoftBank Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.33%, 07/09/2035<sup>(d)</sup> | $5770000 | $5761828 |
| **TOTAL CORPORATE BONDS** |  |  |
| **(Cost $790,539,873)** |  | 806104978 |
| **GOVERNMENT BONDS (37.59%)** | **GOVERNMENT BONDS (37.59%)** | **GOVERNMENT BONDS (37.59%)** |
| ***U.S. Treasury Bonds (37.59%)*** | ***U.S. Treasury Bonds (37.59%)*** | ***U.S. Treasury Bonds (37.59%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. - United States Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/2027 | 5862000 | 5940771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/15/2044 | 95573000 | 86848231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/15/2035 | 97189000 | 97515494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/15/2035 | 14714000 | 14745037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/15/2055 | 54616000 | 52072943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/2045 | 41533000 | 40929474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/2055 | 55796000 | 54296483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/15/2029 | 18692082 | 19178604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/15/2035 | 64823804 | 66645352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/30/2029 | 19004000 | 18905639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/30/2027 | 28171000 | 28220519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/30/2030 | 9574000 | 9653659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/31/2030 | 2364000 | 2383392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/31/2030 | 22881000 | 23201870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/30/2032 | 9408000 | 9457980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/2029 | 88495000 | 90111070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/30/2029 | 47135000 | 48005893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/31/2030 | 79179000 | 81056409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/28/2026 | 9953000 | 9980155 |
| **Total *U.S. Treasury Bonds*** |  | 759148975 |
| **TOTAL GOVERNMENT BONDS** |  |  |
| **(Cost $754,301,380)** |  | 759148975 |

---

---

| | | |
|:---|:---|:---|
| |<br>**Shares** | **Value**<br>**(Note 2)** |
| **PREFERRED STOCK (2.52%)** | **PREFERRED STOCK (2.52%)** | **PREFERRED STOCK (2.52%)** |
| ***Energy (0.08%)*** | ***Energy (0.08%)*** | ***Energy (0.08%)*** |
| *Pipeline (0.08%)* | *Pipeline (0.08%)* | *Pipeline (0.08%)* |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP, Series B, 4.16%<sup>(a)(f)</sup> | 1712000 | $1705203 |
| **Total *Energy*** |  | 1705203 |
| ***Financials (1.07%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Banks (0.11%)* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Hawaii., 8.000%<sup>(f)</sup> | 86678 | 2305635 |

---

---

| | | |
|:---|:---|:---|
| |<br>**Shares** | **Value**<br>**(Note 2)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Consumer Finance (0.16%)* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Ally Financial, Inc., Series C, 7Y US TI + 3.481%<sup>(a)(f)</sup> | 1500000 | $1371659 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., 5Y US TI + 2.854%<sup>(a)(f)</sup> | 1817000 | 1775239 |
|  |  | 3146898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Diversified Banks (0.19%)* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., 5Y US TI + 2.684%<sup>(a)(f)</sup> | 3500000 | 3612028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Financial Services (0.59%)* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp., Series G, 5Y US TI + 4.358%<sup>(a)(f)</sup> | 3500000 | 3501432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., Series I, 5Y US TI + 3.168%<sup>(a)(f)</sup> | 5236000 | 5163658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., Series X, 5Y US TI + 2.809%<sup>(a)(f)</sup> | 2159000 | 2271775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., Series Y, 10Y US TI + 2.40%<sup>(a)(f)</sup> | 1170000 | 1174902 |
|  |  | 12111767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Life Insurance (0.02%)* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, Inc., 5Y US TI + 3.728%<sup>(a)(f)</sup> | 16545 | 431825 |
| **Total *Financials*** |  | 21608153 |
| ***Government (0.71%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Government Agencies (0.71%)* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;CoBank ACB, Series M, 5Y US TI + 2.818%<sup>(a)(f)</sup> | 3826000 | 3929893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Farm Credit Bank of Texas, Series 4, 5Y US TI + 5.415%<sup>(a)(d)(f)</sup> | 6560000 | 6564756 |
| &nbsp;&nbsp;&nbsp;&nbsp;Farm Credit Bank of Texas, 5Y US TI + 3.291%<sup>(a)(f)</sup> | 2543000 | 2653997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Farm Credit Bank of Texas, Series 6, 5Y US TI + 3.01%<sup>(a)(f)</sup> | 1156000 | 1187574 |
|  |  | 14336220 |
| **Total *Government*** |  | 14336220 |
| ***Health Care (0.22%)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Health Care Facilities & Services (0.22%)* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp.<sup>(a)(g)</sup> | 4200000 | 4383154 |
| **Total *Health Care*** |  | 4383154 |

---

---

| | | |
|:---|:---|:---|
| |<br>**Shares** | **Value**<br>**(Note 2)** |
| ***Utilities (0.44%)*** | ***Utilities (0.44%)*** | ***Utilities (0.44%)*** |
| *Power Generation (0.11%)* | *Power Generation (0.11%)* | *Power Generation (0.11%)* |
| &nbsp;&nbsp;&nbsp;&nbsp;Vistra Corp.<sup>(a)(d)(f)(g)</sup> | 2175000 | $2221547 |
| *Utilities (0.33%)* | *Utilities (0.33%)* | *Utilities (0.33%)* |
| &nbsp;&nbsp;&nbsp;&nbsp;Entergy Corp., 5Y US TI + 2.67%<sup>(a)</sup> | 1758000 | 1835270 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp., 3M CME TERM SOFR + 3.172%<sup>(a)</sup> | 1796000 | 1796349 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp., 5Y US TI + 3.533%<sup>(a)</sup> | 300000 | 315731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sempra, 5Y US TI + 2.868%<sup>(a)</sup> | 2763000 | 2684689 |
| **Total *Utilities*** |  | 8853586 |
| **TOTAL PREFERRED STOCK** | **TOTAL PREFERRED STOCK** | **TOTAL PREFERRED STOCK** |
| **(Cost $49,929,630)** |  | 50886316 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7-Day**<br>**Yield** |<br>**Shares** | **Value**<br>**(Note 2)** |
| **SHORT TERM INVESTMENTS (1.38%)** | **SHORT TERM INVESTMENTS (1.38%)** | **SHORT TERM INVESTMENTS (1.38%)** | **SHORT TERM INVESTMENTS (1.38%)** |
| ***Money Market Fund (1.38%)*** | ***Money Market Fund (1.38%)*** | ***Money Market Fund (1.38%)*** | ***Money Market Fund (1.38%)*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds - Government Portfolio | 4.20% | 27859509 | 27859509 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| **(Cost $27,859,509)** |  |  | 27859509 |
| **TOTAL INVESTMENTS (99.48%)** |  |  |  |
| **(Cost $1,983,224,723)** |  |  | $2009295680 |
| **Other Assets In Excess Of Liabilities (0.52%)** |  |  | 10475180 |
| **NET ASSETS (100.00%)** |  |  | $2019770860 |

---

**Investment Abbreviations:**

SOFR - Secured Overnight Financing Rate

SOFRINDX - US SOFR Secured Overnight Financing Rate

Compounded Index

TI – Treasury Index

**Reference Rates:** 

1M CME TERM SOFR - 1 Month CME TERM SOFR as of

August 31, 2025 was 4.27%

3M CME TERM SOFR - 3 Month CME TERM SOFR as of

August 31, 2025 was 4.17%

7Y US TI - 7 Year US Treasury Index as of August 31, 2025 was 3.92%

30D US SOFR - 30 Day SOFR as of August 31, 2025 was 4.35%

1D US SOFR - 1 Day SOFR as of August 31, 2025 was 4.34%

1M US SOFR - 1 Month SOFR as of August 31, 2025 was 4.36%

3M US SOFR - 3 Month SOFR as of August 31, 2025 was 4.36%

1Y US TI - 1 Year US TI as of August 31, 2025 was 3.83%

5Y US TI - 5 Year US TI as of August 31, 2025 was 3.68%

10Y US TI - 10 Year US TI as of August 31, 2025 was 4.23%

*<sup>(a)</sup>* *Floating or variable rate security. The reference rate is described above. The rate in effect as of August 31, 2025 is based on the reference rate plus the displayed spread as of the security's last reset date.*

*<sup>(b)</sup>* *Interest only security.*

*<sup>(c)</sup>* *Issued with zero coupon.*

*<sup>(d)</sup>* *Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of August 31, 2025, the aggregate market value of those securities was $269,175,802, representing 13.33% of net assets.*

*<sup>(e)</sup>* *The SOFRINDX is a compounded average of the daily Secured Overnight Financing Rate determined by reference to the SOFR Index for any interest period.*

*<sup>(f)</sup>* *Perpetual maturity. This security has no contractual maturity date, is not redeemable and contractually pays an indefinite stream of interest.*

*<sup>(g)</sup>* *Non-Income Producing Security.* 

*See Notes to Quarterly Statement of Investments.*

---

| | | |
|:---|:---|:---|
| Barron's 400 ETF | Barron's 400 ETF | Barron's 400 ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (98.60%)** |  |  |
| **Communication Services (4.44%)** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc., Class A | 2429 | $517158 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Inc., Class A<sup>(a)(b)</sup> | 1131 | 300371 |
| &nbsp;&nbsp;&nbsp;Cinemark Holdings, Inc.<sup>(b)</sup> | 15950 | 411510 |
| &nbsp;&nbsp;&nbsp;Comcast Corp., Class A | 11034 | 374825 |
| &nbsp;&nbsp;&nbsp;EverQuote, Inc.<sup>(a)</sup> | 14066 | 327035 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 8106 | 442182 |
| &nbsp;&nbsp;&nbsp;Integral Ad Science Holding Corp.<sup>(a)(b)</sup> | 44130 | 396729 |
| &nbsp;&nbsp;&nbsp;Iridium Communications, Inc. | 14272 | 355230 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc., Class A | 660 | 487542 |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | 419 | 506257 |
| &nbsp;&nbsp;&nbsp;New York Times Co., Class A | 8124 | 486140 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group, Inc., Class A<sup>(b)</sup> | 2285 | 467351 |
| &nbsp;&nbsp;&nbsp;Pinterest, Inc., Class A<sup>(a)</sup> | 12396 | 454065 |
| &nbsp;&nbsp;&nbsp;TEGNA, Inc. | 22526 | 477551 |
| &nbsp;&nbsp;&nbsp;T-Mobile US, Inc. | 1516 | 382017 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | 9323 | 412356 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3997 | 473165 |
| &nbsp;&nbsp;&nbsp;Warner Music Group Corp., Class A | 12279 | 409505 |
| &nbsp;&nbsp;&nbsp;Yelp, Inc.<sup>(a)</sup> | 11606 | 366982 |
| **Total Communication Services** |  | 8047971 |
| **Consumer Discretionary (12.24%)** |  |  |
| &nbsp;&nbsp;&nbsp;ADT, Inc. | 53161 | 463032 |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education, Inc.<sup>(a)</sup> | 4050 | 530348 |
| &nbsp;&nbsp;&nbsp;Airbnb, Inc., Class A<sup>(a)</sup> | 3135 | 409212 |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.<sup>(a)</sup> | 2019 | 462351 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | 87 | 487117 |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | 5734 | 492321 |
| &nbsp;&nbsp;&nbsp;Brinker International, Inc.<sup>(a)</sup> | 2813 | 438772 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop, Inc. | 11312 | 687883 |
| &nbsp;&nbsp;&nbsp;Burlington Stores, Inc.<sup>(a)</sup> | 1710 | 497063 |
| &nbsp;&nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | 19036 | 607058 |
| &nbsp;&nbsp;&nbsp;Chewy, Inc., Class A<sup>(a)</sup> | 11943 | 489185 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Inc.<sup>(a)</sup> | 7945 | 334802 |
| &nbsp;&nbsp;&nbsp;Crocs, Inc.<sup>(a)(b)</sup> | 3791 | 330575 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants, Inc. | 2120 | 438713 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp.<sup>(a)</sup> | 3359 | 401837 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods, Inc. | 2016 | 429005 |
| &nbsp;&nbsp;&nbsp;Dorman Products, Inc.<sup>(a)</sup> | 3145 | 508830 |
| &nbsp;&nbsp;&nbsp;Dream Finders Homes, Inc.<sup>(a)(b)</sup> | 16552 | 459980 |
| &nbsp;&nbsp;&nbsp;Duolingo, Inc.<sup>(a)</sup> | 1340 | 399132 |
| &nbsp;&nbsp;&nbsp;Expedia, Inc. | 2393 | 514016 |
| &nbsp;&nbsp;&nbsp;Frontdoor, Inc.<sup>(a)</sup> | 10515 | 638786 |
| &nbsp;&nbsp;&nbsp;Gap, Inc. | 19832 | 436502 |
| &nbsp;&nbsp;&nbsp;Green Brick Partners, Inc.<sup>(a)</sup> | 6849 | 478334 |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. | 1131 | 460057 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | 9138 | 526623 |
| &nbsp;&nbsp;&nbsp;Laureate Education, Inc.<sup>(a)</sup> | 20820 | 572134 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Consumer Discretionary (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | 20054 | $366988 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort, Inc. | 4714 | 491812 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp. | 15846 | 518798 |
| &nbsp;&nbsp;&nbsp;Pursuit Attractions and Hospitality, Inc.<sup>(a)</sup> | 10026 | 373970 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 1798 | 533880 |
| &nbsp;&nbsp;&nbsp;Ross Stores, Inc. | 3163 | 465467 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises, Ltd. | 1821 | 661424 |
| &nbsp;&nbsp;&nbsp;SharkNinja, Inc.<sup>(a)</sup> | 4407 | 515443 |
| &nbsp;&nbsp;&nbsp;Stride, Inc.<sup>(a)</sup> | 3259 | 531836 |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | 5546 | 564694 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp., Class A<sup>(a)</sup> | 6770 | 456095 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse, Inc. | 2324 | 401006 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. | 3468 | 473763 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | 7424 | 458506 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty, Inc.<sup>(a)</sup> | 1116 | 549887 |
| &nbsp;&nbsp;&nbsp;Universal Technical Institute, Inc.<sup>(a)</sup> | 14909 | 396430 |
| &nbsp;&nbsp;&nbsp;Valvoline, Inc.<sup>(a)</sup> | 11246 | 436120 |
| &nbsp;&nbsp;&nbsp;Visteon Corp. | 5005 | 620420 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma, Inc. | 2325 | 437542 |
| &nbsp;&nbsp;&nbsp;YETI Holdings, Inc.<sup>(a)</sup> | 11958 | 420443 |
| **Total Consumer Discretionary** |  | 22168192 |
| **Consumer Staples (4.89%)** |  |  |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings, Inc.<sup>(a)</sup> | 3512 | 343052 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp., Class A<sup>(b)</sup> | 11200 | 339920 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods, Inc. | 4304 | 497715 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores, Inc. | 990 | 489575 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 5674 | 391449 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated, Inc. | 3036 | 355941 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 4355 | 366125 |
| &nbsp;&nbsp;&nbsp;Hershey Co. | 2340 | 429975 |
| &nbsp;&nbsp;&nbsp;Inter Parfums, Inc. | 3183 | 365854 |
| &nbsp;&nbsp;&nbsp;Kellogg Co. | 4834 | 384303 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2843 | 367145 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | 5988 | 406226 |
| &nbsp;&nbsp;&nbsp;Marzetti Company | 2177 | 397520 |
| &nbsp;&nbsp;&nbsp;Molson Coors Brewing Co., Class B, Class B<sup>(b)</sup> | 6642 | 335355 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc., Class A | 6114 | 375644 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp.<sup>(a)</sup> | 7064 | 440864 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp.<sup>(a)</sup> | 9754 | 410156 |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc. | 2631 | 391098 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 7961 | 353866 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2353 | 369515 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market, Inc.<sup>(a)</sup> | 2823 | 396744 |
| &nbsp;&nbsp;&nbsp;Vital Farms, Inc.<sup>(a)</sup> | 12631 | 645318 |
| **Total Consumer Staples** |  | 8853360 |
| **Energy (3.00%)** |  |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co. | 9089 | 412641 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 11239 | 405728 |
| &nbsp;&nbsp;&nbsp;DHT Holdings, Inc. | 37683 | 441645 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy, Inc. | 2585 | 384545 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc. | 3223 | 402295 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co. | 7998 | 402779 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Energy (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;ONEOK, Inc. | 4009 | $306207 |
| &nbsp;&nbsp;&nbsp;Ovintiv, Inc. | 9696 | 408395 |
| &nbsp;&nbsp;&nbsp;Permian Resources Corp. | 29612 | 423155 |
| &nbsp;&nbsp;&nbsp;Schlumberger Ltd. | 9518 | 350643 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 2025 | 339714 |
| &nbsp;&nbsp;&nbsp;TechnipFMC PLC | 14057 | 516735 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp.<sup>(b)</sup> | 295 | 275377 |
| &nbsp;&nbsp;&nbsp;Viper Energy, Inc. | 9241 | 368208 |
| **Total Energy** |  | 5438067 |
| **Financials (22.24%)** |  |  |
| &nbsp;&nbsp;&nbsp;1st Source Corp. | 6335 | 408101 |
| &nbsp;&nbsp;&nbsp;Acadian Asset Management, Inc. | 15837 | 807212 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp. | 13282 | 383717 |
| &nbsp;&nbsp;&nbsp;Artisan Partners Asset Management, Inc., Class A<sup>(b)</sup> | 9837 | 460273 |
| &nbsp;&nbsp;&nbsp;Axos Financial, Inc.<sup>(a)</sup> | 6249 | 569971 |
| &nbsp;&nbsp;&nbsp;Bancorp, Inc.<sup>(a)</sup> | 7540 | 574850 |
| &nbsp;&nbsp;&nbsp;Bank OZK | 9013 | 472912 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares, Inc. | 16147 | 403836 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp, Inc. | 15081 | 435992 |
| &nbsp;&nbsp;&nbsp;Camden National Corp.<sup>(b)</sup> | 9618 | 393280 |
| &nbsp;&nbsp;&nbsp;City Holding Co. | 3381 | 434391 |
| &nbsp;&nbsp;&nbsp;Coinbase Global, Inc.<sup>(a)</sup> | 2099 | 639229 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System, Inc.<sup>(b)</sup> | 16059 | 429899 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp, Inc. | 7650 | 446913 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial, Inc. | 12110 | 421065 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, Inc. | 3195 | 412251 |
| &nbsp;&nbsp;&nbsp;East West Bancorp, Inc. | 4443 | 467137 |
| &nbsp;&nbsp;&nbsp;Enova International, Inc.<sup>(a)</sup> | 4236 | 513827 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp. | 6964 | 426475 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares, Inc. | 9880 | 400436 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings, Inc.<sup>(b)</sup> | 5586 | 547987 |
| &nbsp;&nbsp;&nbsp;Evercore, Inc., Class A | 1936 | 622521 |
| &nbsp;&nbsp;&nbsp;EZCORP, Inc., Class A<sup>(a)(b)</sup> | 28972 | 482963 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems, Inc. | 902 | 336735 |
| &nbsp;&nbsp;&nbsp;First BanCorp | 21951 | 487971 |
| &nbsp;&nbsp;&nbsp;First Citizens BancShares, Inc., Class A | 215 | 426541 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares, Inc. | 11034 | 410134 |
| &nbsp;&nbsp;&nbsp;First Mid Bancshares, Inc. | 11121 | 449733 |
| &nbsp;&nbsp;&nbsp;Goosehead Insurance, Inc., Class A | 3404 | 288353 |
| &nbsp;&nbsp;&nbsp;Hamilton Insurance Group, Ltd.<sup>(a)</sup> | 19824 | 472604 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., Class A | 2744 | 423509 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp. | 7728 | 486246 |
| &nbsp;&nbsp;&nbsp;HCI Group, Inc. | 2870 | 478458 |
| &nbsp;&nbsp;&nbsp;Home BancShares, Inc. | 13812 | 411045 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp. | 12825 | 421814 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group, Inc. | 9139 | 568811 |
| &nbsp;&nbsp;&nbsp;International Bancshares Corp. | 6374 | 455996 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates, Inc. | 2231 | 364233 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1710 | 515428 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group, Inc. | 864 | 395237 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 10652 | 457290 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc., Class A | 753 | $448253 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank Corp. | 8869 | 436798 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp | 10311 | 334283 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 877 | 447060 |
| &nbsp;&nbsp;&nbsp;NewtekOne, Inc. | 33063 | 408989 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares, Inc.<sup>(b)</sup> | 3449 | 476962 |
| &nbsp;&nbsp;&nbsp;Northeast Bank | 4294 | 474745 |
| &nbsp;&nbsp;&nbsp;Northrim BanCorp, Inc. | 5339 | 502026 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp | 9763 | 436894 |
| &nbsp;&nbsp;&nbsp;Old Second Bancorp, Inc. | 24326 | 449058 |
| &nbsp;&nbsp;&nbsp;Pacific Premier Bancorp, Inc. | 17666 | 432640 |
| &nbsp;&nbsp;&nbsp;Palomar Holdings, Inc.<sup>(a)</sup> | 2968 | 365123 |
| &nbsp;&nbsp;&nbsp;Park National Corp. | 2617 | 449522 |
| &nbsp;&nbsp;&nbsp;Pathward Financial, Inc. | 5521 | 438754 |
| &nbsp;&nbsp;&nbsp;Paymentus Holdings, Inc.<sup>(a)</sup> | 13907 | 541399 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings, Inc.<sup>(a)</sup> | 5716 | 401206 |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp, Inc. | 13341 | 412771 |
| &nbsp;&nbsp;&nbsp;PJT Partners, Inc., Class A | 2851 | 510329 |
| &nbsp;&nbsp;&nbsp;Popular, Inc. | 4362 | 548042 |
| &nbsp;&nbsp;&nbsp;Preferred Bank | 4812 | 454253 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | 1375 | 339707 |
| &nbsp;&nbsp;&nbsp;Renasant Corp. | 22884 | 895451 |
| &nbsp;&nbsp;&nbsp;SEI Investments Co. | 5312 | 468943 |
| &nbsp;&nbsp;&nbsp;Sezzle, Inc.<sup>(a)(b)</sup> | 10101 | 955555 |
| &nbsp;&nbsp;&nbsp;Shift4 Payments, Inc.<sup>(a)(b)</sup> | 4531 | 409738 |
| &nbsp;&nbsp;&nbsp;Shore Bancshares, Inc. | 29493 | 506985 |
| &nbsp;&nbsp;&nbsp;Southside Bancshares, Inc.<sup>(b)</sup> | 13560 | 423614 |
| &nbsp;&nbsp;&nbsp;Stock Yards Bancorp, Inc.<sup>(b)</sup> | 5762 | 465051 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 7433 | 567435 |
| &nbsp;&nbsp;&nbsp;The Hartford Financial Services Group, Inc. | 3299 | 436491 |
| &nbsp;&nbsp;&nbsp;Toast, Inc.<sup>(a)</sup> | 11427 | 515358 |
| &nbsp;&nbsp;&nbsp;TriCo Bancshares | 9754 | 443027 |
| &nbsp;&nbsp;&nbsp;Trinity Capital, Inc. | 25070 | 406134 |
| &nbsp;&nbsp;&nbsp;UMB Financial Corp. | 3914 | 477117 |
| &nbsp;&nbsp;&nbsp;United Bankshares, Inc. | 11318 | 433932 |
| &nbsp;&nbsp;&nbsp;Unum Group | 4966 | 346925 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings, Inc., Class A<sup>(b)</sup> | 6767 | 482352 |
| &nbsp;&nbsp;&nbsp;Virtu Financial, Inc., Class A | 11180 | 468666 |
| &nbsp;&nbsp;&nbsp;Visa, Inc., Class A | 1195 | 420377 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp. | 8001 | 497822 |
| &nbsp;&nbsp;&nbsp;Westamerica BanCorp | 7982 | 399180 |
| &nbsp;&nbsp;&nbsp;World Acceptance Corp.<sup>(a)</sup> | 3283 | 562805 |
| &nbsp;&nbsp;&nbsp;WR Berkley Corp. | 6348 | 455088 |
| &nbsp;&nbsp;&nbsp;WSFS Financial Corp. | 7740 | 451165 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA | 8330 | 483223 |
| **Total Financials** |  | 40286624 |
| **Health Care (9.55%)** |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 3124 | 414430 |
| &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals, Inc.<sup>(a)</sup> | 23438 | 609154 |
| &nbsp;&nbsp;&nbsp;ADMA Biologics, Inc.<sup>(a)</sup> | 21136 | 364807 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies, Inc. | 3218 | 404374 |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | 1242 | 357336 |
| &nbsp;&nbsp;&nbsp;Biogen, Inc.<sup>(a)</sup> | 2773 | 366646 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical, Inc.<sup>(a)</sup> | 5515 | 321359 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.<sup>(a)</sup> | 3989 | 420839 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Health Care (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals, Inc.<sup>(a)</sup> | 18092 | $372514 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics, Inc.<sup>(a)</sup> | 6865 | 478628 |
| &nbsp;&nbsp;&nbsp;DaVita, Inc.<sup>(a)</sup> | 2667 | 367406 |
| &nbsp;&nbsp;&nbsp;Dexcom, Inc.<sup>(a)</sup> | 5536 | 417082 |
| &nbsp;&nbsp;&nbsp;Doximity, Inc., Class A<sup>(a)</sup> | 6373 | 432982 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp.<sup>(a)</sup> | 5636 | 458432 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 480 | 351638 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp. | 4040 | 491910 |
| &nbsp;&nbsp;&nbsp;Exelixis, Inc.<sup>(a)</sup> | 10761 | 402677 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies, Inc. | 4784 | 352724 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics, Inc.<sup>(a)</sup> | 6346 | 464210 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings, Inc.<sup>(a)</sup> | 11497 | 424124 |
| &nbsp;&nbsp;&nbsp;Hims & Hers Health, Inc.<sup>(a)(b)</sup> | 11476 | 486009 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories, Inc.<sup>(a)</sup> | 930 | 601794 |
| &nbsp;&nbsp;&nbsp;Insulet Corp.<sup>(a)</sup> | 1512 | 513899 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.<sup>(a)</sup> | 823 | 389522 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp. | 7712 | 558657 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech, Inc.<sup>(a)</sup> | 2137 | 315635 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings, Inc.<sup>(a)(b)</sup> | 3845 | 211091 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular, Inc. | 4636 | 442112 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings, Inc.<sup>(a)</sup> | 1209 | 574892 |
| &nbsp;&nbsp;&nbsp;MiMedx Group, Inc.<sup>(a)</sup> | 50073 | 355518 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare, Inc.<sup>(a)</sup> | 1252 | 226399 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | 15267 | 378011 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics, Inc.<sup>(a)</sup> | 7443 | 439509 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | 2295 | 416864 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals, Inc. | 578 | 335645 |
| &nbsp;&nbsp;&nbsp;ResMed, Inc. | 1759 | 482863 |
| &nbsp;&nbsp;&nbsp;Semler Scientific, Inc.<sup>(a)(b)</sup> | 10946 | 324439 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp.<sup>(a)</sup> | 1248 | 380340 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Inc., Class B | 2283 | 414547 |
| &nbsp;&nbsp;&nbsp;Veeva Systems, Inc., Class A<sup>(a)</sup> | 1709 | 460063 |
| &nbsp;&nbsp;&nbsp;Waters Corp.<sup>(a)</sup> | 1086 | 327755 |
| &nbsp;&nbsp;&nbsp;Zoetis, Inc. | 2485 | 388654 |
| **Total Health Care** |  | 17297490 |
| **Industrials (22.34%)** |  |  |
| &nbsp;&nbsp;&nbsp;Acuity Brands, Inc. | 1493 | 487420 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies, Inc. | 1759 | 463637 |
| &nbsp;&nbsp;&nbsp;Argan, Inc. | 3283 | 749246 |
| &nbsp;&nbsp;&nbsp;Armstrong World Industries, Inc. | 2812 | 550505 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing, Inc. | 1332 | 404995 |
| &nbsp;&nbsp;&nbsp;Axon Enterprise, Inc.<sup>(a)</sup> | 714 | 533565 |
| &nbsp;&nbsp;&nbsp;Blue Bird Corp.<sup>(a)</sup> | 11408 | 666113 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp. | 3424 | 372257 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions, Inc. | 1709 | 436855 |
| &nbsp;&nbsp;&nbsp;Byrna Technologies, Inc.<sup>(a)(b)</sup> | 20564 | 419506 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos., Inc. | 1154 | 445317 |
| &nbsp;&nbsp;&nbsp;Cintas Corp. | 2028 | 425941 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Industrials (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA, Inc. | 1158 | $814514 |
| &nbsp;&nbsp;&nbsp;Copart, Inc.<sup>(a)</sup> | 7337 | 358119 |
| &nbsp;&nbsp;&nbsp;Core & Main, Inc.<sup>(a)</sup> | 8296 | 536917 |
| &nbsp;&nbsp;&nbsp;CRA International, Inc. | 2285 | 442742 |
| &nbsp;&nbsp;&nbsp;Crane Co. | 2586 | 479186 |
| &nbsp;&nbsp;&nbsp;CSG Systems International, Inc. | 6506 | 417425 |
| &nbsp;&nbsp;&nbsp;Cummins, Inc. | 1211 | 482511 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp. | 1219 | 582865 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines, Inc. | 8512 | 525871 |
| &nbsp;&nbsp;&nbsp;Dover Corp. | 2185 | 390809 |
| &nbsp;&nbsp;&nbsp;DXP Enterprises, Inc.<sup>(a)</sup> | 4686 | 585188 |
| &nbsp;&nbsp;&nbsp;EMCOR Group, Inc. | 1011 | 626820 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 3497 | 461604 |
| &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp., Class A | 9007 | 381356 |
| &nbsp;&nbsp;&nbsp;EnerSys | 4060 | 416759 |
| &nbsp;&nbsp;&nbsp;ESCO Technologies, Inc. | 2499 | 502074 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings, Inc.<sup>(a)</sup> | 8469 | 370773 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington, Inc. | 3374 | 406702 |
| &nbsp;&nbsp;&nbsp;Fastenal Co. | 10480 | 520437 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp. | 5083 | 625158 |
| &nbsp;&nbsp;&nbsp;Genpact, Ltd. | 7928 | 359456 |
| &nbsp;&nbsp;&nbsp;Greenbrier Cos., Inc. | 7102 | 331166 |
| &nbsp;&nbsp;&nbsp;Griffon Corp. | 5636 | 429238 |
| &nbsp;&nbsp;&nbsp;HEICO Corp., Class A | 1918 | 469929 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace, Inc. | 3077 | 535706 |
| &nbsp;&nbsp;&nbsp;IBEX Holdings, Ltd.<sup>(a)</sup> | 15717 | 464123 |
| &nbsp;&nbsp;&nbsp;IES Holdings, Inc.<sup>(a)(b)</sup> | 2123 | 741585 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works, Inc. | 1561 | 413119 |
| &nbsp;&nbsp;&nbsp;Innodata, Inc.<sup>(a)(b)</sup> | 8688 | 329970 |
| &nbsp;&nbsp;&nbsp;Interface, Inc. | 20502 | 547813 |
| &nbsp;&nbsp;&nbsp;ITT, Inc. | 2901 | 493895 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings, Inc. | 2881 | 521230 |
| &nbsp;&nbsp;&nbsp;Lennox International, Inc. | 677 | 377671 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings, Inc. | 2089 | 506854 |
| &nbsp;&nbsp;&nbsp;Liquidity Services, Inc.<sup>(a)</sup> | 13186 | 350616 |
| &nbsp;&nbsp;&nbsp;LSI Industries, Inc. | 22996 | 527298 |
| &nbsp;&nbsp;&nbsp;Matson, Inc. | 3062 | 318601 |
| &nbsp;&nbsp;&nbsp;McGrath RentCorp | 3469 | 421449 |
| &nbsp;&nbsp;&nbsp;Mueller Industries, Inc. | 4893 | 469434 |
| &nbsp;&nbsp;&nbsp;Mueller Water Products, Inc. | 14172 | 373574 |
| &nbsp;&nbsp;&nbsp;NEXTracker, Inc.<sup>(a)</sup> | 8696 | 584893 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 1707 | 477926 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 817 | 482063 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line, Inc. | 2402 | 362630 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | 4095 | 570720 |
| &nbsp;&nbsp;&nbsp;PACCAR, Inc. | 3901 | 390022 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 635 | 482187 |
| &nbsp;&nbsp;&nbsp;Paychex, Inc. | 2693 | 375552 |
| &nbsp;&nbsp;&nbsp;Paycom Software, Inc. | 1849 | 420000 |
| &nbsp;&nbsp;&nbsp;Powell Industries, Inc.<sup>(b)</sup> | 2221 | 591141 |
| &nbsp;&nbsp;&nbsp;RB Global, Inc. | 4030 | 461596 |
| &nbsp;&nbsp;&nbsp;RBC Bearings, Inc.<sup>(a)</sup> | 1144 | 446114 |
| &nbsp;&nbsp;&nbsp;Republic Services, Inc. | 1697 | 397047 |
| &nbsp;&nbsp;&nbsp;REV Group, Inc. | 13264 | 705777 |
| &nbsp;&nbsp;&nbsp;Rollins, Inc. | 7614 | 430496 |
| &nbsp;&nbsp;&nbsp;SkyWest, Inc.<sup>(a)</sup> | 4495 | 545693 |
| &nbsp;&nbsp;&nbsp;Snap-on, Inc. | 1216 | 395492 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Industrials (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings, Inc. | 4812 | $426632 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure, Inc.<sup>(a)(b)</sup> | 3306 | 920820 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | 5428 | 508875 |
| &nbsp;&nbsp;&nbsp;UL Solutions, Inc.<sup>(b)</sup> | 7580 | 478829 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 1687 | 377163 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings, Inc.<sup>(a)</sup> | 5342 | 560910 |
| &nbsp;&nbsp;&nbsp;Upwork, Inc.<sup>(a)</sup> | 30935 | 476090 |
| &nbsp;&nbsp;&nbsp;Valmont Industries, Inc. | 1219 | 447519 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. | 4572 | 583159 |
| &nbsp;&nbsp;&nbsp;Waste Management, Inc. | 1792 | 405691 |
| &nbsp;&nbsp;&nbsp;Watts Water Technologies, Inc., Class A | 1913 | 529710 |
| &nbsp;&nbsp;&nbsp;Willis Lease Finance Corp.<sup>(b)</sup> | 2252 | 334827 |
| &nbsp;&nbsp;&nbsp;Woodward, Inc. | 2228 | 549915 |
| &nbsp;&nbsp;&nbsp;WW Grainger, Inc. | 410 | 415535 |
| &nbsp;&nbsp;&nbsp;Xylem, Inc. | 3289 | 465591 |
| **Total Industrials** |  | 40466529 |
| **Information Technology (13.94%)** |  |  |
| &nbsp;&nbsp;&nbsp;A10 Networks, Inc. | 22624 | 400671 |
| &nbsp;&nbsp;&nbsp;ACM Research, Inc., Class A<sup>(a)</sup> | 13259 | 374169 |
| &nbsp;&nbsp;&nbsp;Adeia, Inc. | 29006 | 436250 |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.<sup>(a)</sup> | 987 | 352063 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp., Class A | 6215 | 676565 |
| &nbsp;&nbsp;&nbsp;Appfolio, Inc., Class A<sup>(a)</sup> | 1845 | 511766 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp., Class A<sup>(a)</sup> | 1309 | 626474 |
| &nbsp;&nbsp;&nbsp;Arista Networks, Inc.<sup>(a)</sup> | 4641 | 633729 |
| &nbsp;&nbsp;&nbsp;Autodesk, Inc.<sup>(a)</sup> | 1535 | 483065 |
| &nbsp;&nbsp;&nbsp;Badger Meter, Inc. | 1996 | 365108 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems, Inc.<sup>(a)</sup> | 1546 | 541765 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic, Inc.<sup>(a)</sup> | 3933 | 449109 |
| &nbsp;&nbsp;&nbsp;Clear Secure, Inc.<sup>(b)</sup> | 15358 | 557649 |
| &nbsp;&nbsp;&nbsp;Climb Global Solutions, Inc. | 3522 | 435178 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp., Class A | 4935 | 356554 |
| &nbsp;&nbsp;&nbsp;Coherent Corp.<sup>(a)</sup> | 5938 | 537211 |
| &nbsp;&nbsp;&nbsp;Digi International, Inc.<sup>(a)</sup> | 13442 | 466706 |
| &nbsp;&nbsp;&nbsp;Docusign, Inc.<sup>(a)</sup> | 4734 | 362909 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories, Inc., Class A | 4802 | 344207 |
| &nbsp;&nbsp;&nbsp;Dynatrace, Inc.<sup>(a)</sup> | 7925 | 401005 |
| &nbsp;&nbsp;&nbsp;F5, Inc.<sup>(a)</sup> | 1474 | 461568 |
| &nbsp;&nbsp;&nbsp;Fabrinet<sup>(a)</sup> | 1804 | 597647 |
| &nbsp;&nbsp;&nbsp;Flex, Ltd.<sup>(a)</sup> | 11297 | 605745 |
| &nbsp;&nbsp;&nbsp;Fortinet, Inc.<sup>(a)</sup> | 4088 | 322012 |
| &nbsp;&nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | 860 | 216023 |
| &nbsp;&nbsp;&nbsp;GoDaddy, Inc., Class A<sup>(a)</sup> | 2209 | 327617 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 25404 | 573368 |
| &nbsp;&nbsp;&nbsp;InterDigital, Inc.<sup>(b)</sup> | 1822 | 495056 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1561 | 380088 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc. | 656 | 437552 |
| &nbsp;&nbsp;&nbsp;Itron, Inc.<sup>(a)</sup> | 3723 | 457706 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | 558 | 486576 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | 5088 | 509563 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 1014 | 513784 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems, Inc. | 622 | 519843 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3323 | 578800 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Information Technology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;OneSpan, Inc. | 24933 | $377112 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2570 | 581154 |
| &nbsp;&nbsp;&nbsp;OSI Systems, Inc.<sup>(a)</sup> | 2108 | 484945 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies, Inc., Class A<sup>(a)</sup> | 4559 | 714441 |
| &nbsp;&nbsp;&nbsp;Photronics, Inc.<sup>(a)</sup> | 18333 | 415609 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | 2525 | 405843 |
| &nbsp;&nbsp;&nbsp;Qualys, Inc.<sup>(a)</sup> | 3046 | 413677 |
| &nbsp;&nbsp;&nbsp;Rambus, Inc.<sup>(a)</sup> | 7287 | 537562 |
| &nbsp;&nbsp;&nbsp;Roper Technologies, Inc. | 684 | 359996 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc. | 1408 | 360800 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Plc | 4387 | 734384 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer, Inc.<sup>(a)(b)</sup> | 9510 | 395045 |
| &nbsp;&nbsp;&nbsp;Synopsys, Inc.<sup>(a)</sup> | 1710 | 1032019 |
| &nbsp;&nbsp;&nbsp;Trimble, Inc.<sup>(a)</sup> | 5664 | 457765 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies, Inc.<sup>(a)</sup> | 694 | 390639 |
| &nbsp;&nbsp;&nbsp;Verint Systems, Inc.<sup>(a)</sup> | 17800 | 362942 |
| &nbsp;&nbsp;&nbsp;Zoom Communications, Inc., Class A<sup>(a)</sup> | 5438 | 442762 |
| **Total Information Technology** |  | 25261796 |
| **Materials (3.91%)** |  |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals, Inc. | 1345 | 395578 |
| &nbsp;&nbsp;&nbsp;Alcoa Corp. | 11345 | 365196 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems, Ltd.<sup>(a)</sup> | 11258 | 351925 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology Corp. | 2167 | 521987 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings, Inc. | 5080 | 440080 |
| &nbsp;&nbsp;&nbsp;CRH PLC | 4050 | 457447 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4324 | 304150 |
| &nbsp;&nbsp;&nbsp;Ecolab, Inc. | 1581 | 438000 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp. | 749 | 619393 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | 8354 | 621538 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 2011 | 438318 |
| &nbsp;&nbsp;&nbsp;Royal Gold, Inc. | 2569 | 461341 |
| &nbsp;&nbsp;&nbsp;RPM International, Inc. | 3419 | 428435 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 1154 | 422168 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp. | 6009 | 277195 |
| &nbsp;&nbsp;&nbsp;United States Lime & Minerals, Inc. | 4288 | 539945 |
| **Total Materials** |  | 7082696 |
| **Utilities (2.05%)** |  |  |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp. | 1825 | 562064 |
| &nbsp;&nbsp;&nbsp;NRG Energy, Inc. | 4133 | 601599 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp. | 4735 | 397693 |
| &nbsp;&nbsp;&nbsp;Southern Co. | 4391 | 405289 |
| &nbsp;&nbsp;&nbsp;Talen Energy Corp.<sup>(a)</sup> | 1923 | 728663 |
| &nbsp;&nbsp;&nbsp;Vistra Corp. | 3210 | 607043 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group, Inc. | 3827 | 407614 |
| **Total Utilities** |  | 3709965 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $141,300,360) |  | 178612690 |
| **Security Description** | **Shares** | **Value** |
| **LIMITED PARTNERSHIPS (1.23%)** |  |  |
| **Energy (1.23%)** |  |  |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 6145 | 339450 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Energy (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Enterprise Products Partners LP | 11632 | $373852 |
| &nbsp;&nbsp;&nbsp;Hess Midstream LP, Class A | 9241 | 380729 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 7223 | 367434 |
| &nbsp;&nbsp;&nbsp;Natural Resource Partners LP | 3725 | 385761 |
| &nbsp;&nbsp;&nbsp;Western Midstream Partners LP | 9732 | 381592 |
| **Total Energy** |  | 2228818 |
| **TOTAL LIMITED PARTNERSHIPS** |  |  |
| (Cost $1,782,891) |  | 2228818 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br>**Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (1.57%)** | **SHORT TERM INVESTMENTS (1.57%)** | **SHORT TERM INVESTMENTS (1.57%)** | **SHORT TERM INVESTMENTS (1.57%)** |
| **Money Market Fund (0.13%)** | **Money Market Fund (0.13%)** | **Money Market Fund (0.13%)** | **Money Market Fund (0.13%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $226,610) | 4.22% | 226610 | $226610 |
| **Investments Purchased with Collateral from Securities Loaned (1.44%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $2,599,474) |  | 2599474 | 2599474 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $2,826,084) |  |  | 2826084 |
| **TOTAL INVESTMENTS (101.40%)** | **TOTAL INVESTMENTS (101.40%)** | **TOTAL INVESTMENTS (101.40%)** | **TOTAL INVESTMENTS (101.40%)** |
| (Cost $145,909,335) |  |  | $183667592 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.40%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.40%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.40%)** | (2529455) |
| **NET ASSETS - 100.00%** |  |  | $181138137 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*<sup>(b)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $11,232,981.*

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| Level Four Large Cap Growth Active ETF | Level Four Large Cap Growth Active ETF | Level Four Large Cap Growth Active ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (98.00%)** |  |  |
| **Communication Services (11.94%)** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc., Class A | 29847 | $6354725 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc., Class A | 4599 | 3397281 |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | 1568 | 1894536 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. | 7393 | 875183 |
| **Total Communication Services** |  | 12521725 |
| **Consumer Discretionary (16.15%)** |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.<sup>(a)</sup> | 25146 | 5758434 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | 529 | 2961897 |
| &nbsp;&nbsp;&nbsp;Etsy, Inc.<sup>(a)</sup> | 12912 | 684465 |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. | 4751 | 1932564 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2935 | 920240 |
| &nbsp;&nbsp;&nbsp;PulteGroup, Inc. | 7245 | 956485 |
| &nbsp;&nbsp;&nbsp;RH<sup>(a)</sup> | 16495 | 3722427 |
| **Total Consumer Discretionary** |  | 16936512 |
| **Consumer Staples (1.89%)** |  |  |
| &nbsp;&nbsp;&nbsp;Celsius Holdings, Inc.<sup>(a)</sup> | 22904 | 1440203 |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Inc., Class A | 3335 | 540070 |
| **Total Consumer Staples** |  | 1980273 |
| **Energy (1.08%)** |  |  |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 8486 | 1133560 |
| **Financials (11.09%)** |  |  |
| &nbsp;&nbsp;&nbsp;Blackrock, Inc. | 3038 | 3424251 |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc., Class A | 3481 | 2072204 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 16779 | 2524904 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings, Inc.<sup>(a)</sup> | 36718 | 2577237 |
| &nbsp;&nbsp;&nbsp;Visa, Inc., Class A | 2913 | 1024735 |
| **Total Financials** |  | 11623331 |
| **Health Care (4.05%)** |  |  |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | 5700 | 1199280 |
| &nbsp;&nbsp;&nbsp;Dexcom, Inc.<sup>(a)</sup> | 13278 | 1000365 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc. | 4158 | 1288439 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | 1942 | 759361 |
| **Total Health Care** |  | 4247445 |
| **Industrials (7.33%)** |  |  |
| &nbsp;&nbsp;&nbsp;Fortive Corp. | 10896 | 521483 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 1921 | 875265 |
| &nbsp;&nbsp;&nbsp;Paycom Software, Inc. | 4218 | 958119 |
| &nbsp;&nbsp;&nbsp;TransDigm Group, Inc. | 628 | 878497 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | 35138 | 3294187 |
| &nbsp;&nbsp;&nbsp;United Rentals, Inc. | 1209 | 1156215 |
| **Total Industrials** |  | 7683766 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Information Technology (43.54%)** |  |  |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | 29020 | $6736703 |
| &nbsp;&nbsp;&nbsp;Applied Materials, Inc. | 8458 | 1359708 |
| &nbsp;&nbsp;&nbsp;Arista Networks, Inc.<sup>(a)</sup> | 11104 | 1516251 |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | 10088 | 3000070 |
| &nbsp;&nbsp;&nbsp;Docusign, Inc.<sup>(a)</sup> | 27065 | 2074803 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | 35787 | 3584068 |
| &nbsp;&nbsp;&nbsp;Micron Technology, Inc. | 14806 | 1762062 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 12742 | 6456244 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems, Inc. | 2439 | 2038419 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 32654 | 5687675 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks, Inc.<sup>(a)</sup> | 5369 | 1022902 |
| &nbsp;&nbsp;&nbsp;Ralliant Corp. | 3527 | 147464 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc. | 5889 | 1509056 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.<sup>(a)</sup> | 2183 | 2002815 |
| &nbsp;&nbsp;&nbsp;Snowflake, Inc., Class A<sup>(a)</sup> | 20251 | 4833104 |
| &nbsp;&nbsp;&nbsp;Twilio, Inc., Class A<sup>(a)</sup> | 18136 | 1915343 |
| **Total Information Technology** |  | 45646687 |
| **Real Estate (0.93%)** |  |  |
| &nbsp;&nbsp;&nbsp;Zillow Group, Inc.<sup>(a)</sup> | 11530 | 972094 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $72,556,998) |  | 102745393 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (2.01%)** | **SHORT TERM INVESTMENTS (2.01%)** | **SHORT TERM INVESTMENTS (2.01%)** | **SHORT TERM INVESTMENTS (2.01%)** |
| **Money Market Fund (2.01%)** | **Money Market Fund (2.01%)** | **Money Market Fund (2.01%)** | **Money Market Fund (2.01%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 2107532 | $2107532 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $2,107,532) |  |  | 2107532 |
| **TOTAL INVESTMENTS (100.01%)** | **TOTAL INVESTMENTS (100.01%)** | **TOTAL INVESTMENTS (100.01%)** | **TOTAL INVESTMENTS (100.01%)** |
| (Cost $74,664,530) |  |  | $104852925 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.01%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.01%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-0.01%)** | (8296) |
| **NET ASSETS - 100.00%** |  |  | $104844629 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| RiverFront Dynamic Core Income ETF | RiverFront Dynamic Core Income ETF | RiverFront Dynamic Core Income ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Principal<br>Amount** | **Value** |
| **CORPORATE BONDS (*74.39%*)** |  |  |
| **Communications (0.94%)** |  |  |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.150%, 10/15/2028 | $169000 | $169563 |
| **Total Communications** |  | 169563 |
| **Consumer Discretionary (15.81%)** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.050%, 07/10/2031 | 208000 | 213479 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp;9.625%, 04/22/2030 | 232000 | 270210 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.350%, 11/04/2027 | 384000 | 399911 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.400%, 01/09/2033 | 577000 | 612731 |
| Goodyear Tire & Rubber Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 03/15/2027 | 168000 | 166920 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 04/23/2030 | 577000 | 600799 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.200%, 07/30/2030 | 208000 | 214875 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.000%, 04/15/2028<sup>(a)</sup> | 385000 | 383863 |
| **Total Consumer Discretionary** |  | 2862788 |
| **Energy (9.90%)** |  |  |
| Hess Midstream Operations LP |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 02/15/2030<sup>(b)</sup> | 168000 | 163239 |
| Kinetik Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 12/15/2028<sup>(b)</sup> | 672000 | 691785 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 01/15/2033 | 200000 | 198316 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.400%, 10/15/2035 | 200000 | 198175 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 06/15/2031 | 335000 | 347163 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.300%, 09/30/2035 | 194000 | 194265 |
| **Total Energy** |  | 1792943 |
| **Financials (21.80%)** |  |  |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 09/01/2030 | 208000 | 210752 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 10/22/2026 | 234000 | 234183 |
| &nbsp;&nbsp;&nbsp;5Y US TI + 3.23%<sup>(c)(d)</sup> | 416000 | 420907 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.750%, 01/15/2029 | 658000 | 704827 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.450%, 09/29/2027 | 307000 | 307906 |
| &nbsp;&nbsp;&nbsp;6.625%, 06/15/2032 | 102000 | 112514 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1D US SOFR + 1.135%, 10/23/2030<sup>(c)</sup> | 278000 | 281130 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| **Financials (continued)** |  |  |
| Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 09/15/2027<sup>(b)</sup> | $327000 | $325116 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 10/01/2027 | 199000 | 200310 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 11/24/2025 | 355000 | 355308 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5Y US TI + 3.238%<sup>(c)(d)</sup> | 416000 | 423702 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 11/01/2027 | 355000 | 369490 |
| **Total Financials** |  | 3946145 |
| **Health Care (1.32%)** |  |  |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.300%, 03/25/2028 | 70000 | 69975 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 09/01/2026 | 168000 | 168651 |
| **Total Health Care** |  | 238626 |
| **Industrials (6.01%)** |  |  |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.700%, 08/14/2033 | 577000 | 608509 |
| Johnson Controls International PLC / Tyco Fire & Security Finance SCA |  |  |
| &nbsp;&nbsp;&nbsp;4.900%, 12/01/2032 | 236000 | 238618 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 05/15/2035 | 236000 | 240468 |
| **Total Industrials** |  | 1087595 |
| **Materials (0.95%)** |  |  |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.725%, 11/15/2028 | 168000 | 171398 |
| **Total Materials** |  | 171398 |
| **Technology (9.34%)** |  |  |
| Concentrix Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.850%, 08/02/2033 | 577000 | 607036 |
| Flex, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 01/15/2032 | 236000 | 240965 |
| HP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.400%, 04/25/2030 | 208000 | 216131 |
| Microchip Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.050%, 02/15/2030 | 236000 | 240870 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 04/15/2028 | 375000 | 386735 |
| **Total Technology** |  | 1691737 |
| **Utilities (8.32%)** |  |  |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.250%, 06/01/2028 | 385000 | 385997 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.850%, 11/15/2027 | 384000 | 398268 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.200%, 06/01/2033 | 341000 | 348465 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| **Utilities (continued)** |  |  |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.750%, 10/15/2031<sup>(b)</sup> | $351000 | $373150 |
| **Total Utilities** |  | 1505880 |
| **TOTAL CORPORATE BONDS** |  |  |
| (Cost $13,217,363) |  | 13466675 |
| **GOVERNMENT BONDS (*21.95%*)** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 05/13/2030 | 172000 | 180041 |
| United States Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 05/15/2034 | 278000 | 283489 |
| &nbsp;&nbsp;&nbsp;4.750%, 02/15/2037 | 416000 | 433046 |
| &nbsp;&nbsp;&nbsp;4.750%, 11/15/2043 | 2096000 | 2077251 |
| &nbsp;&nbsp;&nbsp;4.000%, 11/15/2052 | 758000 | 650725 |
| &nbsp;&nbsp;&nbsp;3.625%, 05/15/2053 | 435000 | 347924 |
| **TOTAL GOVERNMENT BONDS** |  |  |
| (Cost $4,245,541) |  | 3972476 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (2.39%)** | **SHORT TERM INVESTMENTS (2.39%)** | **SHORT TERM INVESTMENTS (2.39%)** | **SHORT TERM INVESTMENTS (2.39%)** |
| **Money Market Fund (2.39%)** | **Money Market Fund (2.39%)** | **Money Market Fund (2.39%)** | **Money Market Fund (2.39%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 433203 | $433203 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $433,203) |  |  | 433203 |
| **TOTAL INVESTMENTS (98.73%)** | **TOTAL INVESTMENTS (98.73%)** | **TOTAL INVESTMENTS (98.73%)** | **TOTAL INVESTMENTS (98.73%)** |
| (Cost $17,896,107) |  |  | $17872354 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (1.27%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.27%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.27%)** | 230610 |
| **NET ASSETS - 100.00%** |  |  | $18102964 |

---

---

| |
|:---|
| **Investment Abbreviations:** |
| SOFR - Secured Overnight Financing Rate |
| TI - Treasury Index |
| **Reference Rates:** |
| 1D US SOFR - 1 Day SOFR as of August 31, 2025 was 4.34% |
| 5Y US TI - 5 Year US TI as of August 31, 2025 was 3.68% |

---

*<sup>(a)</sup>* *Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of August 31, 2025, the market value of those securities was $383,863, representing 2.12% of net assets.*

*<sup>(b)</sup>* *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate market value of those securities was $1,553,290, representing 8.58% of net assets.*

*<sup>(c)</sup>* *Floating or variable rate security. Interest rate resets periodically on specific dates. The rate shown represents the coupon or interest rate in effect as of August 31, 2025. Security description includes the reference rate and spread if published and available.*

*<sup>(d)</sup>* *Securities are perpetual and thus do not have a predetermined maturity date.*

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| RiverFront Dynamic US Dividend Advantage ETF | RiverFront Dynamic US Dividend Advantage ETF | RiverFront Dynamic US Dividend Advantage ETF |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Shares** | **Value** |
| **COMMON STOCKS (98.06%)** |  |  |
| **Communication Services (4.25%)** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc., Class A | 3482 | $741353 |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc., Class C | 10035 | 2142774 |
| &nbsp;&nbsp;&nbsp;TEGNA, Inc. | 26927 | 570852 |
| **Total Communication Services** |  | 3454979 |
| **Consumer Discretionary (10.84%)** |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.<sup>(a)</sup> | 15703 | 3595987 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors, Inc. | 15755 | 464930 |
| &nbsp;&nbsp;&nbsp;H&R Block, Inc. | 22040 | 1109714 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp. | 67690 | 2216171 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. | 7846 | 1071842 |
| &nbsp;&nbsp;&nbsp;Upbound Group, Inc. | 13657 | 347024 |
| **Total Consumer Discretionary** |  | 8805668 |
| **Consumer Staples (2.69%)** |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group, Inc. | 11263 | 756986 |
| &nbsp;&nbsp;&nbsp;B&G Foods, Inc.<sup>(b)</sup> | 102936 | 464241 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 7553 | 521082 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | 2630 | 439552 |
| **Total Consumer Staples** |  | 2181861 |
| **Energy (7.24%)** |  |  |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp. | 81465 | 1449262 |
| &nbsp;&nbsp;&nbsp;Crescent Energy Co.<sup>(b)</sup> | 75154 | 716969 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 8139 | 293818 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc. | 8270 | 1032261 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 7121 | 813859 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan, Inc. | 41389 | 1116675 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy, Inc.<sup>(b)</sup> | 117088 | 454302 |
| **Total Energy** |  | 5877146 |
| **Financials (17.37%)** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. | 14031 | 979504 |
| &nbsp;&nbsp;&nbsp;First Financial Corp. | 15655 | 923645 |
| &nbsp;&nbsp;&nbsp;First Horizon National Corp. | 40287 | 910486 |
| &nbsp;&nbsp;&nbsp;FNB Corp. | 28134 | 469556 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp. | 27185 | 534457 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp. | 35441 | 891696 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce Corp. | 67683 | 699165 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 33226 | 1328043 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings, Inc. | 11036 | 682687 |
| &nbsp;&nbsp;&nbsp;Ready Capital Corp.<sup>(b)</sup> | 37002 | 157629 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust, Inc. | 15344 | 311023 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank Corp. NY | 19885 | 791224 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings, Inc. | 35202 | 858577 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 25226 | 1231786 |
| &nbsp;&nbsp;&nbsp;Valley National Bancorp | 52954 | 553899 |
| &nbsp;&nbsp;&nbsp;Veritex Holdings, Inc. | 19144 | 657596 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Financials (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Visa, Inc., Class A | 3164 | $1113032 |
| &nbsp;&nbsp;&nbsp;Washington Trust Bancorp, Inc.<sup>(b)</sup> | 22034 | 668291 |
| &nbsp;&nbsp;&nbsp;Western Union Co.<sup>(b)</sup> | 39724 | 344407 |
| **Total Financials** |  | 14106703 |
| **Health Care (1.38%)** |  |  |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | 1812 | 521331 |
| &nbsp;&nbsp;&nbsp;National Research Corp. | 40592 | 596296 |
| **Total Health Care** |  | 1117627 |
| **Industrials (6.96%)** |  |  |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises, Inc. | 13127 | 577260 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp. | 36981 | 727046 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading, Ltd.<sup>(b)</sup> | 36971 | 622592 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 1005 | 457908 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co. Inc, Class A, Class A<sup>(b)</sup> | 5103 | 460444 |
| &nbsp;&nbsp;&nbsp;Paychex, Inc. | 3647 | 508592 |
| &nbsp;&nbsp;&nbsp;Pitney Bowes, Inc.<sup>(b)</sup> | 135417 | 1641254 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | 1570 | 652492 |
| **Total Industrials** |  | 5647588 |
| **Information Technology (34.67%)** |  |  |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | 26511 | 6154264 |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | 23000 | 1589070 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 64110 | 1446963 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 6321 | 1539100 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 13919 | 7052618 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 54639 | 9517021 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | 5322 | 855405 |
| **Total Information Technology** |  | 28154441 |
| **Materials (3.57%)** |  |  |
| &nbsp;&nbsp;&nbsp;Greif, Inc. | 6499 | 443752 |
| &nbsp;&nbsp;&nbsp;Myers Industries, Inc. | 61392 | 1027702 |
| &nbsp;&nbsp;&nbsp;Ramaco Resources, Inc.<sup>(b)</sup> | 55912 | 1429722 |
| **Total Materials** |  | 2901176 |
| **Real Estate (5.75%)** |  |  |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | 3965 | 444000 |
| &nbsp;&nbsp;&nbsp;Curbline Properties Corp. | 20864 | 470066 |
| &nbsp;&nbsp;&nbsp;Global Medical REIT, Inc.<sup>(b)</sup> | 93020 | 697650 |
| &nbsp;&nbsp;&nbsp;Invitation Homes, Inc. | 13489 | 422071 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust, Inc. | 101202 | 455409 |
| &nbsp;&nbsp;&nbsp;Piedmont Realty Trust, Inc., Class A | 32402 | 274445 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 10243 | 125784 |
| &nbsp;&nbsp;&nbsp;Tanger, Inc. | 26845 | 917562 |
| &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust | 21227 | 861604 |
| **Total Real Estate** |  | 4668591 |
| **Utilities (3.34%)** |  |  |
| &nbsp;&nbsp;&nbsp;Clearway Energy, Inc., Class C | 39811 | 1186766 |
| &nbsp;&nbsp;&nbsp;Evergy, Inc. | 6884 | 490554 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Utilities (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group, Inc. | 12530 | $1031595 |
| **Total Utilities** |  | 2708915 |
| **TOTAL COMMON STOCKS** |  |  |
| (Cost $63,527,570) |  | 79624695 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (3.11%)** | **SHORT TERM INVESTMENTS (3.11%)** | **SHORT TERM INVESTMENTS (3.11%)** | **SHORT TERM INVESTMENTS (3.11%)** |
| **Money Market Fund (1.87%)** | **Money Market Fund (1.87%)** | **Money Market Fund (1.87%)** | **Money Market Fund (1.87%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) |  |  |  |
| (Cost $1,521,807) | 4.22% | 1521807 | $1521807 |
| **Investments Purchased with Collateral from Securities Loaned (1.23%)** |  |  |  |
| &nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.31% |  |  |  |
| (Cost $999,398) |  | 999398 | 999398 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $2,521,205) |  |  | 2521205 |
| **TOTAL INVESTMENTS (101.17%)** | **TOTAL INVESTMENTS (101.17%)** | **TOTAL INVESTMENTS (101.17%)** | **TOTAL INVESTMENTS (101.17%)** |
| (Cost $66,048,775) |  |  | $82145900 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.17%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.17%)** | **LIABILITIES IN EXCESS OF OTHER ASSETS (-1.17%)** | (946220) |
| **NET ASSETS - 100.00%** |  |  | $81199680 |

---

*<sup>(a)</sup>* *Non-income producing security.*

*<sup>(b)</sup>* *Security, or a portion of the security position is currently on loan. The total market value of securities on loan is $5,151,808.*

*See Notes to Quarterly Schedule of Investments.*

---

| | | |
|:---|:---|:---|
| RiverFront Strategic Income Fund | RiverFront Strategic Income Fund | RiverFront Strategic Income Fund |
| Schedule of Investments | Schedule of Investments | Schedule of Investments |
| As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) | As of August 31, 2025 (Unaudited) |
| **Security Description** | **Principal<br>Amount** | **Value** |
| **CORPORATE BONDS (*73.58%*)** |  |  |
| **Communications (4.60%)** |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 05/01/2026<sup>(a)</sup> | $399000 | $399659 |
| Charter Communications Operating LLC / Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;6.150%, 11/10/2026 | 1033000 | 1049040 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 11/15/2026 | 716000 | 720506 |
| Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 08/01/2027<sup>(a)</sup> | 820000 | 816811 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 02/01/2028 | 1236000 | 1238790 |
| **Total Communications** |  | 4224806 |
| **Consumer Discretionary (13.16%)** |  |  |
| Brink's Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.500%, 06/15/2029<sup>(a)</sup> | 952000 | 979706 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.950%, 03/06/2026 | 873000 | 880225 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.400%, 04/06/2026 | 810000 | 813947 |
| Group 1 Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 01/15/2030<sup>(a)</sup> | 991000 | 1017253 |
| Hilton Domestic Operating Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 05/01/2028<sup>(a)</sup> | 1033000 | 1035542 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 01/30/2027 | 835000 | 850436 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 08/15/2029 | 928000 | 964375 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 11/29/2027 | 843000 | 849792 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.900%, 04/15/2029 | 810000 | 826564 |
| MGM Resorts International |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 04/15/2027 | 880000 | 885562 |
| Newell Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 09/15/2027 | 1033000 | 1047649 |
| Service Corp. International |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 10/15/2032 | 1031000 | 1042534 |
| Volkswagen Group of America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.450%, 11/16/2030<sup>(a)</sup> | 825000 | 887924 |
| **Total Consumer Discretionary** |  | 12081509 |
| **Consumer Staples (1.00%)** |  |  |
| Post Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.250%, 02/15/2032<sup>(a)</sup> | 892000 | 917436 |
| **Total Consumer Staples** |  | 917436 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| **Energy (8.74%)** |  |  |
| Columbia Pipelines Holding Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.042%, 08/15/2028<sup>(a)</sup> | $873000 | $913519 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 04/01/2029<sup>(a)</sup> | 1220000 | 1265153 |
| Hess Midstream Operations LP |  |  |
| &nbsp;&nbsp;&nbsp;6.500%, 06/01/2029<sup>(a)</sup> | 928000 | 960118 |
| Hilcorp Energy I LP / Hilcorp Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp;7.250%, 02/15/2035<sup>(a)</sup> | 1031000 | 1006679 |
| Kinetik Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 12/15/2028<sup>(a)</sup> | 873000 | 898703 |
| Murphy Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 10/01/2032 | 1031000 | 1004685 |
| Sunoco LP / Sunoco Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.000%, 09/15/2028<sup>(a)</sup> | 873000 | 902473 |
| Venture Global Plaquemines LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.750%, 01/15/2036<sup>(a)</sup> | 1021000 | 1072127 |
| **Total Energy** |  | 8023457 |
| **Financials (18.98%)** |  |  |
| Aircastle, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;6.500%, 07/18/2028<sup>(a)</sup> | 873000 | 918917 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.850%, 11/05/2027 | 916000 | 950728 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.000%, 01/15/2027 | 820000 | 845246 |
| Avolon Holdings Funding, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 05/04/2028<sup>(a)</sup> | 886000 | 927020 |
| Block, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.500%, 05/15/2032 | 904000 | 937226 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.750%, 01/15/2029 | 843000 | 902993 |
| Blue Owl Technology Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.750%, 04/04/2029 | 833000 | 862662 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.450%, 09/29/2027 | 1143000 | 1146372 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 12/15/2026 | 713000 | 713887 |
| HAT Holdings I LLC / HAT Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp;8.000%, 06/15/2027<sup>(a)</sup> | 259000 | 268970 |
| HSBC USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.294%, 03/04/2027 | 892000 | 908217 |
| Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 09/15/2027<sup>(a)</sup> | 794000 | 789425 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;5.850%, 11/15/2027 | 873000 | 900708 |
| Macquarie Airfinance Holdings, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;6.400%, 03/26/2029<sup>(a)</sup> | 952000 | 1002028 |
| Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.250%, 01/15/2026 | 459000 | 459120 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.625%, 01/15/2028 | 928000 | 952035 |
| &nbsp;&nbsp;&nbsp;6.625%, 05/15/2029 | 1028000 | 1058364 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| **Financials (continued)** |  |  |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.050%, 08/01/2028<sup>(a)</sup> | $873000 | $913805 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 11/01/2027 | 916000 | 953388 |
| Starwood Property Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 04/15/2030<sup>(a)</sup> | 1000000 | 1019238 |
| **Total Financials** |  | 17430349 |
| **Health Care (2.77%)** |  |  |
| DaVita, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 06/01/2030<sup>(a)</sup> | 794000 | 764999 |
| GE HealthCare Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.600%, 11/15/2025 | 873000 | 874262 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 09/01/2028 | 880000 | 907784 |
| **Total Health Care** |  | 2547045 |
| **Industrials (8.85%)** |  |  |
| Hillenbrand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.250%, 02/15/2029 | 880000 | 900058 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.400%, 07/31/2033 | 1096000 | 1132667 |
| MasTec, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.500%, 08/15/2028<sup>(a)</sup> | 764000 | 759751 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.500%, 05/15/2035 | 1288000 | 1312383 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 03/01/2029<sup>(a)</sup> | 892000 | 914374 |
| Trinity Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.750%, 07/15/2028<sup>(a)</sup> | 928000 | 960211 |
| United Rentals North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 12/15/2029<sup>(a)</sup> | 1094000 | 1122222 |
| WESCO Distribution, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 03/15/2029<sup>(a)</sup> | 1000000 | 1030827 |
| **Total Industrials** |  | 8132493 |
| **Materials (9.97%)** |  |  |
| Alcoa Nederland Holding BV |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 03/15/2031<sup>(a)</sup> | 880000 | 928798 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;6.550%, 11/29/2027 | 873000 | 911233 |
| Avient Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.250%, 11/01/2031<sup>(a)</sup> | 1031000 | 1050891 |
| Ball Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 06/15/2029 | 880000 | 903819 |
| Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 07/15/2026<sup>(a)</sup> | 376000 | 375756 |
| Celanese US Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.050%, 11/15/2030 | 873000 | 908367 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 09/01/2027 | 403000 | 403094 |
| Methanex Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.125%, 10/15/2027 | 725000 | 722231 |
| Methanex US Operations, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.250%, 03/15/2032<sup>(a)</sup> | 580000 | 585623 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal<br>Amount** | **Value** |
| **Materials (continued)** |  |  |
| Qnity Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 08/15/2032<sup>(a)</sup> | $1000000 | $1017829 |
| Sasol Financing USA LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 09/18/2026 | 459000 | 455108 |
| Sealed Air Corp./Sealed Air Corp US |  |  |
| &nbsp;&nbsp;&nbsp;6.125%, 02/01/2028<sup>(a)</sup> | 880000 | 893251 |
| **Total Materials** |  | 9156000 |
| **Technology (2.57%)** |  |  |
| CDW LLC / CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.569%, 12/01/2031 | 8000 | 7452 |
| Concentrix Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.600%, 08/02/2028 | 1236000 | 1308775 |
| Seagate Data Storage Technology Pte, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.875%, 07/15/2030<sup>(a)</sup> | 1028000 | 1042906 |
| **Total Technology** |  | 2359133 |
| **Utilities (2.94%)** |  |  |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 11/01/2027 | 916000 | 945220 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.750%, 01/15/2028 | 820000 | 823110 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.750%, 10/15/2031<sup>(a)</sup> | 873000 | 928092 |
| **Total Utilities** |  | 2696422 |
| **TOTAL CORPORATE BONDS** |  |  |
| (Cost $66,503,165) |  | 67568650 |
| **GOVERNMENT BONDS (*23.04%*)** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;6.000%, 05/13/2030 | 894000 | 935795 |
| U.S. Treasury Note |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 09/30/2030 | 1119000 | 1165727 |
| United States Treasury Bond |  |  |
| &nbsp;&nbsp;&nbsp;4.375%, 05/15/2034 | 1119000 | 1141096 |
| &nbsp;&nbsp;&nbsp;4.750%, 02/15/2037 | 1662000 | 1730103 |
| &nbsp;&nbsp;&nbsp;4.750%, 11/15/2043 | 3952000 | 3916648 |
| &nbsp;&nbsp;&nbsp;4.500%, 02/15/2044 | 4778000 | 4581281 |
| &nbsp;&nbsp;&nbsp;4.625%, 05/15/2044 | 1497000 | 1456651 |
| &nbsp;&nbsp;&nbsp;4.000%, 11/15/2052 | 7254000 | 6227389 |
| **TOTAL GOVERNMENT BONDS** |  |  |
| (Cost $22,894,033) |  | 21154690 |

---

---

| | | | |
|:---|:---|:---|:---|
| | **7 Day**<br> **Yield** | **Shares** | **Value** |
| **SHORT TERM INVESTMENTS (1.99%)** | **SHORT TERM INVESTMENTS (1.99%)** | **SHORT TERM INVESTMENTS (1.99%)** | **SHORT TERM INVESTMENTS (1.99%)** |
| **Money Market Fund (1.99%)** | **Money Market Fund (1.99%)** | **Money Market Fund (1.99%)** | **Money Market Fund (1.99%)** |
| &nbsp;&nbsp;&nbsp;State Street Institutional Treasury Plus Money Market Fund (Premier Class) | 4.22% | 1824917 | $1824917 |
| **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** | **TOTAL SHORT TERM INVESTMENTS** |
| (Cost $1,824,917) |  |  | 1824917 |
| **TOTAL INVESTMENTS (98.61%)** | **TOTAL INVESTMENTS (98.61%)** | **TOTAL INVESTMENTS (98.61%)** | **TOTAL INVESTMENTS (98.61%)** |
| (Cost $91,222,115) |  |  | $90548257 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (1.39%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.39%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.39%)** | 1277940 |
| **NET ASSETS - 100.00%** |  |  | $91826197 |

---

*<sup>(a)</sup>* *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate market value of those securities was $31,288,035, representing 34.07% of net assets.*

*See Notes to Quarterly Schedule of Investments.*

**ALPS ETF Trust**

**Notes to Quarterly Schedules of Investments**

**August 31, 2025 (Unaudited)**

**1. Portfolio Valuation** 

Shares of the ALPS Active REIT ETF, the ALPS Electrification Infrastructure ETF, and the Level Four Large Cap Growth Active ETF are listed on the NASDAQ Stock Market LLC ("NASDAQ"). Shares of the the ALPS \| O'Shares Global Internet Giants ETF, the ALPS \| O'Shares International Developed Quality Dividend ETF (formerly ALPS \| O'Shares Europe Quality Dividend ETF), the ALPS \| O'Shares U.S. Quality Dividend ETF and the ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF are listed on the Cboe BZX Exchange, Inc. (the "Cboe BZX"). Shares of the Alerian Energy Infrastructure ETF, the Alerian MLP ETF, the ALPS Active Equity Opportunity ETF, the ALPS Clean Energy ETF, the ALPS Disruptive Technologies ETF, the ALPS Emerging Sector Dividend Dogs ETF, the ALPS Equal Sector Weight ETF, the ALPS Global Travel Beneficiaries ETF, the ALPS Intermediate Municipal Bond ETF, the ALPS International Sector Dividend Dogs ETF, the ALPS Medical Breakthroughs ETF, the ALPS REIT Dividend Dogs ETF, the ALPS Sector Dividend Dogs ETF, the ALPS \| Smith Core Plus Bond ETF, the Barron's 400<sup>SM</sup> ETF, the RiverFront Dynamic Core Income ETF, the RiverFront Dynamic US Dividend Advantage ETF, and the RiverFront Strategic Income Fund (each a "Fund" and along with ALPS Active REIT ETF, ALPS Electrification Infrastructure ETF, Level Four Large Cap Growth Active ETF, ALPS \| O'Shares Global Internet Giants ETF, ALPS \| O'Shares International Developed Quality Dividend ETF (formerly ALPS \| O'Shares Europe Quality Dividend ETF), ALPS \| O'Shares U.S. Quality Dividend ETF, ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF, collectively, the "Funds") are listed on the New York Stock Exchange Arca, Inc. ("NYSE"). Each Fund's Net Asset Value ("NAV") is determined daily, as of the close of regular trading on the NYSE, normally 4:00 p.m. Eastern time, on each day the NYSE is open for trading. The NAV is computed by dividing the value of all assets of each Fund (including accrued interest and dividends), less all liabilities (including accrued expenses and dividends declared but unpaid), by the total number of shares outstanding.

The following is a summary of significant accounting policies consistently followed by the Funds in the preparation of the schedules of investments. The accompanying schedules of investments were prepared in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP"). The preparation of the schedules of investments in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the schedules of investments and the reported amounts of revenue and expenses during the period. Actual results could differ from those estimates. Each Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies in the Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946. In regards to Financial Accounting Standards Board Update 2023-07, Segment Reporting (Topic 280) - Improvements to Reportable Segment Disclosures ("ASU 2023-07"), the Chief Operating Decision Maker ("CODM") monitors the operating results of each Fund as a whole. ALPS Advisors, Inc. (the "Adviser") is the CODM for each Fund. Each Fund's financial information is used by the CODM to assess each segment's performance. The CODM has determined that each Fund is a single operating segment as defined by ASU 2023-07 that recognizes revenues and incurs expenses. This is supported by the single investment strategy of each Fund, against which the CODM assesses performance.

Portfolio securities listed on any exchange other than the NASDAQ are valued at the last sale price on the business day as of which such value is being determined. If there has been no sale on such day, the securities are valued at the mean of the most recent bid and ask prices on such day. Securities traded on the NASDAQ are valued at the NASDAQ Official Closing Price as determined by NASDAQ. Portfolio securities traded on more than one securities exchange are valued at the last sale price on the business day as of which such value is being determined at the close of the exchange representing the principal market for such securities. Portfolio securities traded in the over-the-counter market, but excluding securities traded on the NASDAQ, are valued at the latest quoted sale price in such market.

Each Fund's investments are valued at market value or, in the absence of market value with respect to any portfolio securities, at fair value according to procedures adopted by the Trust's Board of Trustees (the "Board"). Pursuant to Rule 2a-5 under the 1940 Act, the Board designated the Adviser as the valuation designee ("Valuation Designee") for each Fund to perform the fair value determinations relating to Fund investments. The Adviser may carry out its designated responsibilities as Valuation Designee through various teams and committees. When market quotations are not readily available or when events occur that make established valuation methods unreliable, securities of the Funds may be valued in good faith by the Valuation Designee. These securities generally include, but are not limited to, restricted securities (securities which may not be publicly sold without registration under the Securities Act of 1933) for which a pricing service is unable to provide a market price; securities whose trading has been formally suspended; a security whose market price is not available from a pre-established primary pricing source or the pricing source is not willing to provide a price; a security with respect to which an event has occurred that is most likely to materially affect the value of the security after the market has closed but before the calculation of a Fund's NAV or make it difficult or impossible to obtain a reliable market quotation; or a security whose price, as provided by the pricing service, does not reflect the security's "fair value" due to the security being de-listed from a national exchange or the security's primary trading market is temporarily closed at a time when, under normal conditions, it would be open. As a general principle, the current "fair value" of a security would be the amount which the owner might reasonably expect to receive from the sale on the applicable exchange or principal market. A variety of factors may be considered in determining the fair value of such securities.

The accounting records of each Fund are maintained in U.S. dollars.

Certain Funds may directly purchase securities of foreign issuers. Investments in non-U.S. issuers may involve unique risks compared to investing in securities of U.S. issuers, including, among others, greater market volatility than U.S. securities and less complete financial information than for U.S. issuers. In addition, adverse political, economic or social developments could undermine the value of a Fund's investments or prevent a Fund from realizing the full value of its investments. Financial reporting standards for companies based in foreign markets differ from those in the United States. Finally, the value of the currency of the country in which a Fund has invested could decline relative to the value of the U.S. dollar, which may affect the value of the investment to U.S. investors.

Because foreign markets may be open on different days than the days during which investors may purchase the shares of each Fund, the value of each Fund's securities may change on the days when investors are not able to purchase the shares of the Funds. The value of securities denominated in foreign currencies is converted into U.S. dollars using exchange rates determined daily as of the close of regular trading on the NYSE or NASDAQ. Any use of a different rate from the rates used by the Index may adversely affect a Fund's ability to track their Index.

**2. Fair Value Measurements** 

Each Fund discloses the classification of its fair value measurements following a three-tier hierarchy based on the inputs used to measure fair value. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability that are developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability that are developed based on the best information available.

Valuation techniques used to value each Fund's investments by major category are as follows:

Equity securities, including restricted securities, Exchange Traded Funds, Closed-End Funds and Limited Partnerships, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the mean of the most recent quoted bid and ask prices on such day and are generally categorized as Level 2 in the hierarchy. Investments in open-end mutual funds are valued at their closing NAV each business day and are categorized as Level 1 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. For corporate bonds, pricing vendors utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances. Certain Funds may invest a significant portion of its assets in below investment grade securities. The value of these securities can be more volatile due to changes in the credit quality of the issuer and is sensitive to changes in economic, market and regulatory conditions.

Treasury Bills and Treasury Notes are typically valued at the mean between the evaluated bid and ask prices formulated by an independent pricing service and are categorized as Level 2 in the hierarchy, due to their active trading, short-term maturity and liquidity.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

Various inputs are used in determining the value of each Fund's investments as of the end of the reporting period. When inputs used fall into different levels of the fair value hierarchy, the level in the hierarchy within which the fair value measurement falls is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The designated input levels are not necessarily an indication of the risk or liquidity associated with these investments.

These inputs are categorized in the following hierarchy under applicable financial accounting standards:

---

| | |
|:---|:---|
| **Level 1** – | Unadjusted quoted prices in active markets for identical investments, unrestricted assets or liabilities that a Fund has the ability to access at the measurement date; |
| **Level 2** – | Quoted prices which are not active, quoted prices for similar assets or liabilities in active markets or inputs other than quoted prices that are observable (either directly or indirectly) for substantially the full term of the asset or liability; and |
| **Level 3** – | Significant unobservable prices or inputs (including the Fund's own assumptions in determining the fair value of investments) where there is little or no market activity for the asset or liability at the measurement date. |

---

The following is a summary of the inputs used to value each Fund's investments at August 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Alerian Energy Infrastructure ETF** | **Alerian Energy Infrastructure ETF** | **Alerian Energy Infrastructure ETF** | **Alerian Energy Infrastructure ETF** | **Alerian Energy Infrastructure ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Canadian Energy Infrastructure Companies<sup>\*</sup> | $93510653 | $– | $– | $93510653 |
| Exchange Traded Fund | 451950 |  |  | 451950 |
| U.S. Energy Infrastructure Companies<sup>\*</sup> | 86074308 |  |  | 86074308 |
| U.S. Energy Infrastructure MLPs<sup>\*</sup> | 89717196 |  |  | 89717196 |
| U.S. General Partners<sup>\*</sup> | 46802535 | – | – | 46802535 |
| Total | $316556642 | $– | $– | $316556642 |
| **Alerian MLP ETF** | **Alerian MLP ETF** | **Alerian MLP ETF** | **Alerian MLP ETF** | **Alerian MLP ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Master Limited Partnerships<sup>\*</sup> | $11236238744 | $– | $– | $11236238744 |
| Short Term Investments | 169953 | – | – | 169953 |
| Total | $11236408697 | $– | $– | $11236408697 |
| **ALPS Active Equity Opportunity ETF** | **ALPS Active Equity Opportunity ETF** | **ALPS Active Equity Opportunity ETF** | **ALPS Active Equity Opportunity ETF** | **ALPS Active Equity Opportunity ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $21416010 | $– | $– | $21416010 |
| Short Term Investments | 372863 | – | – | 372863 |
| Total | $21788873 | $– | $– | $21788873 |
| **ALPS Active REIT ETF** | **ALPS Active REIT ETF** | **ALPS Active REIT ETF** | **ALPS Active REIT ETF** | **ALPS Active REIT ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $43856082 | $– | $– | $43856082 |
| Short Term Investments | 846111 | – | – | 846111 |
| Total | $44702193 | $– | $– | $44702193 |
| **ALPS Clean Energy ETF** | **ALPS Clean Energy ETF** | **ALPS Clean Energy ETF** | **ALPS Clean Energy ETF** | **ALPS Clean Energy ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $90855584 | $– | $– | $90855584 |
| Master Limited Partnerships<sup>\*</sup> | 6058001 |  |  | 6058001 |
| Short Term Investments | 10368817 | – | – | 10368817 |
| Total | $107282402 | $– | $– | $107282402 |
| **ALPS Disruptive Technologies ETF** | **ALPS Disruptive Technologies ETF** | **ALPS Disruptive Technologies ETF** | **ALPS Disruptive Technologies ETF** | **ALPS Disruptive Technologies ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $85676585 | $– | $– | $85676585 |
| Master Limited Partnerships<sup>\*</sup> | 819711 |  |  | 819711 |
| Short Term Investments | 3919513 | – | – | 3919513 |
| Total | $90415809 | $– | $– | $90415809 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ALPS Electrification Infrastructure ETF**  | **ALPS Electrification Infrastructure ETF**  | **ALPS Electrification Infrastructure ETF**  | **ALPS Electrification Infrastructure ETF**  | **ALPS Electrification Infrastructure ETF**  |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $66689509 | $– | $– | $66689509 |
| Short Term Investments | 1366562 | – | – | 1366562 |
| Total | $68056071 | $– | $– | $68056071 |
| **ALPS Emerging Sector Dividend Dogs ETF** | **ALPS Emerging Sector Dividend Dogs ETF** | **ALPS Emerging Sector Dividend Dogs ETF** | **ALPS Emerging Sector Dividend Dogs ETF** | **ALPS Emerging Sector Dividend Dogs ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Russia | $– | $– | $1233 | $1233 |
| &nbsp;&nbsp;&nbsp;Other\* | 26594620 |  |  | 26594620 |
| Preferred Stock<sup>\*</sup> | 492563 |  |  | 492563 |
| Short Term Investments | 1631404 | – | – | 1631404 |
| Total | $28718587 | $– | $1233 | $28719820 |
| **ALPS Equal Sector Weight ETF** | **ALPS Equal Sector Weight ETF** | **ALPS Equal Sector Weight ETF** | **ALPS Equal Sector Weight ETF** | **ALPS Equal Sector Weight ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Exchange Traded Funds<sup>\*</sup> | $549443060 | $– | $– | $549443060 |
| Short Term Investments | 419788 | – | – | 419788 |
| Total | $549862848 | $– | $– | $549862848 |
| **ALPS Intermediate Municipal Bond ETF** | **ALPS Intermediate Municipal Bond ETF** | **ALPS Intermediate Municipal Bond ETF** | **ALPS Intermediate Municipal Bond ETF** | **ALPS Intermediate Municipal Bond ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Government Bonds<sup>\*</sup> | $– | $99917 | $– | $99917 |
| Municipal Bonds<sup>\*</sup> |  | 41275905 |  | 41275905 |
| Short Term Investments | 104718 | – | – | 104718 |
| Total | $104718 | $41375822 | $– | $41480540 |
| **ALPS International Sector Dividend Dogs ETF** | **ALPS International Sector Dividend Dogs ETF** | **ALPS International Sector Dividend Dogs ETF** | **ALPS International Sector Dividend Dogs ETF** | **ALPS International Sector Dividend Dogs ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $379594012 | $– | $– | $379594012 |
| Short Term Investments | 11927065 | – | – | 11927065 |
| Total | $391521077 | $– | $– | $391521077 |
| **ALPS Medical Breakthroughs ETF** | **ALPS Medical Breakthroughs ETF** | **ALPS Medical Breakthroughs ETF** | **ALPS Medical Breakthroughs ETF** | **ALPS Medical Breakthroughs ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $80906406 | $– | $– | $80906406 |
| Short Term Investments | 6998323 | – | – | 6998323 |
| Total | $87904729 | $– | $– | $87904729 |
| **ALPS \| O'Shares Global Internet Giants ETF** | **ALPS \| O'Shares Global Internet Giants ETF** | **ALPS \| O'Shares Global Internet Giants ETF** | **ALPS \| O'Shares Global Internet Giants ETF** | **ALPS \| O'Shares Global Internet Giants ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $156896621 | $– | $– | $156896621 |
| Short Term Investments | 58037 | – | – | 58037 |
| Total | $156954658 | $– | $– | $156954658 |
| **ALPS \| O'Shares International Developed Quality Dividend ETF** | **ALPS \| O'Shares International Developed Quality Dividend ETF** | **ALPS \| O'Shares International Developed Quality Dividend ETF** | **ALPS \| O'Shares International Developed Quality Dividend ETF** | **ALPS \| O'Shares International Developed Quality Dividend ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $40024685 | $– | $– | $40024685 |
| Short Term Investments | 844065 | – | – | 844065 |
| Total | $40868750 | $– | $– | $40868750 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ALPS \| O'Shares U.S. Quality Dividend ETF** | **ALPS \| O'Shares U.S. Quality Dividend ETF** | **ALPS \| O'Shares U.S. Quality Dividend ETF** | **ALPS \| O'Shares U.S. Quality Dividend ETF** | **ALPS \| O'Shares U.S. Quality Dividend ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $821831598 | $– | $– | $821831598 |
| Short Term Investments | 213937 | – | – | 213937 |
| Total | $822045535 | $– | $– | $822045535 |
| **ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF** | **ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF** | **ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF** | **ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF** | **ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $998731675 | $– | $– | $998731675 |
| Short Term Investments | 520249 | – | – | 520249 |
| Total | $999251924 | $– | $– | $999251924 |
| **ALPS REIT Dividend Dogs ETF** | **ALPS REIT Dividend Dogs ETF** | **ALPS REIT Dividend Dogs ETF** | **ALPS REIT Dividend Dogs ETF** | **ALPS REIT Dividend Dogs ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $13213803 | $– | $– | $13213803 |
| Short Term Investments | 4684 | – | – | 4684 |
| Total | $13218487 | $– | $– | $13218487 |
| **ALPS Sector Dividend Dogs ETF** | **ALPS Sector Dividend Dogs ETF** | **ALPS Sector Dividend Dogs ETF** | **ALPS Sector Dividend Dogs ETF** | **ALPS Sector Dividend Dogs ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $1233033399 | $– | $– | $1233033399 |
| Short Term Investments | 755909 | – | – | 755909 |
| Total | $1233789308 | $– | $– | $1233789308 |
| **ALPS \| Smith Core Plus Bond ETF** | **ALPS \| Smith Core Plus Bond ETF** | **ALPS \| Smith Core Plus Bond ETF** | **ALPS \| Smith Core Plus Bond ETF** | **ALPS \| Smith Core Plus Bond ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Bank Loans<sup>\*</sup> | $– | $17095780 | $– | $17095780 |
| Collateralized Mortgage Obligations<sup>\*</sup> |  | 91241877 |  | 91241877 |
| Commercial Mortgage-Backed Securities<sup>\*</sup> |  | 10307917 |  | 10307917 |
| Mortgage-Backed Securities<sup>\*</sup> |  | 246650328 |  | 246650328 |
| Corporate Bonds<sup>\*</sup> |  | 806104978 |  | 806104978 |
| Government Bonds<sup>\*</sup> |  | 759148975 |  | 759148975 |
| Preferred Stock<sup>\*</sup> | 2737460 | 48148856 |  | 50886316 |
| Short Term Investments | 27859509 | – | – | 27859509 |
| Total | $30596969 | $1978698711 | $– | $2009295680 |
| **Barron's 400 ETF** | **Barron's 400 ETF** | **Barron's 400 ETF** | **Barron's 400 ETF** | **Barron's 400 ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $178612690 | $– | $– | $178612690 |
| Limited Partnerships<sup>\*</sup> | 2228818 |  |  | 2228818 |
| Short Term Investments | 2826084 | – | – | 2826084 |
| Total | $183667592 | $– | $– | $183667592 |
| **Level Four Large Cap Growth Active ETF** | **Level Four Large Cap Growth Active ETF** | **Level Four Large Cap Growth Active ETF** | **Level Four Large Cap Growth Active ETF** | **Level Four Large Cap Growth Active ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $102745393 | $– | $– | $102745393 |
| Short Term Investments | 2107532 | – | – | 2107532 |
| Total | $104852925 | $– | $– | $104852925 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **RiverFront Dynamic Core Income ETF**  | **RiverFront Dynamic Core Income ETF**  | **RiverFront Dynamic Core Income ETF**  | **RiverFront Dynamic Core Income ETF**  | **RiverFront Dynamic Core Income ETF**  |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Corporate Bonds<sup>\*</sup> | $– | $13466675 | $– | $13466675 |
| Government Bonds<sup>\*</sup> |  | 3972476 |  | 3972476 |
| Short Term Investments | 433203 | – | – | 433203 |
| Total | $433203 | $17439151 | $– | $17872354 |
| **RiverFront Dynamic US Dividend Advantage ETF** | **RiverFront Dynamic US Dividend Advantage ETF** | **RiverFront Dynamic US Dividend Advantage ETF** | **RiverFront Dynamic US Dividend Advantage ETF** | **RiverFront Dynamic US Dividend Advantage ETF** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Common Stocks<sup>\*</sup> | $79624695 | $– | $– | $79624695 |
| Short Term Investments | 2521205 | – | – | 2521205 |
| Total | $82145900 | $– | $– | $82145900 |
| **RiverFront Strategic Income Fund** | **RiverFront Strategic Income Fund** | **RiverFront Strategic Income Fund** | **RiverFront Strategic Income Fund** | **RiverFront Strategic Income Fund** |
| **Investments in Securities at Value** | **Level 1 - Quoted<br>and Unadjusted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
| Corporate Bonds<sup>\*</sup> | $– | $67568650 | $– | $67568650 |
| Government Bonds<sup>\*</sup> |  | 21154690 |  | 21154690 |
| Short Term Investments | 1824917 | – | – | 1824917 |
| Total | $1824917 | $88723340 | $– | $90548257 |

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*\** *For a detailed sector, state or country breakdown, see the accompanying Schedule of Investments.*

The Funds, except for the ALPS Emerging Sector Dividend Dogs ETF, did not have any securities that used significant unobservable inputs (Level 3) in determining fair value and there were no transfers into or out of Level 3 during the nine months ended August 31, 2025. As of August 31, 2025, the ALPS Emerging Sector Dividend Dogs ETF held securities classified as Level 3 in the fair value hierarchy valued at $1,233, which represents less than 0.005% of the Fund's net assets.

**3. Lending of Portfolio Securities**

Alerian Energy Infrastructure ETF, ALPS Active Equity Opportunity ETF, ALPS Active REIT ETF, ALPS Clean Energy ETF, ALPS Disruptive Technologies ETF, ALPS Electrification Infrastructure ETF, ALPS Emerging Sector Dividend Dogs ETF, ALPS Equal Sector Weight ETF, ALPS Global Travel Beneficiaries ETF, ALPS International Sector Dividend Dogs ETF, ALPS Medical Breakthroughs ETF, ALPS \| O'Shares Global Internet Giants ETF, ALPS \| O'Shares International Developed Quality Dividend ETF, ALPS \| O'Shares U.S. Quality Dividend ETF, ALPS \| O'Shares U.S. Small-Cap Quality Dividend ETF, ALPS REIT Dividend Dogs ETF, ALPS Sector Dividend Dogs ETF, ALPS \| Smith Core Plus Bond ETF, Barron's 400<sup>SM</sup> ETF, Level Four Large Cap Growth Active ETF, and RiverFront Dynamic US Dividend Advantage ETF have entered into a securities lending agreement with State Street Bank & Trust Co. ("SSB"), the Funds' lending agent. The Funds may lend their portfolio securities only to borrowers that are approved by SSB. Each Fund will limit such lending to not more than 33 1/3% of the value of its total assets. Each Fund's securities held as SSB as custodian shall be available to be lent except those securities the Fund or ALPS Advisors Inc. specifically identifies in writing as not being available for lending. The borrower pledges and maintains with each Fund collateral consisting of cash (U.S. Dollars only), securities issued or guaranteed by the U.S. government or its agencies or instrumentalities, and cash equivalents (including irrevocable bank letters of credit issued by a person other than the borrower or an affiliate of the borrower). The initial collateral received by each Fund is required to have a value of no less than 102% of the market value of the loaned securities for U.S equity securities and a value of no less than 105% of the market value for non-U.S. equity securities. The collateral is maintained thereafter, at a market value equal to not less than 102% of the current value of the U.S. equity securities on loan and not less than 105% of the current value of the non-U.S. equity securities on loan. The market value of the loaned securities is determined at the close of each business day and any additional required collateral is delivered to each Fund on the next business day. During the term of the loan, each Fund is entitled to all distributions made on or in respect of the loaned securities. Loans of securities are terminable at any time and the borrower, after notice, is required to return borrowed securities within the customary time period for settlement of securities transactions.

Any cash collateral received is reinvested in a money market fund managed by SSB as disclosed in each Fund's Schedule of Investments. Non-cash collateral, in the form of securities issued or guaranteed by the U.S. government or its agencies or instrumentalities, is not disclosed in a Fund's Schedule of Investments as it is held by the lending agent on behalf of each Fund, and each Fund does not have the ability to re-hypothecate these securities.

The following is a summary of each Fund's securities lending agreements and related cash and non-cash collateral received as of August 31, 2025:

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| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | **Market Value of<br>Securities on Loan** | **Cash Collateral<br>Received** | **Non-Cash<br>Collateral<br>Received** | **Total Collateral<br>Received** |
| Alerian Energy Infrastructure ETF | $21943333 | $– | $22921577 | $22921577 |
| ALPS Clean Energy ETF | 29462375 | 10321251 | 21011264 | 31332515 |
| ALPS Disruptive Technologies ETF | 7609284 | 3769241 | 4156887 | 7926128 |
| ALPS Electrification Infrastructure ETF | 1326988 | 1295877 | 97788 | 1393665 |
| ALPS Emerging Sector Dividend Dogs ETF | 3145503 | 1576710 | 1746641 | 3323351 |
| ALPS Equal Sector Weight ETF | 24638854 | 321125 | 24850361 | 25171486 |
| ALPS International Sector Dividend Dogs ETF | 24622728 | 11205117 | 14824752 | 26029869 |
| ALPS Medical Breakthroughs ETF | 22280817 | 6901796 | 16252940 | 23154736 |
| ALPS \| O'Shares Global Internet Giants ETF | 515904 | 53637 | 503093 | 556730 |
| ALPS \| O'Shares International Developed Quality Dividend ETF | 1575083 | 759769 | 923635 | 1683404 |
| ALPS REIT Dividend Dogs ETF | 1123812 |  | 1141002 | 1141002 |
| Barron's 400 ETF | 11232981 | 2599474 | 8988762 | 11588236 |
| RiverFront Dynamic US Dividend Advantage ETF | 5151808 | 999398 | 4429123 | 5428521 |

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The risks of securities lending include the risk that the borrower may not provide additional collateral when required or may not return the securities when due. To mitigate these risks, each Fund benefits from a borrower default indemnity provided by SSB. SSB's indemnity allows for full replacement of securities lent wherein SSB will purchase the unreturned loaned securities on the open market by applying the proceeds of the collateral, or to the extent such proceeds are insufficient or the collateral is unavailable, SSB will purchase the unreturned loan securities at SSB's expense. However, the Funds could suffer a loss if the value of the investments purchased with cash collateral falls below the value of the cash collateral received.

**4. Return of Capital Estimates** 

The Alerian MLP ETF (the "Alerian Fund") expects a portion of the distributions it receives from Master Limited Partnerships ("MLPs") to be treated as a tax-deferred return of capital, thus reducing the Alerian Fund's current tax liability. Return of capital distributions are not taxable income to the shareholder, but reduce the investor's tax basis in the investor's Fund Shares. Such a reduction in tax basis will result in larger taxable gains and/or lower tax losses on a subsequent sale of Fund Shares. Shareholders who periodically receive the payment of dividends or other distributions consisting of a return of capital may be under the impression that they are receiving net profits from the Alerian Fund when, in fact, they are not. Shareholders should not assume that the source of the distributions is from the net profits of the Alerian Fund.

**5. Master Limited Partnerships** 

MLPs are publicly traded partnerships engaged in, among other things, the transportation, storage and processing of minerals and natural resources and are treated as partnerships for U.S. federal income tax purposes. By confining their operations to these specific activities, their interests, or units, are able to trade on public securities exchanges exactly like the shares of a corporation, without entity level taxation. To qualify as a MLP and to not be taxed as a corporation, a partnership must receive at least 90% of its income from qualifying sources as set forth in Section 7704(d) of the Internal Revenue Code of 1986, as amended (the "Code"). These qualifying sources include, among other things, natural resource- based activities such as the processing, transportation and storage of mineral or natural resources. MLPs generally have two classes of owners; the general partner and limited partners. The general partner of an MLP is typically owned by a major energy company, an investment fund, the direct management of the MLP, or is an entity owned by one or more of such parties. The general partner may be structured as a private or publicly traded corporation or other entity. The general partner typically controls the operations and management of the MLP through an up to 2% equity interest in the MLP plus, in many cases, ownership of common units and subordinated units. Limited partners typically own the remainder of the partnership, through ownership of common units, and have a limited role in the partnership's operations and management.

MLPs are typically structured such that common units and general partner interests have first priority to receive quarterly cash distributions up to an established minimum amount ("minimum quarterly distributions" or "MQD"). Common and general partner interests also accrue arrearages in distributions to the extent the MQD is not paid. Once common and general partner interests have been paid, subordinated units receive distributions of up to the MQD; however, subordinated units do not accrue arrearages. Distributable cash in excess of the MQD is paid to both common and subordinated units and is distributed to both common and subordinated units generally on a pro rata basis. The general partner is also eligible to receive incentive distributions if the general partner operates the business in a manner which results in distributions paid per common unit surpassing specified target levels. As the general partner increases cash distributions to the limited partners, the general partner receives an increasingly higher percentage of the incremental cash distributions.

**6. Affiliated Companies**

As defined by the Investment Company Act of 1940, an affiliated person, including an affiliated company, is one in which a Fund owns 5% or more of the outstanding voting securities, or a company which is under common ownership or control with the Fund.

For the nine months ended August 31, 2025, the Alerian MLP ETF held shares in the following affiliates, as defined by the Investment Company Act of 1940:

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Name** | **Share Balance<br>as of<br>August 31,<br>2025** | **Market Value<br>as of<br>November 30,<br>2024** | **Purchases** | **Purchases<br>In-Kind** | **Sales** | **Market Value<br>as of<br>August 31,<br>2025** | **Dividends\*** | **Change in<br>Unrealized<br>Appreciation /<br>(Depreciation)** | **Realized<br>Gain/(Loss)** |
| Delek Logistics Partners LP\*\* | 4286014 | $96286255 | $76037888 | $22595250 | $(18496709) | $187813134 | $- | $26064075 | $(1259721) |
| EnLink Midstream LLC |  | 788331984 | 307162 | 23742577 | (718492675) |  |  | (526595591) | 432706543 |
| Genesis Energy LP | 23818024 | 242958928 | 38372087 | 44218521 | (37972057) | 404668228 |  | 128988758 | (421203) |
| Global Partners LP | 5569594 | 276662128 | 28651458 | 39272209 | (31812779) | 295801137 |  | (3152243) | (1535288) |
| Hess Midstream LP, Class A | 29143304 | 652095499 | 404653284 | 133697513 | (58932832) | 1200704125 | 15274797 | 127721107 | (3744169) |
| Plains All American Pipeline LP | 76005339 | 1251024723 | 204382223 | 184664269 | (223200190) | 1368096102 |  | 38101650 | (3786455) |
| Suburban Propane Partners LP | 14206345 | 237557257 | 36850872 | 36540241 | (27188695) | 265942778 |  | (2391754) | (1985881) |
| Sunoco LP | 24010532 | 1152052693 | 117974429 | 172946486 | (86992560) | 1255750824 |  | (34163218) | (3836651) |
| USA Compression Partners LP | 15957027 | 320598737 | 59370561 | 53101604 | (42227592) | 383926070 |  | 20526828 | (3662717) |
| Western Midstream Partners LP | 35096607 | 1222175509 | 136995702 | 182972283 | (114137996) | 1376137960 | - | 41942272 | (2258377) |
|  |  |  |  |  |  | $6738840358 | $15274797 | $(182958116) | $410216081 |

---

*\** *100% of the income received was estimated as Return of Capital.*

*\*\** *Not an Affiliated Investment as of November 30, 2024.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALPS ETF TRUST

- **b. Investment Company Act file number:** 811-22175

- **c. CIK number of Registrant:** 0001414040

- **d. LEI of Registrant:** 549300VF1907NYC4WM31

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

  - **Street Address 1:** 1290 BROADWAY SUITE 1000

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80203

  - **Telephone number:** 3036232577

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

- **a. Name of Series:** ALPS | Smith Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000082009

- **c. LEI of Series:** 254900Q5ZW3UQSG4LS58

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-08-31

**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:** $2029446219.32

**Total Liabilities:** $9675359.80

**Net Assets:** $2019770859.52

**Cash Not Reported:** $419204.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3125.96720000 | **1-Year:** 25695.85032900 | **5-Year:** 185146.27955600 | **10-Year:** 305354.44917400 | **30-Year:** 65073.39806400

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

- **3-Month:** 315.76377500 | **1-Year:** 10534.60677700 | **5-Year:** 24539.16585000 | **10-Year:** 7908.74251100 | **30-Year:** 4328.13918300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000245178 | 1.56%                | -0.09%               | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $316882.38               | $21843282.27                               |
| Month 2  | $-609301.22              | $-8280092.75                               |
| Month 3  | $714972.88               | $12993875.92                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aib Group Plc                                    | AIB Group PLC                                                            | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4835000 | PA      | $4966834.78   | 0.25%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| As Mileage Plan Ip Ltd                           | AS Mileage Plan IP, Ltd.                                                 | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7093000 | PA      | $7108810.01   | 0.35%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| As Mileage Plan Ip Ltd                           | AS Mileage Plan IP, Ltd.                                                 | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5907000 | PA      | $5919041.77   | 0.29%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Alaska Airlines 2020 Tr                          | Alaska Airlines 2020-1 Class A Pass Through Trust                        | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | DBT              | CORP              | US        |   3019011 | PA      | $3037647.35   | 0.15%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos/safeway                           | Albertsons Cos. Inc / Safeway, Inc. / New Albertsons LP / Albertsons LLC | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9536626.00   | 0.47%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                               | Alcon Finance Corp.                                                      | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9213516.47   | 0.46%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial, Inc.                                                     | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1371659.10   | 0.07%             | 9999-12-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                              | American Express Co.                                                     | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1775238.98   | 0.09%             | 9999-12-31      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| American Express Co                              | American Express Co.                                                     | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1877656.03   | 0.09%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                              | American Express Co.                                                     | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3439770.24   | 0.17%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Co                              | American Express Co.                                                     | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1097599.09   | 0.05%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Co                              | American Express Co.                                                     | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1589421.39   | 0.08%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Water Capital C                         | American Water Capital Corp.                                             | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2722788.88   | 0.13%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital C                         | American Water Capital Corp.                                             | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   5049000 | PA      | $5139610.87   | 0.25%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                        | Amgen, Inc.                                                              | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5200559.05   | 0.26%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                        | Amgen, Inc.                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9447710.18   | 0.47%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                             | Bank of America Corp.                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5117000 | PA      | $5250475.72   | 0.26%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                             | Bank of America Corp.                                                    | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3254000 | PA      | $3335123.59   | 0.17%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                             | Bank of America Corp.                                                    | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3612028.00   | 0.18%             | 9999-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank Of Ny Mellon Corp                           | Bank of New York Mellon Corp.                                            | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3501432.20   | 0.17%             | 9999-12-31      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Boeing Co                                        | Boeing Co.                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5398477.12   | 0.27%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/the                                    | Boeing Co.                                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9854000 | PA      | $10797741.82  | 0.53%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/the                                    | Boeing Co.                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  18036000 | PA      | $20002504.04  | 0.99%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| British Air 20-1 A Ptt                           | British Airways 2020-1 Class A Pass Through Trust                        | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348391 | PA      | $340824.82    | 0.02%             | 2032-11-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom, Inc.                                                           | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3339000 | PA      | $3370713.29   | 0.17%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                | Brown & Brown, Inc.                                                      | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4640241.61   | 0.23%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                | Brown & Brown, Inc.                                                      | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4607122.68   | 0.23%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners Lp                              | Buckeye Partners LP                                                      | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4688182.07   | 0.23%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners Lp                              | Buckeye Partners LP                                                      | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5703654.00   | 0.28%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                           | Bunge, Ltd. Finance Corp.                                                | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   9560000 | PA      | $9614779.28   | 0.48%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                           | Bunge, Ltd. Finance Corp.                                                | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2948005.86   | 0.15%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cco Hldgs Llc/cap Corp                           | CCO Holdings LLC / CCO Holdings Capital Corp.                            | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4461000 | PA      | $4427455.51   | 0.22%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cvs Health Corp                                  | CVS Health Corp.                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4383153.60   | 0.22%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cvs Health Corp                                  | CVS Health Corp.                                                         | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3476000 | PA      | $3423755.55   | 0.17%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                     | Calpine Corp.                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1034641.66   | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                    | Carnival Corp.                                                           | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2134000 | PA      | $2097231.18   | 0.10%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                    | Carnival Corp.                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3305000 | PA      | $3363663.75   | 0.17%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                             | Chart Industries, Inc.                                                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2423973.09   | 0.12%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners                         | Cheniere Energy Partners LP                                              | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4694931.97   | 0.23%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Globa                         | Citadel Securities Global Holdings LLC                                   | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4708782.64   | 0.23%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Globa                         | Citadel Securities Global Holdings LLC                                   | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5702868.03   | 0.28%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Cobank Acb                                       | CoBank ACB                                                               | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   3826000 | PA      | $3929893.46   | 0.19%             | 9999-12-31      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank Ua                         | Cooperatieve Rabobank UA                                                 | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2750000 | PA      | $2732874.95   | 0.14%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                 | CoStar Group, Inc.                                                       | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   3416000 | PA      | $3133957.55   | 0.16%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Ubs Group Ag                                     | UBS Group AG                                                             | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10867000 | PA      | $11921359.48  | 0.59%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer Lp                               | Energy Transfer LP                                                       | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5349000 | PA      | $5596092.56   | 0.28%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield Us                           | Cushman & Wakefield US Borrower LLC                                      | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   6278000 | PA      | $6343862.50   | 0.31%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/s                                  | Danske Bank A/S                                                          | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3325000 | PA      | $3322734.64   | 0.16%             | 2026-09-11      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/s                                  | Danske Bank A/S                                                          | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3838000 | PA      | $3903907.82   | 0.19%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/s                                  | Danske Bank A/S                                                          | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3370000 | PA      | $3518411.63   | 0.17%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Capital One Na                                   | Capital One NA                                                           | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5680581.40   | 0.28%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Discovery Communications                         | Discovery Communications LLC                                             | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2170782.60   | 0.11%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eidp Inc                                         | EIDP, Inc.                                                               | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   4726000 | PA      | $4852409.49   | 0.24%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Permian Resourc Optg Llc                         | Permian Resources Operating LLC                                          | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $2299473.79   | 0.11%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                       | Ecolab, Inc.                                                             | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2341483.34   | 0.12%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Lp                               | Energy Transfer LP                                                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1705202.50   | 0.08%             | 9999-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                     | Entergy Corp.                                                            | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1835270.22   | 0.09%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                  | Fair Isaac Corp.                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   5335000 | PA      | $5419922.53   | 0.27%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Farm Credit Bk Of Texas                          | Farm Credit Bank of Texas                                                | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   6560000 | PA      | $6564756.00   | 0.33%             | 9999-12-31      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Farm Credit Bk Of Texas                          | Farm Credit Bank of Texas                                                | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   2543000 | PA      | $2653996.86   | 0.13%             | 9999-12-31      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Farm Credit Bk Of Texas                          | Farm Credit Bank of Texas                                                | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   1156000 | PA      | $1187573.83   | 0.06%             | 9999-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                    | CUSIP: 31288LKG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69064 | PA      | $70205.15     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                    | CUSIP: 3128DFAX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91941 | PA      | $95231.92     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                    | CUSIP: 3128M2AB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202105 | PA      | $207952.52    | 0.01%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                    | CUSIP: 3128S23T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307951 | PA      | $1167812.49   | 0.06%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3131XFY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16170 | PA      | $16124.65     | 0.00%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3131XGD39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    100128 | PA      | $101176.80    | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3131Y4LZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    306279 | PA      | $274280.77    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                    | CUSIP: 31323ECH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1820569 | PA      | $1557422.05   | 0.08%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132ADGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    302610 | PA      | $284190.72    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132D6A34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    139694 | PA      | $122503.07    | 0.01%             | 2036-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                    | CUSIP: 3132FTAN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432898 | PA      | $439192.22    | 0.02%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                       | CUSIP: 3132J0JC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97484 | PA      | $92082.61     | 0.00%             | 2046-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132WWXX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    339112 | PA      | $308857.25    | 0.02%             | 2037-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132WWXZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    399245 | PA      | $356902.30    | 0.02%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132XFP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5075427.35   | 0.25%             | 2029-02-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132XGTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $991783.93    | 0.05%             | 2033-01-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132XGUF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1004332.54   | 0.05%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3132XGVS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1150000 | PA      | $1166434.80   | 0.06%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31339DEB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225821 | PA      | $237003.00    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31339DVL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53776 | PA      | $54332.69     | 0.00%             | 2031-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133BDXE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    238729 | PA      | $246296.94    | 0.01%             | 2052-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133BMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    679387 | PA      | $691147.40    | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133C2NU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    989822 | PA      | $1030782.19   | 0.05%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133C65P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    336612 | PA      | $349851.04    | 0.02%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133C8EB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    479926 | PA      | $499780.82    | 0.02%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133CAQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4204813 | PA      | $4382947.38   | 0.22%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133CJR94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79657 | PA      | $82828.29     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133CM4D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    978600 | PA      | $1020072.29   | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133CMU85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    823312 | PA      | $857531.50    | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133CMUK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1502536 | PA      | $1564167.49   | 0.08%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133CMVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    564257 | PA      | $588324.18    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133JLHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    657386 | PA      | $510794.67    | 0.03%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133JMC39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1275700 | PA      | $1325151.89   | 0.07%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133JNSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3955561 | PA      | $3510186.01   | 0.17%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133KKVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3649179 | PA      | $2814533.10   | 0.14%             | 2045-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133SKAD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    231493 | PA      | $199821.69    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133SKBP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    312424 | PA      | $267103.99    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3428 | PA      | $3483.67      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3133TDGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65240 | PA      | $65803.04     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3133TGYY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81211 | PA      | $82210.01     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3133THAE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114289 | PA      | $117030.38    | 0.01%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133UDDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    309763 | PA      | $319297.20    | 0.02%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133W6EM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1610158 | PA      | $1679443.92   | 0.08%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3133WBMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1584706 | PA      | $1649292.73   | 0.08%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                | CUSIP: 31342WAG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387786 | PA      | $380353.68    | 0.02%             | 2045-06-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31358SSC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85909 | PA      | $90611.44     | 0.00%             | 2030-10-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31358STE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31040 | PA      | $31032.25     | 0.00%             | 2030-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A2CT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77231 | PA      | $75431.68     | 0.00%             | 2041-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A2YD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12665 | PA      | $12606.22     | 0.00%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A33E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254375 | PA      | $248990.18    | 0.01%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A37K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41972 | PA      | $39857.18     | 0.00%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A37L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32000 | PA      | $29856.45     | 0.00%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A3AS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3756 | PA      | $3726.90      | 0.00%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A3EU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133957 | PA      | $132005.74    | 0.01%             | 2041-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A45Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111198 | PA      | $108487.50    | 0.01%             | 2040-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A4G45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71183 | PA      | $67830.16     | 0.00%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A4PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264469 | PA      | $249592.24    | 0.01%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A4QV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78476 | PA      | $77883.05     | 0.00%             | 2041-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A56C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62156 | PA      | $53518.86     | 0.00%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A5DD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336448 | PA      | $329252.27    | 0.02%             | 2041-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A5FB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $41980.72     | 0.00%             | 2042-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A5MY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73295 | PA      | $71516.13     | 0.00%             | 2040-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A5UD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185700 | PA      | $181399.29    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A6GB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3245 | PA      | $3245.25      | 0.00%             | 2027-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A6KA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211402 | PA      | $194122.35    | 0.01%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A6W26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $188479.54    | 0.01%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A6WD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110171 | PA      | $104451.25    | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A7RJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63322 | PA      | $60986.52     | 0.00%             | 2042-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A7ZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $77143.11     | 0.00%             | 2042-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A84G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176176 | PA      | $162503.08    | 0.01%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A8HB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190000 | PA      | $154104.04    | 0.01%             | 2042-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A8P53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210168 | PA      | $193497.11    | 0.01%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A8ZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8000 | PA      | $6895.89      | 0.00%             | 2042-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A96Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418000 | PA      | $396718.07    | 0.02%             | 2042-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A9EA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194736 | PA      | $211272.95    | 0.01%             | 2042-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A9HD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116369 | PA      | $106449.71    | 0.01%             | 2042-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A9P36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151000 | PA      | $106621.42    | 0.01%             | 2042-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A9QV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78168 | PA      | $52089.03     | 0.00%             | 2042-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136A9VW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130704 | PA      | $118303.81    | 0.01%             | 2042-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AA6Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201836 | PA      | $179219.99    | 0.01%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AACT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372368 | PA      | $336992.91    | 0.02%             | 2032-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AAK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166388 | PA      | $159482.52    | 0.01%             | 2042-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AAKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102000 | PA      | $69745.86     | 0.00%             | 2042-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AAP74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17921 | PA      | $17375.50     | 0.00%             | 2043-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AAZJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129259 | PA      | $115084.13    | 0.01%             | 2042-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ABQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140465 | PA      | $149378.25    | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ABTL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192885 | PA      | $114083.73    | 0.01%             | 2043-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AC4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216117 | PA      | $182328.30    | 0.01%             | 2043-03-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AC6W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $279346.71    | 0.01%             | 2043-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ACED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129265 | PA      | $121774.78    | 0.01%             | 2033-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ACYL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46191 | PA      | $41522.30     | 0.00%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ADA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724200 | PA      | $554900.21    | 0.03%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ADKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24336 | PA      | $20959.22     | 0.00%             | 2043-04-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ADN47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172055 | PA      | $158798.83    | 0.01%             | 2038-04-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ADSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86364 | PA      | $81340.70     | 0.00%             | 2033-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AF2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1320900 | PA      | $1247351.36   | 0.06%             | 2043-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AF2H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178245 | PA      | $133898.44    | 0.01%             | 2043-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AF2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178000 | PA      | $152045.87    | 0.01%             | 2043-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AFGA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147103 | PA      | $126760.49    | 0.01%             | 2043-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AFNZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105813 | PA      | $105448.85    | 0.01%             | 2042-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AHBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632764 | PA      | $623598.41    | 0.03%             | 2033-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AHGE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191637 | PA      | $185535.05    | 0.01%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AJES1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124059 | PA      | $119933.69    | 0.01%             | 2034-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AJQK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93481 | PA      | $91826.91     | 0.00%             | 2044-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ANWC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $28530.71     | 0.00%             | 2044-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AP3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124000 | PA      | $119260.32    | 0.01%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136APCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80329 | PA      | $71655.62     | 0.00%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136APVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127000 | PA      | $103819.12    | 0.01%             | 2045-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136APX64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270545 | PA      | $230540.84    | 0.01%             | 2045-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AQ3S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106972 | PA      | $103718.90    | 0.01%             | 2044-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AR2W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494202 | PA      | $385485.49    | 0.02%             | 2043-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AR5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106606 | PA      | $100209.51    | 0.00%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ARSQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46342 | PA      | $43187.28     | 0.00%             | 2046-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ASQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54536 | PA      | $52750.02     | 0.00%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136ASZ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100472 | PA      | $96898.85     | 0.00%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136AT5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95170 | PA      | $87487.82     | 0.00%             | 2039-07-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AUGU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340168 | PA      | $268532.09    | 0.01%             | 2046-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AVMS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43586 | PA      | $42243.97     | 0.00%             | 2046-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AVPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23702 | PA      | $23501.30     | 0.00%             | 2047-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AWBD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262474 | PA      | $233532.17    | 0.01%             | 2047-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AWJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59554 | PA      | $54225.03     | 0.00%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AWJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333949 | PA      | $297212.01    | 0.01%             | 2047-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136AY6M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142168 | PA      | $125914.25    | 0.01%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B0A71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74098 | PA      | $72870.99     | 0.00%             | 2045-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B0B21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42135 | PA      | $41065.00     | 0.00%             | 2047-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B0V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60905 | PA      | $54071.75     | 0.00%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B0VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88242 | PA      | $81294.47     | 0.00%             | 2047-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B1F66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106000 | PA      | $93254.53     | 0.00%             | 2048-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B1KJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92250 | PA      | $79307.34     | 0.00%             | 2048-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B1P32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91166 | PA      | $81722.28     | 0.00%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B1VB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98000 | PA      | $87110.73     | 0.00%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B2MA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92244 | PA      | $85039.63     | 0.00%             | 2047-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B3LZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38450 | PA      | $36590.50     | 0.00%             | 2048-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B3WS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127786 | PA      | $116991.88    | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B3YD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $380227.92    | 0.02%             | 2036-01-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B4T40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $83183.05     | 0.00%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B5B46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4839084 | PA      | $191842.57    | 0.01%             | 2031-07-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B6XV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36769833 | PA      | $611335.25    | 0.03%             | 2031-10-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B7HS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9899717 | PA      | $165191.63    | 0.01%             | 2030-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B7U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4793178 | PA      | $143565.76    | 0.01%             | 2029-10-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B7UT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174253 | PA      | $121531.66    | 0.01%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B87D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2321389 | PA      | $82447.38     | 0.00%             | 2029-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B8FF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119847 | PA      | $76723.81     | 0.00%             | 2050-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136B9BV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89649 | PA      | $80932.19     | 0.00%             | 2060-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B9DV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10176296 | PA      | $560601.95    | 0.03%             | 2030-12-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B9G92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21320867 | PA      | $295558.38    | 0.01%             | 2032-12-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B9MX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6413928 | PA      | $389527.44    | 0.02%             | 2031-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136B9NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4431393 | PA      | $152515.71    | 0.01%             | 2031-06-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BAFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94859 | PA      | $87960.06     | 0.00%             | 2040-06-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136BARS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6262770 | PA      | $220984.97    | 0.01%             | 2031-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BD2W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191229 | PA      | $108179.96    | 0.01%             | 2051-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3602657 | PA      | $232672.56    | 0.01%             | 2033-11-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136BFNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9410158 | PA      | $140477.66    | 0.01%             | 2035-11-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BGB34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47964 | PA      | $40091.60     | 0.00%             | 2048-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BJBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98024 | PA      | $53657.31     | 0.00%             | 2051-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BJQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366996 | PA      | $171404.19    | 0.01%             | 2051-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                   | Fannie Mae-Aces                                                          | CUSIP: 3136BJZA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45768399 | PA      | $439143.21    | 0.02%             | 2028-03-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BKPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46230 | PA      | $26883.66     | 0.00%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BKY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39318 | PA      | $24550.41     | 0.00%             | 2052-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BPL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14507122 | PA      | $14809028.77  | 0.73%             | 2045-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405000 | PA      | $393689.08    | 0.02%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BQMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8655898 | PA      | $8845177.88   | 0.44%             | 2045-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 3136BSDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134961 | PA      | $107202.02    | 0.01%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31371M6M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182645 | PA      | $186998.49    | 0.01%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31374CRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205727 | PA      | $200144.15    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31374CSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317498 | PA      | $295982.49    | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31377U6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198696 | PA      | $194948.20    | 0.01%             | 2028-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31377UW74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115000 | PA      | $114008.08    | 0.01%             | 2028-07-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137A0XM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530422 | PA      | $567542.78    | 0.03%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137A2E49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006441 | PA      | $1007698.33   | 0.05%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137A4J73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172000 | PA      | $157898.29    | 0.01%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AF7B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103517 | PA      | $100817.48    | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AG4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48175 | PA      | $47757.58     | 0.00%             | 2026-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AHB23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166102 | PA      | $160965.80    | 0.01%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AJ3Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39044 | PA      | $37590.46     | 0.00%             | 2041-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AJV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56103 | PA      | $55605.12     | 0.00%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AJXA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117850 | PA      | $115323.69    | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AKCN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130123 | PA      | $112108.30    | 0.01%             | 2042-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AKDR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540169 | PA      | $522956.26    | 0.03%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AL3Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $121411.84    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137ALLE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263870 | PA      | $254796.31    | 0.01%             | 2041-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AM7D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62765 | PA      | $54473.51     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137APGN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121615 | PA      | $118709.69    | 0.01%             | 2041-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AQLG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2694 | PA      | $2674.31      | 0.00%             | 2041-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137ARPA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9275 | PA      | $8591.65      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137ART48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23435 | PA      | $21610.75     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137ASAJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15000 | PA      | $13694.65     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AST79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63091 | PA      | $57999.06     | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137ATAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190000 | PA      | $156703.20    | 0.01%             | 2042-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137ATUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196619 | PA      | $190083.11    | 0.01%             | 2042-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AU4Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5212 | PA      | $4906.59      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AUQP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146513 | PA      | $126946.61    | 0.01%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AUSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83000 | PA      | $70330.07     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AVNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $29198.78     | 0.00%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AW6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82497 | PA      | $79783.59     | 0.00%             | 2041-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AWAQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107799 | PA      | $77555.30     | 0.00%             | 2042-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AWWM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83073 | PA      | $81214.33     | 0.00%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AXDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190733 | PA      | $177336.99    | 0.01%             | 2032-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AXUD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8809 | PA      | $8353.49      | 0.00%             | 2032-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AYEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46000 | PA      | $34608.67     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AYKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43536 | PA      | $42613.28     | 0.00%             | 2041-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AYMD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9208 | PA      | $8618.12      | 0.00%             | 2042-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AYQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168923 | PA      | $145034.34    | 0.01%             | 2033-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137AYUF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1595600 | PA      | $1272360.64   | 0.06%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137B1HQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77546 | PA      | $74676.49     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137B3C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32185 | PA      | $31963.96     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137B3CN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319257 | PA      | $311008.38    | 0.02%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137B3H84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120031 | PA      | $117518.06    | 0.01%             | 2043-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137B4HD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54222 | PA      | $54112.45     | 0.00%             | 2042-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137B8JR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1035969 | PA      | $950270.36    | 0.05%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137B9P74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148891 | PA      | $144508.52    | 0.01%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BECX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146201 | PA      | $144289.82    | 0.01%             | 2029-09-15      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BGWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66370 | PA      | $63178.63     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BJ2M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107360 | PA      | $100754.50    | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BKSW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214934 | PA      | $185799.27    | 0.01%             | 2040-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BRVB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120426 | PA      | $112550.87    | 0.01%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BS3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70748 | PA      | $64184.68     | 0.00%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BSCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    375729 | PA      | $336400.54    | 0.02%             | 2046-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BSCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96967 | PA      | $94558.33     | 0.00%             | 2043-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BSFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108163 | PA      | $102431.72    | 0.01%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BSMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187433 | PA      | $172837.49    | 0.01%             | 2036-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137BWFL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222000 | PA      | $181223.15    | 0.01%             | 2047-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137F5AK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89322 | PA      | $82559.16     | 0.00%             | 2048-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137F6UJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111000 | PA      | $63668.33     | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fhlmc Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4309859 | PA      | $627247.03    | 0.03%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fhlmc Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4923976 | PA      | $173229.89    | 0.01%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137F8F65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48315 | PA      | $22596.67     | 0.00%             | 2051-01-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fhlmc Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34946485 | PA      | $356171.08    | 0.02%             | 2027-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FBYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232758 | PA      | $244114.70    | 0.01%             | 2041-01-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fhlmc Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137FCL44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1995226 | PA      | $1943149.13   | 0.10%             | 2028-04-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FEAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142033 | PA      | $140233.78    | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FFRD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231266 | PA      | $133239.42    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173554 | PA      | $153005.99    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FGYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    855492 | PA      | $813508.40    | 0.04%             | 2048-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FH6A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23384 | PA      | $23334.57     | 0.00%             | 2044-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FHAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90140 | PA      | $89569.17     | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FHNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93651 | PA      | $93081.27     | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fhlmc Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137FHQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591183 | PA      | $589627.85    | 0.03%             | 2047-10-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FJGV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114543 | PA      | $111705.11    | 0.01%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FLUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125441 | PA      | $112984.51    | 0.01%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FMA69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174400 | PA      | $131032.25    | 0.01%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fhlmc Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1946667 | PA      | $54943.12     | 0.00%             | 2029-06-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Banc Of California Multifamily Housing           | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137FMUL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790619 | PA      | $782402.63    | 0.04%             | 2027-02-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FNNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17509 | PA      | $14890.35     | 0.00%             | 2049-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FP5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490716 | PA      | $418945.29    | 0.02%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FPLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273093 | PA      | $239542.31    | 0.01%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FQAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282885 | PA      | $272710.10    | 0.01%             | 2049-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65815 | PA      | $60787.10     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129137 | PA      | $108275.67    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FUKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32318 | PA      | $31917.32     | 0.00%             | 2040-08-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FUKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29994 | PA      | $29603.04     | 0.00%             | 2040-10-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FUN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130968 | PA      | $104675.18    | 0.01%             | 2050-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FVC91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142756 | PA      | $60561.22     | 0.00%             | 2050-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates              | Freddie Mac Multiclass Certificates Series 2020-P003                     | CUSIP: 3137FWJ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1077637.54   | 0.05%             | 2046-09-25      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FXSD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235175 | PA      | $126069.90    | 0.01%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FXTR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30270 | PA      | $16457.74     | 0.00%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137FYQW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215719 | PA      | $148973.00    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137H0JZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31738 | PA      | $16832.91     | 0.00%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137H6QD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151981 | PA      | $115791.04    | 0.01%             | 2052-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137H9FU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318993 | PA      | $321987.11    | 0.02%             | 2047-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fhlmc Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates             | CUSIP: 3137HA4L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $609928.20    | 0.03%             | 2031-01-25      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 3137HCLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9033173 | PA      | $9392420.48   | 0.47%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31381NKT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497567 | PA      | $496027.80    | 0.02%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138EQGD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525935 | PA      | $547080.85    | 0.03%             | 2038-03-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138ESCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359549 | PA      | $369866.65    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138L12D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94843 | PA      | $92701.07     | 0.00%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138L8W83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141483 | PA      | $135626.15    | 0.01%             | 2032-01-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138L8YJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573554 | PA      | $540879.01    | 0.03%             | 2040-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138L9LG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218689 | PA      | $208140.83    | 0.01%             | 2030-04-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LD2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186488 | PA      | $172933.08    | 0.01%             | 2033-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LF5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675062 | PA      | $607233.56    | 0.03%             | 2037-01-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LKBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143214 | PA      | $139353.00    | 0.01%             | 2029-08-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LKKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $55032.48     | 0.00%             | 2032-11-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LKKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324076 | PA      | $1299107.05   | 0.06%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LKMU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27540 | PA      | $27034.11     | 0.00%             | 2027-09-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LKZ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195000 | PA      | $190287.43    | 0.01%             | 2027-10-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LM6G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482860 | PA      | $477704.80    | 0.02%             | 2028-04-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LMFN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $196495.47    | 0.01%             | 2028-02-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138LMRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $740957.03    | 0.04%             | 2028-04-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138MPDL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358403 | PA      | $325348.05    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138W5M70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278962 | PA      | $264884.55    | 0.01%             | 2033-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3138YULJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163965 | PA      | $161583.97    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 313921RM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89977 | PA      | $93890.01     | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31392EVD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6595 | PA      | $6661.75      | 0.00%             | 2032-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31392GEK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170753 | PA      | $175109.71    | 0.01%             | 2042-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31392JWJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36905 | PA      | $37479.41     | 0.00%             | 2042-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31392K5C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16596 | PA      | $17440.10     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fhlmc Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                         | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12683 | PA      | $11714.67     | 0.00%             | 2032-07-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31392RYX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275198 | PA      | $286651.67    | 0.01%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31392VWW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2187 | PA      | $2150.98      | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31392XF60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16989 | PA      | $16524.91     | 0.00%             | 2032-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31393AWC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1929 | PA      | $1997.66      | 0.00%             | 2033-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31393CRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26521 | PA      | $27600.19     | 0.00%             | 2033-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31393J3Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4243 | PA      | $4379.51      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15088 | PA      | $15442.13     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31393UEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33344 | PA      | $32477.00     | 0.00%             | 2033-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31393W2R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150490 | PA      | $152730.95    | 0.01%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394AEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273203 | PA      | $287321.68    | 0.01%             | 2034-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394BRM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7206 | PA      | $7514.82      | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394BTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397371 | PA      | $420146.19    | 0.02%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394CBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4057 | PA      | $4183.73      | 0.00%             | 2035-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394CK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105560 | PA      | $106617.79    | 0.01%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394DA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63211 | PA      | $65621.88     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394FAD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138598 | PA      | $145686.87    | 0.01%             | 2035-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31394JKA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130038 | PA      | $134766.09    | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31394MWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28924 | PA      | $29163.43     | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31394TAG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7869 | PA      | $7841.41      | 0.00%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394U4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38000 | PA      | $38587.16     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31394VEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21549 | PA      | $22562.04     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31395PCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45269 | PA      | $47390.21     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31395TYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206000 | PA      | $210726.09    | 0.01%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31395UK34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127295 | PA      | $133297.32    | 0.01%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31396AEG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86853 | PA      | $90547.24     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31396AK94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475271 | PA      | $502225.90    | 0.02%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31396HTP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200281 | PA      | $214020.02    | 0.01%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31396KDK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305579 | PA      | $325723.60    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31396N2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2896 | PA      | $3075.48      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31396PDE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192754 | PA      | $204080.61    | 0.01%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31396VRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101750 | PA      | $105023.30    | 0.01%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31396WGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29721 | PA      | $31705.80     | 0.00%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31396XHN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381933 | PA      | $403435.11    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31396YEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166956 | PA      | $167274.89    | 0.01%             | 2038-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31397EKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459478 | PA      | $457642.37    | 0.02%             | 2037-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31397FGR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    861810 | PA      | $879924.70    | 0.04%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31397LAP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74450 | PA      | $75176.10     | 0.00%             | 2038-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31397PK82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228308 | PA      | $230963.27    | 0.01%             | 2037-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31397SUQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119483 | PA      | $115750.09    | 0.01%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31397WN35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1262007 | PA      | $1335320.85   | 0.07%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31397WZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32253 | PA      | $33867.19     | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398CW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38866 | PA      | $38776.18     | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398FEU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691133 | PA      | $702044.07    | 0.03%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398G5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124039 | PA      | $124125.23    | 0.01%             | 2040-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398GUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544246 | PA      | $553788.84    | 0.03%             | 2037-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398GUX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63256 | PA      | $62426.14     | 0.00%             | 2040-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398JU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151370 | PA      | $149144.04    | 0.01%             | 2037-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398KCN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61199 | PA      | $61103.20     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398MCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40957 | PA      | $41800.40     | 0.00%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398NU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86780 | PA      | $87279.75     | 0.00%             | 2040-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398PA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74892 | PA      | $77075.78     | 0.00%             | 2040-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398Q4U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363142 | PA      | $352904.52    | 0.02%             | 2036-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398QQM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83970 | PA      | $75946.70     | 0.00%             | 2038-02-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398SXH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15273 | PA      | $14938.92     | 0.00%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                        | CUSIP: 31398TRN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327073 | PA      | $326819.19    | 0.02%             | 2040-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398VFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15000 | PA      | $14883.60     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398VRZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102680 | PA      | $103379.97    | 0.01%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398W7H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29363 | PA      | $30330.26     | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                       | CUSIP: 31398WGX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $74076.59     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31402DF70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24527 | PA      | $25425.38     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140A1HR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128651 | PA      | $133800.01    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140A8MC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506956 | PA      | $527264.67    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140ADPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1369164 | PA      | $1441520.27   | 0.07%             | 2054-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140AEKK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327374 | PA      | $336563.94    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140AFPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1021319 | PA      | $1050257.68   | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140AH4L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705152 | PA      | $1747203.00   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140B9FC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1892974 | PA      | $1956152.14   | 0.10%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140B9FD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2308411 | PA      | $2385854.89   | 0.12%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140FTKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165325 | PA      | $140823.59    | 0.01%             | 2047-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140FXBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189749 | PA      | $188499.27    | 0.01%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140FXGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96110 | PA      | $94985.20     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409177 | PA      | $399797.47    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140FXGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460312 | PA      | $454927.04    | 0.02%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140FXKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119228 | PA      | $113842.02    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140GURJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174131 | PA      | $164176.65    | 0.01%             | 2032-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140H6BZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259508 | PA      | $232064.69    | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140HSR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102439 | PA      | $101328.32    | 0.01%             | 2029-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140HTUB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231539 | PA      | $222660.69    | 0.01%             | 2031-05-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140HX6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186372 | PA      | $170511.30    | 0.01%             | 2030-04-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140J6ER4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600709 | PA      | $625026.09    | 0.03%             | 2048-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140J9X71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79653 | PA      | $81758.76     | 0.00%             | 2048-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140JBKC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238401 | PA      | $245144.94    | 0.01%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140JBRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000252 | PA      | $807323.62    | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140JCSU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18062858 | PA      | $13324256.20  | 0.66%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LAQA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184176 | PA      | $163739.80    | 0.01%             | 2029-12-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LF4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104606 | PA      | $97466.64     | 0.00%             | 2032-04-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LGGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310000 | PA      | $295961.74    | 0.01%             | 2032-04-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LGY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $193092.26    | 0.01%             | 2032-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LJ2T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203378.81    | 0.01%             | 2028-03-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LJDG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1036817.28   | 0.05%             | 2030-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LJPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1961591 | PA      | $2037706.93   | 0.10%             | 2033-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LJPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $260088.62    | 0.01%             | 2033-02-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LJQ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348843 | PA      | $352246.40    | 0.02%             | 2035-03-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LKKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $40541.89     | 0.00%             | 2028-06-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LKT60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185000 | PA      | $188694.00    | 0.01%             | 2030-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LKV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176707 | PA      | $180100.47    | 0.01%             | 2030-11-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LKV91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $117388.10    | 0.01%             | 2033-07-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LL4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3295000 | PA      | $3472570.05   | 0.17%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LLDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1456000 | PA      | $1482901.07   | 0.07%             | 2033-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LLDW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220000 | PA      | $221814.65    | 0.01%             | 2033-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LLEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197690 | PA      | $200449.05    | 0.01%             | 2028-08-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LLHX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $202264.11    | 0.01%             | 2028-08-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LLN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494648 | PA      | $519037.03    | 0.03%             | 2032-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140LLZT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $41271.41     | 0.00%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NLFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4727542 | PA      | $4923537.14   | 0.24%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NM4G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1207162 | PA      | $1258804.38   | 0.06%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NQ7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271478 | PA      | $286314.34    | 0.01%             | 2054-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NRMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974606 | PA      | $1016156.17   | 0.05%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NRPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515853 | PA      | $537639.83    | 0.03%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NUD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2226401.25   | 0.11%             | 2032-06-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NUHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $775013.16    | 0.04%             | 2029-01-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NUHX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1170000 | PA      | $1218953.56   | 0.06%             | 2034-01-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NUU23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1574000 | PA      | $1657663.45   | 0.08%             | 2034-03-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6606000 | PA      | $6893456.59   | 0.34%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140NVSN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4635943.29   | 0.23%             | 2029-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140QLV86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2009604 | PA      | $1678632.11   | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140QTV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2518748 | PA      | $2785507.40   | 0.14%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140QTXE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438841 | PA      | $471029.60    | 0.02%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140XMG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1347663 | PA      | $1401975.40   | 0.07%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140YWNM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838719 | PA      | $873690.66    | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140YWQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437255 | PA      | $462583.09    | 0.02%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140YWQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2152752 | PA      | $2290742.04   | 0.11%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140YXBX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213886 | PA      | $225315.90    | 0.01%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 3140YXM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258777 | PA      | $278862.50    | 0.01%             | 2053-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31412GY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358268 | PA      | $364635.75    | 0.02%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31412QWL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349943 | PA      | $352449.27    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31413EDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30549 | PA      | $30971.27     | 0.00%             | 2047-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31413WHR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1194009 | PA      | $1190254.91   | 0.06%             | 2038-08-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31416BW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140960 | PA      | $141726.78    | 0.01%             | 2037-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31416VQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280187 | PA      | $286634.43    | 0.01%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31418AVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375589 | PA      | $352489.32    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31418CWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302872 | PA      | $263325.58    | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                          | CUSIP: 31418ESV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506093 | PA      | $525738.30    | 0.03%             | 2053-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                         | CUSIP: 3142GQWL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    424344 | PA      | $449616.81    | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Natl Info Serv                          | Fidelity National Information Services, Inc.                             | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $2018536.86   | 0.10%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| First Citizens Bancshare                         | First Citizens BancShares, Inc.                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $2138949.82   | 0.11%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Citizens Bancshare                         | First Citizens BancShares, Inc.                                          | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  10850000 | PA      | $10923053.05  | 0.54%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco                         | Flex Intermediate Holdco LLC                                             | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $6683312.57   | 0.33%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco                         | Flex Intermediate Holdco LLC                                             | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4196817.66   | 0.21%             | 2039-12-30      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods Inc                                | Flowers Foods, Inc.                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1180246.20   | 0.06%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co Llc                         | Ford Motor Credit Co. LLC                                                | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3857491.97   | 0.19%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co Llc                         | Ford Motor Credit Co. LLC                                                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5921247.61   | 0.29%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co Llc                         | Ford Motor Credit Co. LLC                                                | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  20885000 | PA      | $21060021.94  | 1.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry Jv Holdco Llc                            | Foundry JV Holdco LLC                                                    | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4923014.20   | 0.24%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Foundry Jv Holdco Llc                            | Foundry JV Holdco LLC                                                    | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10849648.47  | 0.54%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36176HPY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125809 | PA      | $115241.51    | 0.01%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36177WHM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102446 | PA      | $93743.35     | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36178DT35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    629206 | PA      | $573327.72    | 0.03%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                        | CUSIP: 36178DXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550393 | PA      | $511832.66    | 0.03%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36178DZN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    411038 | PA      | $375801.50    | 0.02%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36178WP45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157801 | PA      | $144449.49    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179M2F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3118238 | PA      | $2663485.77   | 0.13%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179MCT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30318 | PA      | $27418.62     | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179VPA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187131 | PA      | $198858.01    | 0.01%             | 2039-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179WK56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163532 | PA      | $172057.95    | 0.01%             | 2036-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179WQJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290058 | PA      | $308028.78    | 0.02%             | 2051-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179WU63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101434 | PA      | $105867.96    | 0.01%             | 2037-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179WUM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473377 | PA      | $433601.42    | 0.02%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179WVK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108000 | PA      | $96855.47     | 0.00%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179WYM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163978 | PA      | $166612.93    | 0.01%             | 2035-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179Y5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3199692 | PA      | $3387634.82   | 0.17%             | 2054-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36179YY40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    903382 | PA      | $988803.99    | 0.05%             | 2054-06-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617ALMQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    761145 | PA      | $731872.53    | 0.04%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41922 | PA      | $40891.55     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617BLEJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324964 | PA      | $303440.33    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617BPV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688031 | PA      | $609863.89    | 0.03%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617BTGR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    657220 | PA      | $637579.08    | 0.03%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617FJZ29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1249987 | PA      | $1095479.24   | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617FPEX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7702 | PA      | $6808.10      | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617FUQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5531181 | PA      | $5528005.34   | 0.27%             | 2062-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617FWNK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267017 | PA      | $277358.22    | 0.01%             | 2052-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617KFLW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    672257 | PA      | $668535.50    | 0.03%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617MN3T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    295716 | PA      | $257728.49    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617MN3V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1505197 | PA      | $1317414.69   | 0.07%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617UCHK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2817307 | PA      | $2358756.67   | 0.12%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617V7VQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532896 | PA      | $485438.56    | 0.02%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617VQFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28766 | PA      | $25817.61     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617WNMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2814910 | PA      | $2272627.81   | 0.11%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617WRPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308718 | PA      | $261134.41    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3617WUZ41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3323716 | PA      | $2787789.83   | 0.14%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36180AAL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815376 | PA      | $867967.54    | 0.04%             | 2054-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                        | CUSIP: 36181AYM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116670 | PA      | $108921.17    | 0.01%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36182HD60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169268 | PA      | $169609.88    | 0.01%             | 2065-02-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36184AG37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560044 | PA      | $497957.47    | 0.02%             | 2040-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618A7WF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4534823 | PA      | $4472909.92   | 0.22%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618A8ZT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255135 | PA      | $253092.32    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618AJSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170413 | PA      | $174964.93    | 0.01%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618BRKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185608 | PA      | $190565.64    | 0.01%             | 2064-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618FPSC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13898 | PA      | $14424.18     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618FPSD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7799 | PA      | $8116.62      | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618FPSH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8490 | PA      | $8811.42      | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618FPSJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8378 | PA      | $8719.83      | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618FPUL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29256 | PA      | $30150.04     | 0.00%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618G4A34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    582300 | PA      | $604853.20    | 0.03%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618G4LZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122603 | PA      | $127573.22    | 0.01%             | 2059-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618G5YW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225348 | PA      | $232757.72    | 0.01%             | 2063-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618G67G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555263 | PA      | $579274.50    | 0.03%             | 2053-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618G7ZQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321571 | PA      | $337716.96    | 0.02%             | 2063-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618GAB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688021 | PA      | $722566.96    | 0.04%             | 2063-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618GLVW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158016 | PA      | $164421.23    | 0.01%             | 2063-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618GLXC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1099647 | PA      | $1144229.63   | 0.06%             | 2063-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618H24N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634029 | PA      | $650964.02    | 0.03%             | 2064-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618H2SH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1714490 | PA      | $1771296.99   | 0.09%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618H8PG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410948 | PA      | $422904.79    | 0.02%             | 2063-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618HAHY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217872 | PA      | $1257850.88   | 0.06%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618HHTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2968554 | PA      | $3047839.29   | 0.15%             | 2064-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618HPGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    415583 | PA      | $428129.95    | 0.02%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618J0VY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1221538 | PA      | $1251542.31   | 0.06%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618J3EA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2394920 | PA      | $2464805.48   | 0.12%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JCSU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134250 | PA      | $137836.00    | 0.01%             | 2064-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JCSX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1554573 | PA      | $1596094.71   | 0.08%             | 2064-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JFYA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1110293 | PA      | $1139947.50   | 0.06%             | 2064-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JRSL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138000 | PA      | $141686.03    | 0.01%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JSD27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6566341 | PA      | $6697566.09   | 0.33%             | 2064-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JSD76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    526019 | PA      | $534109.71    | 0.03%             | 2064-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JV3L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2273548 | PA      | $2334273.90   | 0.12%             | 2064-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618JWXD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4887563 | PA      | $4962736.66   | 0.25%             | 2064-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618K5B35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3048650 | PA      | $3130059.00   | 0.15%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618K5GR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217304 | PA      | $1249809.58   | 0.06%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618K5H70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2557782 | PA      | $2626082.91   | 0.13%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618K5JJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1598662 | PA      | $1641351.93   | 0.08%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618K5V66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    812764 | PA      | $834467.08    | 0.04%             | 2064-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618KAHM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1262576 | PA      | $1296289.61   | 0.06%             | 2064-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618KAHN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1281351 | PA      | $1315567.32   | 0.07%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618KAWK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3139869 | PA      | $3223713.71   | 0.16%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618KEJB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    870028 | PA      | $893260.83    | 0.04%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618KGMY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3259435 | PA      | $3346472.30   | 0.17%             | 2065-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3618KTUX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1160564 | PA      | $1205371.43   | 0.06%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36193UAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115407 | PA      | $107301.15    | 0.01%             | 2046-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36193UAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126475 | PA      | $117671.33    | 0.01%             | 2046-10-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36194QX56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381867 | PA      | $338496.58    | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36196RUC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2080244 | PA      | $1884783.43   | 0.09%             | 2047-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36196RUG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445863 | PA      | $404362.14    | 0.02%             | 2047-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3620AQQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262245 | PA      | $234813.65    | 0.01%             | 2042-12-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3620AS2C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341578 | PA      | $320873.54    | 0.02%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345439 | PA      | $318055.90    | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AAE83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108497 | PA      | $112755.82    | 0.01%             | 2049-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AAHY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    823604 | PA      | $793911.29    | 0.04%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AAKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2670583 | PA      | $2330967.08   | 0.12%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AAQU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    860037 | PA      | $765446.83    | 0.04%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AAYZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486453 | PA      | $448542.74    | 0.02%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AAZZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    601484 | PA      | $485620.62    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ABLR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319423 | PA      | $292999.30    | 0.01%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AC3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5141760 | PA      | $5367880.30   | 0.27%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AC4M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316586 | PA      | $328814.73    | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AC4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2526327 | PA      | $2626127.08   | 0.13%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AC5Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4366912 | PA      | $3830288.39   | 0.19%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622AC6M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2822960 | PA      | $2925310.32   | 0.14%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ACPU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130935 | PA      | $132368.88    | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ACSR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    754155 | PA      | $788350.72    | 0.04%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ACSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265618 | PA      | $273114.59    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ACTU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1751367 | PA      | $1811113.21   | 0.09%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ACZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1106754 | PA      | $1155417.92   | 0.06%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ADBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1257697 | PA      | $1303223.84   | 0.06%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 3622ADHF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1328127 | PA      | $1373002.74   | 0.07%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                       | CUSIP: 36230N2R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    906074 | PA      | $910757.74    | 0.05%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                        | CUSIP: 36230RAR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593146 | PA      | $583843.46    | 0.03%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ge Healthcare Tech Inc                           | GE HealthCare Technologies, Inc.                                         | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6635862.32   | 0.33%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower Llc                         | Boost Newco Borrower LLC                                                 | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3768548.65   | 0.19%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                        | CUSIP: 36295GLK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    613114 | PA      | $547654.33    | 0.03%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                            | General Dynamics Corp.                                                   | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4903447.53   | 0.24%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Electric Co                              | General Electric Co.                                                     | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4843431.37   | 0.24%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co.                                                       | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1859803.16   | 0.09%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co.                                                       | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $10059716.55  | 0.50%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                          | Goldman Sachs Group, Inc.                                                | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2271775.37   | 0.11%             | 9999-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                          | Goldman Sachs Group, Inc.                                                | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1682545.64   | 0.08%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                          | Goldman Sachs Group, Inc.                                                | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1174902.30   | 0.06%             | 9999-12-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                          | Goldman Sachs Group, Inc.                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4479000 | PA      | $4625637.80   | 0.23%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Usa                           | Goldman Sachs Bank USA                                                   | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2153039.20   | 0.11%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber                           | Goodyear Tire & Rubber Co.                                               | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2724486.44   | 0.13%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38373QR86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12612 | PA      | $11245.10     | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38373QWV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339042 | PA      | $338213.45    | 0.02%             | 2033-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374D8E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161384 | PA      | $137918.83    | 0.01%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374E5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39778 | PA      | $39721.74     | 0.00%             | 2033-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374JMC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4971 | PA      | $4958.95      | 0.00%             | 2034-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374KUK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61151 | PA      | $61559.55     | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374KYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167945 | PA      | $167974.53    | 0.01%             | 2035-02-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374L6J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110030 | PA      | $109879.74    | 0.01%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374LXL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3258 | PA      | $3281.92      | 0.00%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374MN96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184790 | PA      | $185495.12    | 0.01%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374MU23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197205 | PA      | $199597.94    | 0.01%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374NQB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133195 | PA      | $132830.04    | 0.01%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374T6M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67848 | PA      | $67742.52     | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374TKF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35422 | PA      | $35431.77     | 0.00%             | 2039-03-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38374VHG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394736 | PA      | $418759.34    | 0.02%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375B8A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92019 | PA      | $92331.90     | 0.00%             | 2063-08-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375BA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69091 | PA      | $69019.60     | 0.00%             | 2062-12-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375BGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13230 | PA      | $13206.27     | 0.00%             | 2060-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375BJK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100487 | PA      | $100365.91    | 0.00%             | 2060-12-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375BLQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13841 | PA      | $13848.60     | 0.00%             | 2061-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375BTU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14632 | PA      | $14645.78     | 0.00%             | 2062-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375BVS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94677 | PA      | $94736.38     | 0.00%             | 2062-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375C5S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10000 | PA      | $8130.84      | 0.00%             | 2042-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375DBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45566 | PA      | $45650.44     | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375GBK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156704 | PA      | $135941.59    | 0.01%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375GGZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123617 | PA      | $112421.05    | 0.01%             | 2042-07-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375GYD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146000 | PA      | $114721.94    | 0.01%             | 2042-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375LUQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218541 | PA      | $221860.96    | 0.01%             | 2037-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375PJ85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139847 | PA      | $139420.62    | 0.01%             | 2038-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375PK59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4791 | PA      | $4776.86      | 0.00%             | 2038-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375QD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105695 | PA      | $108645.06    | 0.01%             | 2038-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375QGF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14408 | PA      | $14756.70     | 0.00%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375QK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15848 | PA      | $15863.03     | 0.00%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375UPV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276524 | PA      | $267814.18    | 0.01%             | 2064-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38375UST8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80313 | PA      | $80332.45     | 0.00%             | 2064-12-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376FFN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33117 | PA      | $32556.59     | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376K2H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18330 | PA      | $18368.42     | 0.00%             | 2039-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376R5D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16151 | PA      | $16153.47     | 0.00%             | 2067-06-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268751 | PA      | $269365.41    | 0.01%             | 2066-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376RF43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199501 | PA      | $199928.28    | 0.01%             | 2066-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376RMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       457 | PA      | $457.97       | 0.00%             | 2065-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376RTW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17556 | PA      | $17603.77     | 0.00%             | 2066-02-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38376XSH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81711 | PA      | $79707.82     | 0.00%             | 2039-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38377V3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40869 | PA      | $41244.42     | 0.00%             | 2034-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38377XBW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21573 | PA      | $21258.41     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38377Y3S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136884 | PA      | $122974.89    | 0.01%             | 2041-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38377YH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56490 | PA      | $44658.00     | 0.00%             | 2041-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378DX42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144000 | PA      | $132229.84    | 0.01%             | 2042-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378DYV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106845 | PA      | $105252.27    | 0.01%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378EJZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115974 | PA      | $108088.72    | 0.01%             | 2042-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378EK85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $21423.09     | 0.00%             | 2042-05-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378FDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $22530.59     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378FX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78152 | PA      | $71506.48     | 0.00%             | 2042-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378H5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134335 | PA      | $103727.46    | 0.01%             | 2042-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378HPX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17000 | PA      | $13824.31     | 0.00%             | 2042-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378HRC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38000 | PA      | $30198.05     | 0.00%             | 2042-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378JSX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    286782 | PA      | $228012.81    | 0.01%             | 2043-03-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378JV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17458 | PA      | $15928.01     | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378UFE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120000 | PA      | $113553.43    | 0.01%             | 2043-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378ULB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24000 | PA      | $20920.35     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378UWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $92758.42     | 0.00%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378V3X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151000 | PA      | $142143.80    | 0.01%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378YW96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163826 | PA      | $140726.87    | 0.01%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38378YY86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22000 | PA      | $19812.41     | 0.00%             | 2044-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379BB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257280 | PA      | $239063.09    | 0.01%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379DBM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243319 | PA      | $190564.39    | 0.01%             | 2044-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379FHS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2202733 | PA      | $1358533.60   | 0.07%             | 2043-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379GKF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $90087.49     | 0.00%             | 2039-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379JXW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48304 | PA      | $51733.93     | 0.00%             | 2044-12-20      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379JYP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $181392.40    | 0.01%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379WBD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33067 | PA      | $23686.40     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38379YAA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    599877 | PA      | $627317.04    | 0.03%             | 2034-08-20      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380CLJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281767 | PA      | $222833.95    | 0.01%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380GK45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160000 | PA      | $137013.90    | 0.01%             | 2047-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380L2S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35120 | PA      | $35128.34     | 0.00%             | 2069-06-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380LCU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4178 | PA      | $4170.42      | 0.00%             | 2068-02-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380QGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325607 | PA      | $321658.49    | 0.02%             | 2070-07-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380QS78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    617271 | PA      | $615019.07    | 0.03%             | 2068-01-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380QSX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158283 | PA      | $156217.88    | 0.01%             | 2070-04-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380TAM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40000 | PA      | $29979.00     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380TB70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57995 | PA      | $57617.58     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380UC92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137000 | PA      | $91281.55     | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380UX65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594198 | PA      | $534721.39    | 0.03%             | 2046-08-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38380XU88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106306 | PA      | $98975.78     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38381RBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188871 | PA      | $179077.53    | 0.01%             | 2049-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38381VSN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    429115 | PA      | $387838.78    | 0.02%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38381XPH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110768 | PA      | $107054.01    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38381XZL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109871 | PA      | $99441.36     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38381YZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62595 | PA      | $56116.05     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382AWJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190887 | PA      | $183636.84    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382BDQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266125 | PA      | $258708.80    | 0.01%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382BSK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209494 | PA      | $186760.20    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382CQX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236242 | PA      | $201989.49    | 0.01%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382FRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126605 | PA      | $71418.64     | 0.00%             | 2050-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382GTL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10497 | PA      | $9483.26      | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382HNA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253959 | PA      | $112337.21    | 0.01%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382HXZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    330943 | PA      | $146054.43    | 0.01%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382KET6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54095 | PA      | $22970.49     | 0.00%             | 2050-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382KJ87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249998 | PA      | $123197.65    | 0.01%             | 2050-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382LRR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231648 | PA      | $111086.85    | 0.01%             | 2050-12-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382LTL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    330000 | PA      | $168384.32    | 0.01%             | 2050-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382LTU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146000 | PA      | $57819.45     | 0.00%             | 2050-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382M5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190000 | PA      | $97179.43     | 0.00%             | 2051-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382RNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2249 | PA      | $1760.96      | 0.00%             | 2050-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382VBJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108851 | PA      | $54534.89     | 0.00%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38382YKG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181791 | PA      | $181796.99    | 0.01%             | 2071-12-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38383FUM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38941 | PA      | $22259.67     | 0.00%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38383FV59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166297 | PA      | $157805.77    | 0.01%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38383HMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    937136 | PA      | $834363.24    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38383MUW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $60064.36     | 0.00%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38383V2S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589592 | PA      | $531450.38    | 0.03%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98849 | PA      | $102496.84    | 0.01%             | 2051-11-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384BAG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $272570.49    | 0.01%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384CVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $182349.83    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384DEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    511787 | PA      | $514412.51    | 0.03%             | 2050-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384DU62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1011259 | PA      | $1020207.06   | 0.05%             | 2041-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384GDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    780000 | PA      | $813953.24    | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384JH23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120000 | PA      | $89624.63     | 0.00%             | 2054-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384JZB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237000 | PA      | $266849.25    | 0.01%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384NCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105000 | PA      | $53100.22     | 0.00%             | 2051-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384NPY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161233 | PA      | $168949.30    | 0.01%             | 2052-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38384PRN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216265 | PA      | $228656.79    | 0.01%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                 | CUSIP: 38385E2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369633 | PA      | $369742.69    | 0.02%             | 2055-04-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline Llc                            | Gray Oak Pipeline LLC                                                    | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4498000 | PA      | $4483981.08   | 0.22%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Hf Sinclair Corp                                 | HF Sinclair Corp.                                                        | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2687798.41   | 0.13%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hf Sinclair Corp                                 | HF Sinclair Corp.                                                        | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000859.51   | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hca Inc                                          | HCA, Inc.                                                                | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $6702245.74   | 0.33%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hca Inc                                          | HCA, Inc.                                                                | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4837043.92   | 0.24%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hca Inc                                          | HCA, Inc.                                                                | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5572404.81   | 0.28%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I/hilcorp                         | Hilcorp Energy I LP / Hilcorp Finance Co.                                | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3259054.44   | 0.16%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I/hilcorp                         | Hilcorp Energy I LP / Hilcorp Finance Co.                                | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   9297000 | PA      | $9077686.56   | 0.45%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                          | Hyundai Capital America                                                  | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2942000 | PA      | $2965338.83   | 0.15%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                       | Intel Corp.                                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $2939346.98   | 0.15%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain, Inc.                                                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    603000 | PA      | $601948.13    | 0.03%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                              | JPMorgan Chase & Co.                                                     | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6426000 | PA      | $6603020.30   | 0.33%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                              | JPMorgan Chase & Co.                                                     | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2486530.51   | 0.12%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                              | JPMorgan Chase & Co.                                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2842472.83   | 0.14%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                              | JPMorgan Chase & Co.                                                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2299618.24   | 0.11%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                            | Jackson Financial, Inc.                                                  | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     16545 | NS      | $431824.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Grp/jsg Fin                          | Jane Street Group / JSG Finance, Inc.                                    | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $11029265.40  | 0.55%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Grp/jsg Fin                          | Jane Street Group / JSG Finance, Inc.                                    | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3562932.05   | 0.18%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Grp/jsg Fin                          | Jane Street Group / JSG Finance, Inc.                                    | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3567251.70   | 0.18%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kkr & Co Inc                                     | KKR & Co., Inc.                                                          | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   5767000 | PA      | $5724430.08   | 0.28%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings Lp                              | Kinetik Holdings LP                                                      | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1891084.95   | 0.09%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co                                        | Kroger Co.                                                               | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  19474000 | PA      | $19420222.16  | 0.96%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L'oreal Sa                                       | L'Oreal SA                                                               | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |   5150000 | PA      | $5251380.89   | 0.26%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| L3harris Tech Inc                                | L3Harris Technologies, Inc.                                              | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  13906000 | PA      | $14258019.27  | 0.71%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                       | Leidos, Inc.                                                             | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   6481000 | PA      | $6699196.80   | 0.33%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                       | Leidos, Inc.                                                             | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2082009.98   | 0.10%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertain Inc                            | Caesars Entertainment, Inc.                                              | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   4868700 | PA      | $4862005.21   | 0.24%             | 2031-02-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp.                                                    | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  10181000 | PA      | $10249690.49  | 0.51%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mplx Lp                                          | MPLX LP                                                                  | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6079660.44   | 0.30%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                         | Warnermedia Holdings, Inc.                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3418000 | PA      | $2951870.25   | 0.15%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                         | Warnermedia Holdings, Inc.                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7812000 | PA      | $4871250.72   | 0.24%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                         | Warnermedia Holdings, Inc.                                               | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3798000 | PA      | $3611081.43   | 0.18%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                         | Mars, Inc.                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2140761.92   | 0.11%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                         | Mars, Inc.                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2625728.43   | 0.13%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                           | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5593000 | PA      | $6211139.48   | 0.31%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                           | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9240000 | PA      | $9621617.82   | 0.48%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                           | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2079014.50   | 0.10%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions, Inc.                                                 | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $10265699.07  | 0.51%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp.                             | Bank of Hawaii., 8.000%                                                  | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |     86678 | NS      | $2305634.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Rural Util Coop                         | National Rural Utilities Cooperative Finance Corp.                       | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1796349.41   | 0.09%             | 2043-04-30      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| National Rural Util Coop                         | National Rural Utilities Cooperative Finance Corp.                       | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315730.80    | 0.02%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                | Nexstar Media, Inc.                                                      | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4567436.00   | 0.23%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                         | Nexstar Media, Inc.                                                      | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2723748.95   | 0.13%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp.                                                   | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  14800000 | PA      | $15140209.82  | 0.75%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics Lp                              | NuStar Logistics LP                                                      | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $4390661.24   | 0.22%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Cor                         | Occidental Petroleum Corp.                                               | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  11775000 | PA      | $13299052.38  | 0.66%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Llc                       | Amneal Pharmaceuticals LLC                                               | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   2711100 | PA      | $2731433.25   | 0.14%             | 2032-08-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Permian Resourc Optg Llc                         | Permian Resources Operating LLC                                          | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   5871000 | PA      | $6090780.89   | 0.30%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resourc Optg Llc                         | Permian Resources Operating LLC                                          | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1235360.09   | 0.06%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                             | Pilgrim's Pride Corp.                                                    | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5117438.70   | 0.25%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                             | Pilgrim's Pride Corp.                                                    | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   7442000 | PA      | $8158024.59   | 0.40%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners Lp                              | Buckeye Partners LP                                                      | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      6536 | PA      | $6553.91      | 0.00%             | 2030-11-22      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restauran                         | Raising Cane's Restaurants LLC                                           | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1108130.10   | 0.05%             | 2029-05-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Rtx Corp                                         | RTX Corp.                                                                | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  18458000 | PA      | $20046054.89  | 0.99%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                           | Regions Financial Corp.                                                  | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4742589.59   | 0.23%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies, Inc.                                                 | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2776000 | PA      | $2770328.63   | 0.14%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises                          | Royal Caribbean Cruises, Ltd.                                            | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4221000 | PA      | $4359047.81   | 0.22%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp                              | Charles Schwab Corp.                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5236000 | PA      | $5163658.38   | 0.26%             | 9999-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp                              | Charles Schwab Corp.                                                     | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3718000 | PA      | $3747108.93   | 0.19%             | 2027-03-03      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Sempra                                           | Sempra                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2763000 | PA      | $2684688.84   | 0.13%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Llc                              | Sirius XM Radio LLC                                                      | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4306000 | PA      | $4289256.12   | 0.21%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sodexo Inc                                       | Sodexo, Inc.                                                             | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $5106012.42   | 0.25%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Softbank Corp                                    | SoftBank Corp.                                                           | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   5770000 | PA      | $5761827.55   | 0.29%             | 2035-07-09      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp                                   | Solventum Corp.                                                          | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5078375.54   | 0.25%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                   | Solventum Corp.                                                          | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7688534.44   | 0.38%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp.                                                          | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   5144000 | PA      | $5266768.35   | 0.26%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Station Casinos Llc                              | Station Casinos LLC                                                      | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4154000 | PA      | $4097030.38   | 0.20%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Steel Dynamics Inc                               | Steel Dynamics, Inc.                                                     | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5903573.45   | 0.29%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                     | Synopsys, Inc.                                                           | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4285268.69   | 0.21%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                     | Synopsys, Inc.                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2119110.42   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                           | Synovus Financial Corp.                                                  | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9833491.40   | 0.49%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                                      | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489562.82   | 0.07%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tpg Operating Group Ii                           | TPG Operating Group II LP                                                | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   4634000 | PA      | $4615183.87   | 0.23%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp.     | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   8572000 | PA      | $8740311.22   | 0.43%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                          | Transocean Poseidon, Ltd.                                                | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3171150 | PA      | $3180463.67   | 0.16%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ubs Group Ag                                     | UBS Group AG                                                             | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6952000 | PA      | $6968920.68   | 0.35%             | 9999-12-31      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| United Air 2020-1 A Ptt                          | United Airlines 2020-1 Class A Pass Through Trust                        | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2152551 | PA      | $2205277.69   | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Bond                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95573000 | PA      | $86848230.67  | 4.30%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Bond                                                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54616000 | PA      | $52072942.50  | 2.58%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Bond                                                       | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41533000 | PA      | $40929473.59  | 2.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Bond                                                       | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55796000 | PA      | $54296482.50  | 2.69%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9953000 | PA      | $9980154.77   | 0.49%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. - United States Treasury Notes                                      | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5862000 | PA      | $5940770.63   | 0.29%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19004000 | PA      | $18905639.48  | 0.94%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88495000 | PA      | $90111070.91  | 4.46%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                  | United States Treasury Inflation Indexed Bonds                           | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18692082 | PA      | $19178604.18  | 0.95%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47135000 | PA      | $48005892.66  | 2.38%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79179000 | PA      | $81056408.52  | 4.01%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                  | United States Treasury Inflation Indexed Bonds                           | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64823804 | PA      | $66645351.95  | 3.30%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Bond                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97189000 | PA      | $97515494.78  | 4.83%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22881000 | PA      | $23201870.33  | 1.15%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9408000 | PA      | $9457980.00   | 0.47%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9574000 | PA      | $9653658.65   | 0.48%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28171000 | PA      | $28220519.27  | 1.40%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Note                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2364000 | PA      | $2383392.18   | 0.12%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                  | U.S. Treasury Bond                                                       | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14714000 | PA      | $14745037.42  | 0.73%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vf Corp                                          | VF Corp.                                                                 | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4540383.12   | 0.22%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                 | Paramount Global                                                         | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  14550000 | PA      | $11368424.54  | 0.56%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                 | Paramount Global                                                         | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  10875000 | PA      | $10156526.92  | 0.50%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vici Properties Lp                               | VICI Properties LP                                                       | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5389000 | PA      | $5410076.06   | 0.27%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners Ll                         | Viper Energy Partners LLC                                                | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $1943382.42   | 0.10%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                      | Vistra Corp.                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2221547.18   | 0.11%             | 9999-12-31      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp                                      | Vistra Operations Co. LLC                                                | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5595317.28   | 0.28%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vmware Llc                                       | VMware LLC                                                               | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   5860000 | PA      | $5936857.30   | 0.29%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vmware Llc                                       | VMware LLC                                                               | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2676785.93   | 0.13%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                            | Wells Fargo & Co.                                                        | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7514744.68   | 0.37%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                            | Wells Fargo & Co.                                                        | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $11165425.69  | 0.55%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                    | TransDigm, Inc.                                                          | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   9477496 | PA      | $9495787.54   | 0.47%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Msilf Government Portfolio                       | Morgan Stanley Institutional Liquidity Funds - Government Portfolio      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  27859509 | NS      | $27859509.12  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** ALPS ETF TRUST

**Signature:** Erich Rettinger

**Name of Signer:** Erich Rettinger

**Title:** Treasurer